Download or read book Advances in Sensitivity Analysis and Parametric Programming written by Tomas Gal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.

Download or read book Online Optimization of Large Scale Systems written by Martin Grötschel and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.

Download or read book Introduction to Sensitivity and Stability Analysis in Nonlinear Programming written by Fiacco and published by Academic Press. This book was released on 1983-11-02 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

Download or read book Nonlinear Programming written by Anthony V. Fiacco and published by SIAM. This book was released on 1990-01-01 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.

Download or read book Global Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Download or read book Operations Research Proceedings 2017 written by Natalia Kliewer and published by Springer. This book was released on 2018-05-25 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers a selection of peer-reviewed papers presented at the International Conference on Operations Research (OR 2017), which was held at Freie Universität Berlin, Germany on September 6-8, 2017. More than 800 scientists, practitioners and students from mathematics, computer science, business/economics and related fields attended the conference and presented more than 500 papers in parallel topic streams, as well as special award sessions. The main theme of the conference and its proceedings was "Decision Analytics for the Digital Economy."

Download or read book Computational Mathematical Programming written by Klaus Schittkowski and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the written versions of main lectures presented at the Advanced Study Institute (ASI) on Computational Mathematical Programming, which was held in Bad Windsheim, Germany F. R., from July 23 to August 2, 1984, under the sponsorship of NATO. The ASI was organized by the Committee on Algorithms (COAL) of the Mathematical Programming Society. Co-directors were Karla Hoffmann (National Bureau of Standards, Washington, U.S.A.) and Jan Teigen (Rabobank Nederland, Zeist, The Netherlands). Ninety participants coming from about 20 different countries attended the ASI and contributed their efforts to achieve a highly interesting and stimulating meeting. Since 1947 when the first linear programming technique was developed, the importance of optimization models and their mathematical solution methods has steadily increased, and now plays a leading role in applied research areas. The basic idea of optimization theory is to minimize (or maximize) a function of several variables subject to certain restrictions. This general mathematical concept covers a broad class of possible practical applications arising in mechanical, electrical, or chemical engineering, physics, economics, medicine, biology, etc. There are both industrial applications (e.g. design of mechanical structures, production plans) and applications in the natural, engineering, and social sciences (e.g. chemical equilibrium problems, christollography problems).

Download or read book Sensitivity Analysis in Engineering written by and published by . This book was released on 1987 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Parametric Sensitivity in Chemical Systems written by Arvind Varma and published by Cambridge University Press. This book was released on 1999-03-13 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The behavior of a chemical system is affected by many physicochemical parameters. The sensitivity of the system's behavior to changes in parameters is known as parametric sensitivity. When a system operates in a parametrically sensitive region, its performance becomes unreliable and changes sharply with small variations in parameters. Thus, it would be of great value to predict sensitivity behavior in chemical systems. This book is the first to provide a thorough treatment of the concept of parametric sensitivity and the mathematical tool it generated, sensitivity analysis. The emphasis is on applications to real situations. The book begins with definitions of various sensitivity indices and describes the numerical techniques used for their evaluation. Extensively illustrated chapters discuss sensitivity analysis in a variety of chemical reactors - batch, tubular, continuous-flow, fixed-bed - and in combustion systems, air pollution, and metabolic processes. Chemical engineers, chemists, graduate students, and researchers will welcome this valuable resource.

Download or read book Sensitivity Analysis Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Download or read book Sensitivity Analysis in Practice written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2004-07-16 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

Download or read book Uncertainty aware Integration of Control with Process Operations and Multi parametric Programming Under Global Uncertainty written by Vassilis M. Charitopoulos and published by Springer Nature. This book was released on 2020-02-05 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces models and methodologies that can be employed towards making the Industry 4.0 vision a reality within the process industries, and at the same time investigates the impact of uncertainties in such highly integrated settings. Advances in computing power along with the widespread availability of data have led process industries to consider a new paradigm for automated and more efficient operations. The book presents a theoretically proven optimal solution to multi-parametric linear and mixed-integer linear programs and efficient solutions to problems such as process scheduling and design under global uncertainty. It also proposes a systematic framework for the uncertainty-aware integration of planning, scheduling and control, based on the judicious coupling of reactive and proactive methods. Using these developments, the book demonstrates how the integration of different decision-making layers and their simultaneous optimisation can enhance industrial process operations and their economic resilience in the face of uncertainty.

Download or read book Practical Methods of Optimization written by R. Fletcher and published by John Wiley & Sons. This book was released on 2013-06-06 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.

Download or read book Postoptimal Analyses Parametric Programming and Related Topics written by Tomas Gal and published by Walter de Gruyter. This book was released on 2010-09-03 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: Postoptimal Analyses, Parametric Programming, and Related Topics: Degeneracy, Multicriteria Decision Making Redundancy.

Download or read book Stability and Optimization of Structures written by Makoto Ohsaki and published by Springer Science & Business Media. This book was released on 2007-06-10 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the optimization of a geometrically-nonlinear structure under stability constraint. It presents a deep insight into optimization-based and computer-assisted stability design of discrete structures. Coverage combines design sensitivity analysis developed in structural optimization and imperfection-sensitivity analysis developed in stability analysis.

Download or read book Non Linear Parametric Optimization written by BANK and published by Birkhäuser. This book was released on 2013-12-21 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".