Introduction to applied optimization (Q5906944)

The contents of this book are as follows: 1. Introduction; 2. Linear Programming; 3. Nonlinear Programming; 4. Discrete Optimization; 5. Optimization under uncertainty; 6. Multi-objective Optimization; 7. Optimal Control and Dynamic Optimization;Appendix A; Appendix B. Index. In the first chapter the author presents a historical perspective on the evolution of optimization followed by identification of key components of an optimization. Types of optimization problems that can occur are presented. In Chapter 2 and Chapter 3 the linear and nonlinear programming are presented. Topics covered in these chapters include the simplex method, Infeasible, unbounded and multiple solutions, sensitivity analysis, hazardous waste blending problem as an LP and NLP, unconstrained NLP, numerical methods. In Chapter 4 the author outlines several methods for discrete optimization (integer programming, mixed integer linear programming and mixed integer nonlinear programming). Included among the techniques discussed are the branch and bound method, decomposition methods and probabilistic methods such as simulated annealing and genetic algorithms. In Chapter 5 optimization under uncertainty is considered. Included are types of problems and generalization representation, chance constrained programming method, L-shaped decomposition method, Uncertainty analysis and sampling, stochastic anneling and hazardous waste blending under uncertainty. Chapter 6 is devoted to multi-objective optimization. The first part deals with the notion of nondominated set. Then, three methods namely weighting method, constraint method and goal programming method are discussed. The last part considers the blending problem as a multi-objective optimization problem. In Chapter 7 optimal control and dynamic optimization are considered. The book contains two appendices. All chapters are followed by a summary and a number of references and exercises. The book is well written and the presentation is rigourous and self-contained. The book will be of interest to researchers in various fields as well as undergraduate and graduate students in engineering sciences, management science, and decision science.