Ravindran, A., 1944-
Engineering optimization : methods and applications /
A. Ravindran, K.M. Ragsdell, G.V. Reklaitis.
- 2nd ed.
- Hoboken, N.J. : John Wiley & Sons, c2006.
- xv, 667 p. : ill., map ; 25 cm.
Reklaitis' name appears first on the earlier edition.
Includes bibliographical references and indexes.
Introduction to Optimization Requirements for the Application of Optimization Methods Defining the System Boundaries Performance Criterion Independent Variables System Model Applications of Optimization in Engineering Design Applications Operations and Planning Applications Analysis and Data Reduction Applications Classical Mechanics Applications Taguchi System of Quality Engineering Structure of Optimization Problems Functions of a Single Variable Properties of Single-Variable Functions Optimality Criteria Region Elimination Methods Bounding Phase Interval Refinement Phase Comparison of Region Elimination Methods Polynomial Approximation or Point Estimation Methods Quadratic Estimation Methods Successive Quadratic Estimation Method Methods Requiring Derivatives Newton-Raphson Method Bisection Method Secant Method Cubic Search Method Comparison of Methods Functions of Several Variables Optimality Criteria Direct-Search Methods The S[superscript 2] (Simplex Search) Method Hooke-Jeeves Pattern Search Method Powell's Conjugate Direction Method Gradient-Based Methods Cauchy's Method Newton's Method Modified Newton's Method Marquardt's Method Conjugate Gradient Methods Quasi-Newton Methods Trust Regions Gradient-Based Algorithm Numerical Gradient Approximations Comparison of Methods and Numerical Results Linear Programming Formulation of Linear Programming Models Graphical Solution of Linear Programs in Two Variables Linear Program in Standard Form Handling Inequalities Handling Unrestricted Variables Principles of the Simplex Method Minimization Problems Unbounded Optimum Degeneracy and Cycling Use of Artificial Variables Two-Phase Simplex Method Computer Solution of Linear Programs Computer Codes Computational Efficiency of the Simplex Method Sensitivity Analysis in Linear Programming Applications Additional Topics in Linear Programming Duality Theory Dual Simplex Method Interior Point Methods Integer Programming Goal Programming Constrained Optimality Criteria Equality-Constrained Problems Lagrange Multipliers Economic Interpretation of Lagrange Multipliers Kuhn-Tucker Conditions Kuhn-Tucker Conditions or Kuhn-Tucker Problem Interpretation of Kuhn-Tucker Conditions Kuhn-Tucker Theorems Saddlepoint Conditions Second-Order Optimality Conditions Generalized Lagrange Multiplier Method Generalization of Convex Functions Transformation Methods Penalty Concept Various Penalty Terms Choice of Penalty Parameter R Algorithms, Codes, and Other Contributions Method of Multipliers Penalty Function Multiplier Update Rule Penalty Function Topology Termination of the Method MOM Characteristics Choice of R-Problem Scale Variable Bounds Other MOM-Type Codes Constrained Direct Search Problem Preparation Treatment of Equality Constraints Generation of Feasible Starting Points Adaptations of Unconstrained Search Methods Difficulties in Accommodating Constraints Complex Method Random-Search Methods Direct Sampling Procedures Combined Heuristic Procedures Linearization Methods for Constrained Problems Direct Use of Successive Linear Programs Linearly Constrained Case General Nonlinear Programming Case Discussion and Applications Separable Programming Single-Variable Functions Multivariable Separable Functions Linear Programming Solutions of Separable Problems Discussion and Applications Direction Generation Methods Based on Linearization Method of Feasible Directions Basic Algorithm Active Constraint Sets and Jamming Simplex Extensions for Linearly Constrained Problems Convex Simplex Method Reduced Gradient Method Convergence Acceleration Generalized Reduced Gradient Method Implicit Variable Elimination Basic GRG Algorithm Extensions of Basic Method Computational Considerations Design Application Problem Statement General Formulation Model Reduction and Solution Quadratic Approximation Methods for Constrained Problems Direct Quadratic Approximation Quadratic Approximation of the Lagrangian Function Variable Metric Methods for Constrained Optimization Problem Scaling Constraint Inconsistency Modification of H[superscript (t)] Comparison of GRG with CVM Structured Problems and Algorithms Integer Programming Formulation of Integer Programming Models Solution of Integer Programming Problems Guidelines on Problem Formulation and Solution Quadratic Programming Applications of Quadratic Programming Kuhn-Tucker Conditions Complementary Pivot Problems Goal Programming Comparison of Constrained Optimization Methods Software Availability A Comparison Philosophy Brief History of Classical Comparative Experiments Preliminary and Final Results Strategies for Optimization Studies Model Formulation Levels of Modeling Types of Models Problem Implementation Model Assembly Preparation for Solution Execution Strategies Solution Evaluation Solution Validation Sensitivity Analysis Engineering Case Studies Optimal Location of Coal-Blending Plants by Mixed-Integer Programming Problem Description Model Formulation Results Optimization of an Ethylene Glycol-Ethylene Oxide Process Problem Description Model Formulation Problem Preparation Discussion of Optimization Runs Optimal Design of a Compressed Air Energy Storage System Problem Description Model Formulation Numerical Results Review of Linear Algebra Set Theory Vectors Matrices Matrix Operations Determinant of a Square Matrix Inverse of a Matrix Condition of a Matrix Sparse Matrix Quadratic Forms Principal Minor Completing the Square Convex Sets Convex and Concave Functions Gauss-Jordan Elimination Scheme 1 1 -- 1.1 2 -- 1.1.1 2 -- 1.1.2 3 -- 1.1.3 4 -- 1.1.4 5 -- 1.2 6 -- 1.2.1 8 -- 1.2.2 15 -- 1.2.3 20 -- 1.2.4 26 -- 1.2.5 27 -- 1.3 28 -- 2 32 -- 2.1 32 -- 2.2 35 -- 2.3 45 -- 2.3.1 46 -- 2.3.2 48 -- 2.3.3 53 -- 2.4 55 -- 2.4.1 56 -- 2.4.2 58 -- 2.5 61 -- 2.5.1 61 -- 2.5.2 63 -- 2.5.3 64 -- 2.5.4 65 -- 2.6 69 -- 3 78 -- 3.1 80 -- 3.2 84 -- 3.2.1 86 -- 3.2.2 92 -- 3.2.3 97 -- 3.3 108 -- 3.3.1 109 -- 3.3.2 111 -- 3.3.3 115 -- 3.3.4 116 -- 3.3.5 117 -- 3.3.6 123 -- 3.3.7 127 -- 3.3.8 128 -- 3.3.9 129 -- 3.4 130 -- 4 149 -- 4.1 149 -- 4.2 154 -- 4.3 158 -- 4.3.1 159 -- 4.3.2 159 -- 4.4 161 -- 4.4.1 172 -- 4.4.2 173 -- 4.4.3 174 -- 4.4.4 174 -- 4.4.5 176 -- 4.5 177 -- 4.5.1 177 -- 4.5.2 179 -- 4.6 180 -- 4.7 183 -- 4.8 183 -- 4.8.1 184 -- 4.8.2 188 -- 4.8.3 189 -- 4.8.4 205 -- 4.8.5 205 -- 5 218 -- 5.1 218 -- 5.2 219 -- 5.3 224 -- 5.4 225 -- 5.4.1 226 -- 5.4.2 228 -- 5.5 229 -- 5.6 235 -- 5.7 238 -- 5.8 245 -- 5.9 249 -- 6 260 -- 6.1 261 -- 6.1.1 262 -- 6.1.2 277 -- 6.2 279 -- 6.3 282 -- 6.3.1 283 -- 6.3.2 283 -- 6.3.3 284 -- 6.3.4 285 -- 6.3.5 286 -- 6.3.6 289 -- 6.3.7 289 -- 6.3.8 293 -- 7 305 -- 7.1 306 -- 7.1.1 306 -- 7.1.2 309 -- 7.2 309 -- 7.2.1 310 -- 7.2.2 312 -- 7.3 322 -- 7.3.1 322 -- 7.3.2 326 -- 8 336 -- 8.1 337 -- 8.1.1 337 -- 8.1.2 346 -- 8.1.3 355 -- 8.2 359 -- 8.2.1 359 -- 8.2.2 362 -- 8.2.3 364 -- 8.2.4 368 -- 9 378 -- 9.1 378 -- 9.1.1 380 -- 9.1.2 383 -- 9.2 388 -- 9.2.1 389 -- 9.2.2 399 -- 9.2.3 403 -- 9.3 406 -- 9.3.1 406 -- 9.3.2 410 -- 9.3.3 419 -- 9.3.4 427 -- 9.4 432 -- 9.4.1 433 -- 9.4.2 434 -- 9.4.3 437 -- 10 450 -- 10.1 451 -- 10.2 456 -- 10.3 464 -- 10.4.1 470 -- 10.4.2 470 -- 10.4.3 471 -- 10.4.4 471 -- 11 481 -- 11.1 481 -- 11.1.1 482 -- 11.1.2 484 -- 11.1.3 492 -- 11.2 494 -- 11.2.1 494 -- 11.2.2 498 -- 11.3 499 -- 11.4 507 -- 12 530 -- 12.1 530 -- 12.2 531 -- 12.3 533 -- 12.3.1 535 -- 13 542 -- 13.1 543 -- 13.1.1 544 -- 13.1.2 548 -- 13.2 552 -- 13.2.1 553 -- 13.2.2 554 -- 13.2.3 580 -- 13.3 588 -- 13.3.1 589 -- 13.3.2 590 -- 14 603 -- 14.1 603 -- 14.1.1 604 -- 14.1.2 604 -- 14.1.3 609 -- 14.2 610 -- 14.2.1 610 -- 14.2.2 612 -- 14.2.3 618 -- 14.2.4 618 -- 14.3 621 -- 14.3.1 621 -- 14.3.2 622 -- 14.3.3 627 -- Appendix A 633 -- A.1 633 -- A.2 633 -- A.3 634 -- A.3.1 635 -- A.3.2 637 -- A.3.3 637 -- A.3.4 639 -- A.3.5 639 -- A.4 640 -- A.4.1 641 -- A.4.2 642 -- A.5 646 -- Appendix B 648 -- Appendix C 651.
0471558141 (cloth) 9780471558149
2005044611
Engineering--Mathematical models.
Mathematical optimization.
TA342 / .R44 2006
620/.0042