This book continues where DOE Simplified leaves off in Chapter 8 with an introduction to "Response Surface Methods [RSM] for Optimization." It presents this advanced tool for design of experiments (DOE) in a way that anyone with a minimum of technical training can understand and appreciate. Unlike any other book of its kind, RSM Simplified keeps formulas to a minimum—making liberal use of figures, charts, graphs and checklists. It also offers many relevant examples, amusing and fun do-it-yourself exercises.
Introduction to Optimum Design, Third Edition describes an organized approach to engineering design optimization in a rigorous yet simplified manner. It illustrates various concepts and procedures with simple examples and demonstrates their applicability to engineering design problems. Formulation of a design problem as an optimization problem is emphasized and illustrated throughout the text. Excel and MATLAB® are featured as learning and teaching aids. - Basic concepts of optimality conditions and numerical methods are described with simple and practical examples, making the material highly teachable and learnable - Includes applications of optimization methods for structural, mechanical, aerospace, and industrial engineering problems - Introduction to MATLAB Optimization Toolbox - Practical design examples introduce students to the use of optimization methods early in the book - New example problems throughout the text are enhanced with detailed illustrations - Optimum design with Excel Solver has been expanded into a full chapter - New chapter on several advanced optimum design topics serves the needs of instructors who teach more advanced courses
The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the number of applications that can be modeled as large or even huge-scale optimization problems, there has been a revived interest in using simple methods that require low iteration cost as well as low memory storage. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books. First-Order Methods in Optimization offers comprehensive study of first-order methods with the theoretical foundations; provides plentiful examples and illustrations; emphasizes rates of convergence and complexity analysis of the main first-order methods used to solve large-scale problems; and covers both variables and functional decomposition methods.
The book provides suggestions on how to start using bionic optimization methods, including pseudo-code examples of each of the important approaches and outlines of how to improve them. The most efficient methods for accelerating the studies are discussed. These include the selection of size and generations of a study’s parameters, modification of these driving parameters, switching to gradient methods when approaching local maxima, and the use of parallel working hardware. Bionic Optimization means finding the best solution to a problem using methods found in nature. As Evolutionary Strategies and Particle Swarm Optimization seem to be the most important methods for structural optimization, we primarily focus on them. Other methods such as neural nets or ant colonies are more suited to control or process studies, so their basic ideas are outlined in order to motivate readers to start using them. A set of sample applications shows how Bionic Optimization works in practice. From academic studies on simple frames made of rods to earthquake-resistant buildings, readers follow the lessons learned, difficulties encountered and effective strategies for overcoming them. For the problem of tuned mass dampers, which play an important role in dynamic control, changing the goal and restrictions paves the way for Multi-Objective-Optimization. As most structural designers today use commercial software such as FE-Codes or CAE systems with integrated simulation modules, ways of integrating Bionic Optimization into these software packages are outlined and examples of typical systems and typical optimization approaches are presented. The closing section focuses on an overview and outlook on reliable and robust as well as on Multi-Objective-Optimization, including discussions of current and upcoming research topics in the field concerning a unified theory for handling stochastic design processes.
Existing and impending water shortages argue for improving water quantity and quality management. Groundwater Optimization Handbook: Flow, Contaminant Transport, and Conjunctive Management helps you formulate and solve groundwater optimization problems to ensure sustainable supplies of adequate quality and quantity. It shows you how to more effectively use simulation-optimization (S-O) modeling, an economically valuable groundwater management tool that couples simulation models with mathematical optimization techniques. Written for readers of varying familiarity with groundwater hydrology and mathematical optimization, the handbook approaches complex problems realistically. Its techniques have been applied in many legal settings, with produced strategies providing up to 57% improvement over those developed without S-O modeling. These techniques supply constructible designs, planning and management strategies, and metrics for performance-based contracts. Learn how to: Recognize opportunities for applying S-O models Lead client, agency, and consultant personnel through the strategy design and adaptation process Formulate common situations as clear deterministic/stochastic and single/multiobjective mathematical optimization problems Distinguish between problem nonlinearities resulting from physical system characteristics versus management goals Create an S-O model appropriate for your specific needs or select an existing transferrable model Develop acceptable feasible solutions and compute optimal solutions Quantify tradeoffs between multiple objectives Evaluate and adapt a selected optimal strategy, or use it as a metric for comparison Drawing on the author’s numerous real-world designs and more than 30 years of research, consulting, and teaching experience, this practical handbook supplies design procedures, detailed flowcharts, solved problems, lessons learned, and diverse applications. It guides you through the maze of multiple objectives, constraints, and uncertainty to calculate the best strategies for managing flow, contamination, and conjunctive use of groundwater and surface water. Ancillary materials are available from the Downloads tab on the book page at www.crcpress.com.
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
