Download or read book Differential Evolution written by Kenneth Price and published by Springer Science & Business Media. This book was released on 2006-03-04 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: Problems demanding globally optimal solutions are ubiquitous, yet many are intractable when they involve constrained functions having many local optima and interacting, mixed-type variables. The differential evolution (DE) algorithm is a practical approach to global numerical optimization which is easy to understand, simple to implement, reliable, and fast. Packed with illustrations, computer code, new insights, and practical advice, this volume explores DE in both principle and practice. It is a valuable resource for professionals needing a proven optimizer and for students wanting an evolutionary perspective on global numerical optimization.

Download or read book Applications of Evolutionary Computing written by Franz Rothlauf and published by Springer. This book was released on 2005-03-31 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evolutionary computation (EC) techniques are e?cient nature-inspired pl- ning and optimization methods based on the principles of natural evolution and genetics. Due to their e?ciency and the simple underlying principles, these methods can be used for a large number of problems in the context of problem solving,optimization,andmachinelearning. Alargeandcontinuouslyincreasing number of researchers and practitioners make use of EC techniques in many - plication domains. The book at hand presents a careful selection of relevant EC applications combined with thorough examinations of techniques for a successful application of EC. The presented papers illustrate the current state of the art in the application of EC and should help and inspire researchers and practitioners to develop e?cient EC methods for design and problem solving. All papers in this book were presented during EvoWorkshops 2005, which was a varying collection of workshops on application-oriented aspects of EC. Since 1999, the format of the EvoWorkshops has proved to be very successful and well representative of the advances in the application of EC. Consequently, over the last few years, EvoWorkshops has become one of the major events addressing the application of EC. In contrast to other large conferences in the EC ?eld, the EvoWorkshops focus solely on application aspects of EC and are an important link between EC research and the application of EC in a large variety of di?erent domains.

Download or read book Composite Hybrid and Multifunctional Materials Volume 4 written by Gyaneshwar Tandon and published by Springer. This book was released on 2014-08-01 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Experimental Mechanics of Composite, Hybrid, and Multifunctional Materials, Volume 4: Proceedings of the 2014 Annual Conference on Experimental and Applied Mechanics, the fourth volume of eight from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on a wide range of areas, including: Composites for Energy Applications Novel/Bio Composites NDE of Composites Mechanical Testing of Composites Strain Measurements Using Digital Image Correlation Digital Image Correlation for Composite Structures Particulate Composites Nanocomposites

Download or read book Process Systems Engineering written by Edwin Zondervan and published by Walter de Gruyter GmbH & Co KG. This book was released on 2022-10-03 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: Process systems engineering (PSE) is a discipline that delivers tools for guided decision-making in the development of new processes and products. Proven successful in the pharmaceutical-, food- and water sectors, it has also breached the field of energy systems. The future energy systems aim to be more efficient, cost-effective, environmentally benign, and interconnected. The design and operation is extremely challenging for decision-makers, engineers, and scientists and here lies a crucial role for the process systems engineer.

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 639 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second supplementary volume to Kluwer's highly acclaimed eleven-volume Encyclopaedia of Mathematics. This additional volume contains nearly 500 new entries written by experts and covers developments and topics not included in the previous volumes. These entries are arranged alphabetically throughout and a detailed index is included. This supplementary volume enhances the existing eleven volumes, and together these twelve volumes represent the most authoritative, comprehensive and up-to-date Encyclopaedia of Mathematics available.

Download or read book Advances in Differential Evolution written by Uday K. Chakraborty and published by Springer Science & Business Media. This book was released on 2008-07-23 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential evolution is arguably one of the hottest topics in today's computational intelligence research. This book seeks to present a comprehensive study of the state of the art in this technology and also directions for future research. The fourteen chapters of this book have been written by leading experts in the area. The first seven chapters focus on algorithm design, while the last seven describe real-world applications. Chapter 1 introduces the basic differential evolution (DE) algorithm and presents a broad overview of the field. Chapter 2 presents a new, rotationally invariant DE algorithm. The role of self-adaptive control parameters in DE is investigated in Chapter 3. Chapters 4 and 5 address constrained optimization; the former develops suitable stopping conditions for the DE run, and the latter presents an improved DE algorithm for problems with very small feasible regions. A novel DE algorithm, based on the concept of "opposite" points, is the topic of Chapter 6. Chapter 7 provides a survey of multi-objective differential evolution algorithms. A review of the major application areas of differential evolution is presented in Chapter 8. Chapter 9 discusses the application of differential evolution in two important areas of applied electromagnetics. Chapters 10 and 11 focus on applications of hybrid DE algorithms to problems in power system optimization. Chapter 12 applies the DE algorithm to computer chess. The use of DE to solve a problem in bioprocess engineering is discussed in Chapter 13. Chapter 14 describes the application of hybrid differential evolution to a problem in control engineering.

Download or read book Introduction to Applied Linear Algebra written by Stephen Boyd and published by Cambridge University Press. This book was released on 2018-06-07 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

Download or read book Algorithms for Optimization written by Mykel J. Kochenderfer and published by MIT Press. This book was released on 2019-03-12 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to optimization with a focus on practical algorithms for the design of engineering systems. This book offers a comprehensive introduction to optimization with a focus on practical algorithms. The book approaches optimization from an engineering perspective, where the objective is to design a system that optimizes a set of metrics subject to constraints. Readers will learn about computational approaches for a range of challenges, including searching high-dimensional spaces, handling problems where there are multiple competing objectives, and accommodating uncertainty in the metrics. Figures, examples, and exercises convey the intuition behind the mathematical approaches. The text provides concrete implementations in the Julia programming language. Topics covered include derivatives and their generalization to multiple dimensions; local descent and first- and second-order methods that inform local descent; stochastic methods, which introduce randomness into the optimization process; linear constrained optimization, when both the objective function and the constraints are linear; surrogate models, probabilistic surrogate models, and using probabilistic surrogate models to guide optimization; optimization under uncertainty; uncertainty propagation; expression optimization; and multidisciplinary design optimization. Appendixes offer an introduction to the Julia language, test functions for evaluating algorithm performance, and mathematical concepts used in the derivation and analysis of the optimization methods discussed in the text. The book can be used by advanced undergraduates and graduate students in mathematics, statistics, computer science, any engineering field, (including electrical engineering and aerospace engineering), and operations research, and as a reference for professionals.

Download or read book Financial Modelling written by Joerg Kienitz and published by John Wiley & Sons. This book was released on 2013-02-18 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.

Download or read book Discrete Inverse and State Estimation Problems written by Carl Wunsch and published by Cambridge University Press. This book was released on 2006-06-29 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing the problems of making inferences from noisy observations and imperfect theories, this 2006 book introduces many inference tools and practical applications. Starting with fundamental algebraic and statistical ideas, it is ideal for graduate students and researchers in oceanography, climate science, and geophysical fluid dynamics.

Download or read book Global Optimization Methods in Geophysical Inversion written by Mrinal K. Sen and published by Cambridge University Press. This book was released on 2013-02-21 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date overview of global optimization methods used to formulate and interpret geophysical observations, for researchers, graduate students and professionals.

Download or read book Production Economics An Empirical Approach written by Charles Britt Moss and published by World Scientific. This book was released on 2022-02-25 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Production economics is that branch of microeconomics that examines producer decisions. This book focuses on the empirical estimation of these relationships using primal, dual, and differential specifications. The primal specification models production decisions based on the production function — estimation of the input/output relationship and the derivation of optimization behavior from this technical relationship. The dual approach estimates production decisions using economic information such as input and output prices. The textbook then develops the linkages between these relationships. The differential specification is an alternative approach derived from changes in the first-order conditions from cost minimizing behavior. In each case, the theoretical development is followed by different empirical specifications that can be used to estimate the producer's choice.

Download or read book Dynamic Optimization Second Edition written by Morton I. Kamien and published by Courier Corporation. This book was released on 2013-04-17 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.

Download or read book Derivative Free and Blackbox Optimization written by Charles Audet and published by Springer. This book was released on 2017-12-02 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed as a textbook, suitable for self-learning or for teaching an upper-year university course on derivative-free and blackbox optimization. The book is split into 5 parts and is designed to be modular; any individual part depends only on the material in Part I. Part I of the book discusses what is meant by Derivative-Free and Blackbox Optimization, provides background material, and early basics while Part II focuses on heuristic methods (Genetic Algorithms and Nelder-Mead). Part III presents direct search methods (Generalized Pattern Search and Mesh Adaptive Direct Search) and Part IV focuses on model-based methods (Simplex Gradient and Trust Region). Part V discusses dealing with constraints, using surrogates, and bi-objective optimization. End of chapter exercises are included throughout as well as 15 end of chapter projects and over 40 figures. Benchmarking techniques are also presented in the appendix.

Download or read book Sustainable Development of Renewable Energy written by Mejdi Jeguirim and published by Elsevier. This book was released on 2024-03-26 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sustainable Development of Renewable Energy, Volume 1 – Challenges is the fifth book in the Advances in Renewable Energy Technologies Series. This volume looks at the production performance of renewable energy sources and emerging production processes. Containing all major renewable energy technologies in individual chapters, this reference includes some of the most dynamic developments, best practices, and future concepts in solar energy systems, energy storage, geothermal energy, bioenergy, wind energy, fuel cells, and hydrogen production. It also includes recent regulations and policies worldwide. By reviewing these state-of-art advances, considering them with real-world applications and analyzing key challenges, this book provides readers with an up-to-date source on renewable energy grid integration and its importance in aiding the energy transition. This is a valuable resource for graduates, researchers, professors, and industry professionals involved in the renewable energy sector, as well as advanced engineering courses dealing with renewable energy, sources, thermal and electrical energy production, and sustainability. - Includes the advantages and disadvantages of key advances in renewable technologies - Contributed to by global experts, with a focus on principles and challenges of renewable energy production and distribution - Emphasizes the importance of sustainability, policy, and regulation in relation to successful and achievable implementation

Download or read book Data Science and Machine Learning written by Dirk P. Kroese and published by CRC Press. This book was released on 2019-11-20 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on mathematical understanding Presentation is self-contained, accessible, and comprehensive Full color throughout Extensive list of exercises and worked-out examples Many concrete algorithms with actual code