Muutke küpsiste eelistusi

Engineering Optimization: An Introduction with Metaheuristic Applications [Kõva köide]

(University of Cambridge, UK)
  • Formaat: Hardback, 376 pages, kõrgus x laius x paksus: 243x161x24 mm, kaal: 658 g, Charts: 26 B&W, 0 Color; Drawings: 25 B&W, 0 Color; Graphs: 37 B&W, 0 Color
  • Ilmumisaeg: 20-Jul-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470582464
  • ISBN-13: 9780470582466
Teised raamatud teemal:
  • Formaat: Hardback, 376 pages, kõrgus x laius x paksus: 243x161x24 mm, kaal: 658 g, Charts: 26 B&W, 0 Color; Drawings: 25 B&W, 0 Color; Graphs: 37 B&W, 0 Color
  • Ilmumisaeg: 20-Jul-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470582464
  • ISBN-13: 9780470582466
Teised raamatud teemal:
Optimization problems in fields as diverse as engineering design, scheduling, and economics have increasingly been approached over the past two decades with metaheuristic algorithms such as simulated annealing, ant algorithms, particle swarm optimization, harmony search, and genetic algorithms. In this text, Yang (engineering, Cambridge U., UK) introduces the reader to the major metaheuristic algorithms and their applications in multi-objective optimization and engineering. Prior to describing the specific metaheuristic algorithms, Yang provides an introduction to the fundamentals of optimization and algorithms. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com)

An accessible introduction to metaheuristics and optimization, featuring powerful and modern algorithms for application across engineering and the sciences

From engineering and computer science to economics and management science, optimization is a core component for problem solving. Highlighting the latest developments that have evolved in recent years, Engineering Optimization: An Introduction with Metaheuristic Applications outlines popular metaheuristic algorithms and equips readers with the skills needed to apply these techniques to their own optimization problems. With insightful examples from various fields of study, the author highlights key concepts and techniques for the successful application of commonly-used metaheuristc algorithms, including simulated annealing, particle swarm optimization, harmony search, and genetic algorithms.

The author introduces all major metaheuristic algorithms and their applications in optimization through a presentation that is organized into three succinct parts:

  • Foundations of Optimization and Algorithms provides a brief introduction to the underlying nature of optimization and the common approaches to optimization problems, random number generation, the Monte Carlo method, and the Markov chain Monte Carlo method
  • Metaheuristic Algorithms presents common metaheuristic algorithms in detail, including genetic algorithms, simulated annealing, ant algorithms, bee algorithms, particle swarm optimization, firefly algorithms, and harmony search
  • Applications outlines a wide range of applications that use metaheuristic algorithms to solve challenging optimization problems with detailed implementation while also introducing various modifications used for multi-objective optimization

Throughout the book, the author presents worked-out examples and real-world applications that illustrate the modern relevance of the topic. A detailed appendix features important and popular algorithms using MATLAB® and Octave software packages, and a related FTP site houses MATLAB code and programs for easy implementation of the discussed techniques. In addition, references to the current literature enable readers to investigate individual algorithms and methods in greater detail.

Engineering Optimization: An Introduction with Metaheuristic Applications is an excellent book for courses on optimization and computer simulation at the upper-undergraduate and graduate levels. It is also a valuable reference for researchers and practitioners working in the fields of mathematics, engineering, computer science, operations research, and management science who use metaheuristic algorithms to solve problems in their everyday work.

List of Figures
xiii
Preface xix
Acknowledgments xxi
Introduction xxiii
PART I FOUNDATIONS OF OPTIMIZATION AND ALGORITHMS
1 A Brief History of Optimization
3(12)
1.1 Before 1900
4(2)
1.2 Twentieth Century
6(1)
1.3 Heuristics and Metaheuristics
7(8)
Exercises
10(5)
2 Engineering Optimization
15(14)
2.1 Optimization
15(2)
2.2 Type of Optimization
17(2)
2.3 Optimization Algorithms
19(3)
2.4 Metaheuristics
22(1)
2.5 Order Notation
22(2)
2.6 Algorithm Complexity
24(1)
2.7 No Free Lunch Theorems
25(4)
Exercises
27(2)
3 Mathematical Foundations
29(32)
3.1 Upper and Lower Bounds
29(2)
3.2 Basic Calculus
31(4)
3.3 Optimality
35(5)
3.3.1 Continuity and Smoothness
35(1)
3.3.2 Stationary Points
36(2)
3.3.3 Optimality Criteria
38(2)
3.4 Vector and Matrix Norms
40(3)
3.5 Eigenvalues and Definiteness
43(5)
3.5.1 Eigenvalues
43(3)
3.5.2 Defmiteness
46(2)
3.6 Linear and Affine Functions
48(3)
3.6.1 Linear Functions
48(1)
3.6.2 Affine Functions
49(1)
3.6.3 Quadratic Form
49(2)
3.7 Gradient and Hessian Matrices
51(2)
3.7.1 Gradient
51(1)
3.7.2 Hessian
51(1)
3.7.3 Function approximations
52(1)
3.7.4 Optimality of multivariate functions
52(1)
3.8 Convexity
53(8)
3.8.1 Convex Set
53(2)
3.8.2 Convex Functions
55(3)
Exercises
58(3)
4 Classic Optimization Methods I
61(24)
4.1 Unconstrained Optimization
61(1)
4.2 Gradient-Based Methods
62(6)
4.2.1 Newton's Method
62(1)
4.2.2 Steepest Descent Method
63(2)
4.2.3 Line Search
65(1)
4.2.4 Conjugate Gradient Method
66(2)
4.3 Constrained Optimization
68(1)
4.4 Linear Programming
68(2)
4.5 Simplex Method
70(6)
4.5.1 Basic Procedure
70(2)
4.5.2 Augmented Form
72(4)
4.6 Nonlinear Optimization
76(1)
4.7 Penalty Method
76(1)
4.8 Lagrange Multipliers
76(4)
4.9 Karush-Kuhn-Tucker Conditions
80(5)
Exercises
83(2)
5 Classic Optimization Methods II
85(10)
5.1 BFGS Method
85(1)
5.2 Nelder-Mead Method
86(2)
5.2.1 A Simplex
86(1)
5.2.2 Nelder-Mead Downhill Simplex
86(2)
5.3 Trust-Region Method
88(3)
5.4 Sequential Quadratic Programming
91(4)
5.4.1 Quadratic Programming
91(1)
5.4.2 Sequential Quadratic Programming
91(2)
Exercises
93(2)
6 Convex Optimization
95(16)
6.1 KKT Conditions
95(2)
6.2 Convex Optimization Examples
97(2)
6.3 Equality Constrained Optimization
99(2)
6.4 Barrier Functions
101(3)
6.5 Interior-Point Methods
104(1)
6.6 Stochastic and Robust Optimization
105(6)
Exercises
107(4)
7 Calculus of Variations
111(22)
7.1 Euler-Lagrange Equation
111(9)
7.1.1 Curvature
111(3)
7.1.2 Euler-Lagrange Equation
114(6)
7.2 Variations with Constraints
120(4)
7.3 Variations for Multiple Variables
124(1)
7.4 Optimal Control
125(8)
7.4.1 Control Problem
126(1)
7.4.2 Pontryagin's Principle
127(2)
7.4.3 Multiple Controls
129(1)
7.4.4 Stochastic Optimal Control
130(1)
Exercises
131(2)
8 Random Number Generators
133(10)
8.1 Linear Congruential Algorithms
133(1)
8.2 Uniform Distribution
134(2)
8.3 Other Distributions
136(4)
8.4 Metropolis Algorithms
140(3)
Exercises
141(2)
9 Monte Carlo Methods
143(10)
9.1 Estimating π
143(3)
9.2 Monte Carlo Integration
146(3)
9.3 Importance of Sampling
149(4)
Exercises
151(2)
10 Random Walk and Markov Chain
153(20)
10.1 Random Process
153(2)
10.2 Random Walk
155(4)
10.2.1 1D Random Walk
156(2)
10.2.2 Random Walk in Higher Dimensions
158(1)
10.3 Levy Flights
159(2)
10.4 Markov Chain
161(1)
10.5 Markov Chain Monte Carlo
161(6)
10.5.1 Metropolis-Hastings Algorithms
164(2)
10.5.2 Random Walk
166(1)
10.6 Markov Chain and Optimisation
167(6)
Exercises
169(4)
PART II METAHEURISTIC ALGORITHMS
11 Genetic Algorithms
173(8)
11.1 Introduction
173(1)
11.2 Genetic Algorithms
174(3)
11.2.1 Basic Procedure
174(2)
11.2.2 Choice of Parameters
176(1)
11.3 Implementation
177(4)
Exercises
179(2)
12 Simulated Annealing
181(8)
12.1 Annealing and Probability
181(1)
12.2 Choice of Parameters
182(2)
12.3 SA Algorithm
184(1)
12.4 Implementation
184(5)
Exercises
186(3)
13 Ant Algorithms
189(8)
13.1 Behaviour of Ants
189(1)
13.2 Ant Colony Optimization
190(2)
13.3 Double Bridge Problem
192(1)
13.4 Virtual Ant Algorithm
193(4)
Exercises
195(2)
14 Bee Algorithms
197(6)
14.1 Behavior of Honey Bees
197(1)
14.2 Bee Algorithms
198(3)
14.2.1 Honey Bee Algorithm
198(2)
14.2.2 Virtual Bee Algorithm
200(1)
14.2.3 Artificial Bee Colony Optimization
201(1)
14.3 Applications
201(2)
Exercises
202(1)
15 Particle Swarm Optimization
203(10)
15.1 Swarm Intelligence
203(1)
15.2 PSO algorithms
204(1)
15.3 Accelerated PSO
205(2)
15.4 Implementation
207(2)
15.4.1 Multimodal Functions
207(1)
15.4.2 Validation
208(1)
15.5 Constraints
209(4)
Exercises
210(3)
16 Harmony Search
213(8)
16.1 Music-Based Algorithms
213(2)
16.2 Harmony Search
215(2)
16.3 Implementation
217(4)
Exercises
218(3)
17 Firefly Algorithm
221(12)
17.1 Behaviour of Fireflies
221(1)
17.2 Firefly-Inspired Algorithm
222(4)
17.2.1 Firefly Algorithm
222(1)
17.2.2 Light Intensity and Attractiveness
222(3)
17.2.3 Scaling and Global Optima
225(1)
17.2.4 Two Special Cases
225(1)
17.3 Implementation
226(7)
17.3.1 Multiple Global Optima
226(1)
17.3.2 Multimodal Functions
227(1)
17.3.3 FA Variants
228(1)
Exercises
229(4)
PART III APPLICATIONS
18 Multiobjective Optimization
233(14)
18.1 Pareto Optimality
233(4)
18.2 Weighted Sum Method
237(2)
18.3 Utility Method
239(2)
18.4 Metaheuristic Search
241(1)
18.5 Other Algorithms
242(5)
Exercises
244(3)
19 Engineering Applications
247(14)
19.1 Spring Design
247(1)
19.2 Pressure Vessel
248(1)
19.3 Shape Optimization
249(3)
19.4 Optimization of Eigenvalues and Frequencies
252(4)
19.5 Inverse Finite Element Analysis
256(5)
Exercises
258(3)
Appendices
261(72)
Appendix A Test Problems in Optimization
261(6)
Appendix B Matlab® Programs
267(16)
B.1 Genetic Algorithms
267(3)
B.2 Simulated Annealing
270(2)
B.3 Particle Swarm Optimization
272(1)
B.4 Harmony Search
273(2)
B.5 Firefly Algorithm
275(3)
B.6 Large Sparse Linear Systems
278(1)
B.7 Nonlinear Optimization
279(1)
B.7.1 Spring Design
279(2)
B.7.2 Pressure Vessel
281(2)
Appendix C Glossary
283(22)
Appendix D Problem Solutions
305(28)
References 333(10)
Index 343
XIN-SHE YANG, PhD, is Senior Research Fellow in the Department of Engineering at Cambridge University (United Kingdom). The Editor-in-Chief of International Journal of Mathematical Modeling and Numerical Optimization (IJMMNO), Dr. Yang has published more than sixty journal articles in his areas of research interest, which include computational mathematics, metaheuristic algorithms, numerical analysis, and engineering optimization.