Download or read book Nonlinear and Mixed Integer Optimization written by Christodoulos A. Floudas and published by Oxford University Press. This book was released on 1995-10-05 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the fundamentals of nonlinear and mixed-integer optimisation, and their applications in the important area of process synthesis in chemical engineering. Topics that are unique include the theory and methods for mixed-integer nonlinear optimisation, introduction to modelling issues in process synthesis, and optimisation-based approaches in the synthesis of heat recovery systems, distillation-based systems, and reactor-based systems.
Download or read book Mixed Integer Nonlinear Programming written by Jon Lee and published by Springer Science & Business Media. This book was released on 2011-12-02 with total page 687 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.
Download or read book Convexification and Global Optimization in Continuous and Mixed Integer Nonlinear Programming written by Mohit Tawarmalani and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interest in constrained optimization originated with the simple linear pro gramming model since it was practical and perhaps the only computationally tractable model at the time. Constrained linear optimization models were soon adopted in numerous application areas and are perhaps the most widely used mathematical models in operations research and management science at the time of this writing. Modelers have, however, found the assumption of linearity to be overly restrictive in expressing the real-world phenomena and problems in economics, finance, business, communication, engineering design, computational biology, and other areas that frequently demand the use of nonlinear expressions and discrete variables in optimization models. Both of these extensions of the linear programming model are NP-hard, thus representing very challenging problems. On the brighter side, recent advances in algorithmic and computing technology make it possible to re visit these problems with the hope of solving practically relevant problems in reasonable amounts of computational time. Initial attempts at solving nonlinear programs concentrated on the de velopment of local optimization methods guaranteeing globality under the assumption of convexity. On the other hand, the integer programming liter ature has concentrated on the development of methods that ensure global optima. The aim of this book is to marry the advancements in solving nonlinear and integer programming models and to develop new results in the more general framework of mixed-integer nonlinear programs (MINLPs) with the goal of devising practically efficient global optimization algorithms for MINLPs.
Download or read book Disjunctive Programming written by Egon Balas and published by Springer. This book was released on 2018-11-27 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration. It has played a major role in the revolution in the state of the art of Integer Programming that took place roughly during the period 1990-2010. The main benefit that the reader may acquire from reading this book is a deeper understanding of the theoretical underpinnings and of the applications potential of disjunctive programming, which range from more efficient problem formulation to enhanced modeling capability and improved solution methods for integer and combinatorial optimization. Egon Balas is University Professor and Lord Professor of Operations Research at Carnegie Mellon University's Tepper School of Business.
Download or read book Handbook of Combinatorial Optimization written by Ding-Zhu Du and published by Springer Science & Business Media. This book was released on 2006-08-18 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a supplementary volume to the major three-volume Handbook of Combinatorial Optimization set. It can also be regarded as a stand-alone volume presenting chapters dealing with various aspects of the subject in a self-contained way.
Download or read book Fast Numerical Methods for Mixed Integer Nonlinear Model Predictive Control written by Christian Kirches and published by Springer Science & Business Media. This book was released on 2011-11-23 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for which feasibility and optimality certificates can be given even after discretization and rounding.
Download or read book Relaxation and Decomposition Methods for Mixed Integer Nonlinear Programming written by Ivo Nowak and published by Springer Science & Business Media. This book was released on 2005-08-15 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinearoptimizationproblemscontainingbothcontinuousanddiscretevariables are called mixed integer nonlinear programs (MINLP). Such problems arise in many ?elds, such as process industry, engineering design, communications, and ?nance. There is currently a huge gap between MINLP and mixed integer linear programming(MIP) solvertechnology.With a modernstate-of-the-artMIP solver itispossibletosolvemodelswithmillionsofvariablesandconstraints,whereasthe dimensionofsolvableMINLPsisoftenlimitedbyanumberthatissmallerbythree or four orders of magnitude. It is theoretically possible to approximate a general MINLP by a MIP with arbitrary precision. However, good MIP approximations are usually much larger than the original problem. Moreover, the approximation of nonlinear functions by piecewise linear functions can be di?cult and ti- consuming. In this book relaxation and decomposition methods for solving nonconvex structured MINLPs are proposed. In particular, a generic branch-cut-and-price (BCP) framework for MINLP is presented. BCP is the underlying concept in almost all modern MIP solvers. Providing a powerful decomposition framework for both sequential and parallel solvers, it made the success of the current MIP technology possible. So far generic BCP frameworks have been developed only for MIP, for example,COIN/BCP (IBM, 2003) andABACUS (OREAS GmbH, 1999). In order to generalize MIP-BCP to MINLP-BCP, the following points have to be taken into account: • A given (sparse) MINLP is reformulated as a block-separable program with linear coupling constraints.The block structure makes it possible to generate Lagrangian cuts and to apply Lagrangian heuristics. • In order to facilitate the generation of polyhedral relaxations, nonlinear c- vex relaxations are constructed. • The MINLP separation and pricing subproblems for generating cuts and columns are solved with specialized MINLP solvers.
Download or read book Large Scale Optimization with Applications written by Lorenz T. Biegler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: With contributions by specialists in optimization and practitioners in the fields of aerospace engineering, chemical engineering, and fluid and solid mechanics, the major themes include an assessment of the state of the art in optimization algorithms as well as challenging applications in design and control, in the areas of process engineering and systems with partial differential equation models.
Download or read book Nonlinear and Mixed Integer Optimization written by Christodoulos A. Floudas and published by Oxford University Press. This book was released on 1995-10-05 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling a void in chemical engineering and optimization literature, this book presents the theory and methods for nonlinear and mixed-integer optimization, and their applications in the important area of process synthesis. Other topics include modeling issues in process synthesis, and optimization-based approaches in the synthesis of heat recovery systems, distillation-based systems, and reactor-based systems. The basics of convex analysis and nonlinear optimization are also covered and the elementary concepts of mixed-integer linear optimization are introduced. All chapters have several illustrations and geometrical interpretations of the material as well as suggested problems. Nonlinear and Mixed-Integer Optimization will prove to be an invaluable source--either as a textbook or a reference--for researchers and graduate students interested in continuous and discrete nonlinear optimization issues in engineering design, process synthesis, process operations, applied mathematics, operations research, industrial management, and systems engineering.
Download or read book Linear and Nonlinear Optimization written by Richard W. Cottle and published by Springer. This book was released on 2017-06-11 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia
Download or read book Business Optimization Using Mathematical Programming written by Josef Kallrath and published by Springer Nature. This book was released on 2021-08-31 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.
Download or read book Linear and Mixed Integer Programming for Portfolio Optimization written by Renata Mansini and published by Springer. This book was released on 2015-06-10 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Download or read book Operations Research Proceedings 2019 written by Janis S. Neufeld and published by Springer Nature. This book was released on 2020-09-24 with total page 734 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 2019), which was held at Technische Universität Dresden, Germany, on September 4-6, 2019, and was jointly organized by the German Operations Research Society (GOR) the Austrian Operations Research Society (ÖGOR), and the Swiss Operational Research Society (SOR/ASRO). More than 600 scientists, practitioners and students from mathematics, computer science, business/economics and related fields attended the conference and presented more than 400 papers in plenary presentations, parallel topic streams, as well as special award sessions. The respective papers discuss classical mathematical optimization, statistics and simulation techniques. These are complemented by computer science methods, and by tools for processing data, designing and implementing information systems. The book also examines recent advances in information technology, which allow big data volumes to be processed and enable real-time predictive and prescriptive business analytics to drive decisions and actions. Lastly, it includes problems modeled and treated while taking into account uncertainty, risk management, behavioral issues, etc.
Download or read book Optimization Techniques and Applications with Examples written by Xin-She Yang and published by John Wiley & Sons. This book was released on 2018-09-19 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to modern optimization applications and techniques in newly emerging areas spanning optimization, data science, machine intelligence, engineering, and computer sciences Optimization Techniques and Applications with Examples introduces the fundamentals of all the commonly used techniques in optimization that encompass the broadness and diversity of the methods (traditional and new) and algorithms. The author—a noted expert in the field—covers a wide range of topics including mathematical foundations, optimization formulation, optimality conditions, algorithmic complexity, linear programming, convex optimization, and integer programming. In addition, the book discusses artificial neural network, clustering and classifications, constraint-handling, queueing theory, support vector machine and multi-objective optimization, evolutionary computation, nature-inspired algorithms and many other topics. Designed as a practical resource, all topics are explained in detail with step-by-step examples to show how each method works. The book’s exercises test the acquired knowledge that can be potentially applied to real problem solving. By taking an informal approach to the subject, the author helps readers to rapidly acquire the basic knowledge in optimization, operational research, and applied data mining. This important resource: Offers an accessible and state-of-the-art introduction to the main optimization techniques Contains both traditional optimization techniques and the most current algorithms and swarm intelligence-based techniques Presents a balance of theory, algorithms, and implementation Includes more than 100 worked examples with step-by-step explanations Written for upper undergraduates and graduates in a standard course on optimization, operations research and data mining, Optimization Techniques and Applications with Examples is a highly accessible guide to understanding the fundamentals of all the commonly used techniques in optimization.
Download or read book Nonlinear Programming written by Lorenz T. Biegler and published by SIAM. This book was released on 2010-01-01 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.
Download or read book Integer and Combinatorial Optimization written by Laurence A. Wolsey and published by John Wiley & Sons. This book was released on 2014-08-28 with total page 782 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rave reviews for INTEGER AND COMBINATORIAL OPTIMIZATION "This book provides an excellent introduction and survey of traditional fields of combinatorial optimization . . . It is indeed one of the best and most complete texts on combinatorial optimization . . . available. [And] with more than 700 entries, [it] has quite an exhaustive reference list."-Optima "A unifying approach to optimization problems is to formulate them like linear programming problems, while restricting some or all of the variables to the integers. This book is an encyclopedic resource for such formulations, as well as for understanding the structure of and solving the resulting integer programming problems."-Computing Reviews "[This book] can serve as a basis for various graduate courses on discrete optimization as well as a reference book for researchers and practitioners."-Mathematical Reviews "This comprehensive and wide-ranging book will undoubtedly become a standard reference book for all those in the field of combinatorial optimization."-Bulletin of the London Mathematical Society "This text should be required reading for anybody who intends to do research in this area or even just to keep abreast of developments."-Times Higher Education Supplement, London Also of interest . . . INTEGER PROGRAMMING Laurence A. Wolsey Comprehensive and self-contained, this intermediate-level guide to integer programming provides readers with clear, up-to-date explanations on why some problems are difficult to solve, how techniques can be reformulated to give better results, and how mixed integer programming systems can be used more effectively. 1998 (0-471-28366-5) 260 pp.
Download or read book Chemical Production Scheduling written by Christos T. Maravelias and published by Cambridge University Press. This book was released on 2021-05-06 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand common scheduling as well as other advanced operational problems with this valuable reference from a recognized leader in the field. Beginning with basic principles and an overview of linear and mixed-integer programming, this unified treatment introduces the fundamental ideas underpinning most modeling approaches, and will allow you to easily develop your own models. With more than 150 figures, the basic concepts and ideas behind the development of different approaches are clearly illustrated. Addresses a wide range of problems arising in diverse industrial sectors, from oil and gas to fine chemicals, and from commodity chemicals to food manufacturing. A perfect resource for engineering and computer science students, researchers working in the area, and industrial practitioners.
