Preface |
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xi | |
Acknowledgements |
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xiii | |
1 Introduction |
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1 | (32) |
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1.1 Design Optimization Process |
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2 | (4) |
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1.2 Optimization Problem Formulation |
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6 | (11) |
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1.3 Optimization Problem Classification |
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17 | (4) |
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1.4 Optimization Algorithms |
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21 | (5) |
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1.5 Selecting an Optimization Approach |
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26 | (2) |
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28 | (1) |
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29 | (1) |
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30 | (3) |
2 A Short History of Optimization |
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33 | (14) |
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2.1 The First Problems: Optimizing Length and Area |
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33 | (1) |
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2.2 Optimization Revolution: Derivatives and Calculus |
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34 | (2) |
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2.3 The Birth of Optimization Algorithms |
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36 | (3) |
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39 | (4) |
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2.5 Toward a Diverse Future |
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43 | (2) |
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45 | (2) |
3 Numerical Models and Solvers |
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47 | (32) |
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3.1 Model Development for Analysis versus Optimization |
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47 | (1) |
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3.2 Modeling Process and Types of Errors |
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48 | (2) |
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3.3 Numerical Models as Residual Equations |
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50 | (2) |
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3.4 Discretization of Differential Equations |
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52 | (1) |
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53 | (8) |
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61 | (2) |
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63 | (3) |
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66 | (4) |
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3.9 Models and the Optimization Problem |
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70 | (3) |
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73 | (2) |
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75 | (4) |
4 Unconstrained Gradient-Based Optimization |
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79 | (74) |
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80 | (14) |
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4.2 Two Overall Approaches to Finding an Optimum |
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94 | (2) |
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96 | (14) |
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110 | (29) |
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139 | (8) |
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147 | (2) |
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149 | (4) |
5 Constrained Gradient-Based Optimization |
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153 | (70) |
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5.1 Constrained Problem Formulation |
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154 | (2) |
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5.2 Understanding n-Dimensional Space |
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156 | (2) |
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5.3 Optimality Conditions |
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158 | (17) |
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175 | (12) |
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5.5 Sequential Quadratic Programming |
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187 | (17) |
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5.6 Interior-Point Methods |
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204 | (7) |
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5.7 Constraint Aggregation |
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211 | (3) |
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214 | (1) |
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215 | (8) |
6 Computing Derivatives |
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223 | (58) |
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6.1 Derivatives, Gradients, and Jacobians |
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223 | (2) |
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6.2 Overview of Methods for Computing Derivatives |
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225 | (1) |
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6.3 Symbolic Differentiation |
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226 | (1) |
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227 | (5) |
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232 | (5) |
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6.6 Algorithmic Differentiation |
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237 | (15) |
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6.7 Implicit Analytic Methods-Direct and Adjoint |
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252 | (10) |
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6.8 Sparse Jacobians and Graph Coloring |
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262 | (3) |
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6.9 Unified Derivatives Equation |
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265 | (10) |
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275 | (2) |
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277 | (4) |
7 Gradient-Free Optimization |
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281 | (46) |
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7.1 When to Use Gradient-Free Algorithms |
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281 | (3) |
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7.2 Classification of Gradient-Free Algorithms |
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284 | (3) |
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7.3 Nelder-Mead Algorithm |
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287 | (5) |
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7.4 Generalized Pattern Search |
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292 | (6) |
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298 | (8) |
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306 | (10) |
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7.7 Particle Swarm Optimization |
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316 | (5) |
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321 | (2) |
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323 | (4) |
8 Discrete Optimization |
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327 | (28) |
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8.1 Binary, Integer, and Discrete Variables |
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327 | (1) |
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8.2 Avoiding Discrete Variables |
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328 | (2) |
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330 | (7) |
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337 | (2) |
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339 | (8) |
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347 | (4) |
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8.7 Binary Genetic Algorithms |
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351 | (1) |
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351 | (1) |
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352 | (3) |
9 Multiobjective Optimization |
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355 | (18) |
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355 | (2) |
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357 | (1) |
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358 | (11) |
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369 | (1) |
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370 | (3) |
10 Surrogate-Based Optimization |
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373 | (50) |
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10.1 When to Use a Surrogate Model |
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374 | (1) |
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375 | (9) |
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10.3 Constructing a Surrogate |
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384 | (16) |
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400 | (8) |
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10.5 Deep Neural Networks |
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408 | (6) |
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10.6 Optimization and Infill |
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414 | (4) |
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418 | (2) |
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420 | (3) |
11 Convex Optimization |
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423 | (18) |
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423 | (2) |
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425 | (2) |
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11.3 Quadratic Programming |
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427 | (2) |
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11.4 Second-Order Cone Programming |
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429 | (1) |
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11.5 Disciplined Convex Optimization |
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430 | (4) |
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11.6 Geometric Programming |
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434 | (3) |
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437 | (1) |
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438 | (3) |
12 Optimization Under Uncertainty |
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441 | (34) |
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442 | (5) |
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447 | (1) |
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448 | (21) |
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469 | (2) |
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471 | (4) |
13 Multidisciplinary Design Optimization |
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475 | (64) |
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475 | (3) |
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478 | (23) |
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13.3 Coupled Derivatives Computation |
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501 | (9) |
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13.4 Monolithic MDO Architectures |
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510 | (9) |
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13.5 Distributed MDO Architectures |
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519 | (14) |
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533 | (2) |
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535 | (4) |
A Mathematics Background |
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539 | (20) |
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A.1 Taylor Series Expansion |
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539 | (2) |
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A.2 Chain Rule, Total Derivatives, and Differentials |
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541 | (3) |
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A.3 Matrix Multiplication |
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544 | (3) |
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A.4 Four Fundamental Subspaces in Linear Algebra |
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547 | (1) |
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A.5 Vector and Matrix Norms |
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548 | (2) |
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550 | (2) |
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552 | (1) |
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A.8 Eigenvalues and Eigenvectors |
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553 | (1) |
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554 | (5) |
B Linear Solvers |
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559 | (12) |
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B.1 Systems of Linear Equations |
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559 | (1) |
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560 | (1) |
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560 | (2) |
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562 | (9) |
C Quasi-Newton Methods |
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571 | (8) |
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571 | (1) |
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C.2 Additional Quasi-Newton Approximations |
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572 | (4) |
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C.3 Sherman-Morrison-Woodbury Formula |
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576 | (3) |
D Test Problems |
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579 | (12) |
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D.1 Unconstrained Problems |
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579 | (7) |
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586 | (5) |
Bibliography |
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591 | (24) |
Index |
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615 | |