Название: Optimization. Algorithms and Applications (+ code)
Автор: Rajesh Kumar Arora
Издательство: CRC Press
Год: 2015
Формат: pdf
Страниц: 466
Размер: 24 Мб
Язык: English

Optimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs. Choose the correct solution method for your optimization problem.

The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden–Fletcher–Goldfarb–Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of feasible directions, genetic algorithms, particle swarm optimization (PSO), simulated annealing, ant colony optimization, and tabu search methods. The author shows how to solve non-convex multi-objective optimization problems using simple modifications of the basic PSO code. The book also introduces multidisciplinary design optimization (MDO) architectures―one of the first optimization books to do so―and develops software codes for the simplex method and affine-scaling interior point method for solving linear programming problems. In addition, it examines Gomory’s cutting plane method, the branch-and-bound method, and Balas’ algorithm for integer programming problems.

Скачать "Optimization. Algorithms and Applications (+ code)"