Introduction to optimization.
The book serves as undergraduate text for students of science and engineering who study the fundamentals of the nonlinear programming. Each chapter is a timid introduction to subjects such as linear programming, nonlinear programming, numerical algorithms, variational problems, dynamic programming and optimal control. The book is divided into an introduction, six chapters, references, an index and numerous figures. Each chapter contains some numerical applications and is finished by 15--16 exercises for solving. We give a presentation of the theoretical questions dealt with in each chapter. Chapter 1: Introduction. Some previous examples are given and a short survey on the decision (optimization) problem is made. Some observations on the optimization criterion are presented. Chapter 2: Linear programming. There are presented the general and standard forms for linear programs. Also presented is a summary of the primal simplex method, for linear programs, the duality of linear programs and integer programming for linear programs using a branching procedure. Numerous numerical example accompany these questions. Chapters 3: Nonlinear programming. This chapter contains the basis of this mathematical domain. First, the nonlinear programming problem is formulated. Lagrange multipliers and Karush-Kuhn-Tucker conditions for a nonlinear problem are given and some solved numerical applications for these conditions are presented. The convex function and some of their properties are presented. The sufficiency of the KKT conditions for a convex program and the Wolfe duality of the convex programs are developed. Chapter 4: Approximation techniques. To find the minimum of a function line search methods and gradient methods are presented and for a nonlinear program penalization methods with different barrier functions are described. Chapter 5: Variational problems and dynamical programming. First, the Euler-Lagrange equation is discussed followed by numerous concrete examples. The author presents natural boundary conditions and variational problems with integral conditions. Then a short presentation of dynamical programming with Bellman's equation followxs. Chapter 6: Optimal control. The optimal control problem is formulated and the multipliers and the Hamiltonian associated to problem are described and an optimality theorem in optimal control is given. Also Pontryagin's principle with necessary and sufficient conditions is presented. Numerous solved concrete problems of optimal control are included.
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- An introduction to optimization
- An introduction to optimization
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- Introduction to global optimization.
- Optimization theory. A concise introduction
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- Optimization via Chebyshev polynomials
- On stability analyses of three classical buckling problems for the elastic strut
- A new robust line search technique based on Chebyshev polynomials
- Optimal stabilization for differential systems with delays -- Malkin's approach
- An optimal control theory for nonlinear optimization
- An alternative approach for nonlinear optimal control problems based on the method of moments
- An application of time scales to economics
- On the possibility for computing the transmembrane potential in the heart with a one shot method: an inverse problem
- Optimization in function spaces
- Numerical approximation of the solution in infinite dimensional global optimization using a representation formula
- Mathematical optimization terminology. A comprehensive glossary of terms
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- Optimization models
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- Theory of optimal residual stresses and defects distribution
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- Fundamentals of optimization. Methods, minimum principles, and applications for making things better
- Introductory operations research. Theory and applications.
- Optimization in the engineering sciences. Exact methods
- An Optimization Primer
- Model for transmission and optimal control of anthrax involving human and animal population
- Non-linear programming. A basic introduction
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- Optimization and approximation
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- Introduction to applied optimization
- Introduction to applied optimization
- Introduction to applied optimization
- The duality theory of fractional calculus and a new fractional calculus of variations involving left operators only
- An interior proximal method with proximal distances for quasimonotone equilibrium problems
- Quasi-static shape control of structures with topologically complex equilibrium sets
- A review of benchmark and test functions for global optimization algorithms and metaheuristics
- Inexact Riemannian gradient descent method for nonconvex optimization with strong convergence
- Micromechanical modeling of NiTi shape memory alloys including austenite, R-phase, and martensite
- Adaptive optimal allocation in stratified sampling methods
- Transmission dynamics of Mpox virus and HIV co-infection and its optimal control in MSM population
- A variance-reduced distributed stochastic momentum algorithm over directed networks
- Two-sided space-time L^1 polynomial approximation of hypographs within polynomial optimal control
- Discrete time, finite state space mean field games
- On sign conditions over real multivariate polynomials
- Implicit tracking for multi-fluid simulations
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