List Of Figures |
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ix | |
List Of Tables |
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xiii | |
List Of Algorithms |
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xv | |
List Of Acronyms |
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xvii | |
Preface |
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xix | |
Acknowledgements |
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xxi | |
Chapter 1 Metaheuristics - Local Methods |
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1 | (52) |
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1 | (5) |
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1.2 Monte Carlo principle |
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6 | (6) |
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12 | (8) |
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20 | (19) |
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20 | (1) |
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1.4.2 Greedy descent algorithm |
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20 | (3) |
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1.4.3 Taboo search method |
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23 | (2) |
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25 | (1) |
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1.4.5 Taboo search algorithm |
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26 | (4) |
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1.4.6 Intensification and diversification |
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30 | (1) |
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1.4.7 Application examples |
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31 | (8) |
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39 | (7) |
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1.5.1 Principle of thermal annealing |
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39 | (2) |
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1.5.2 Kirkpatrick's model of thermal annealing |
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41 | (2) |
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1.5.3 Simulated annealing algorithm |
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43 | (3) |
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46 | (5) |
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1.6.1 Tunneling principle |
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46 | (2) |
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48 | (1) |
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1.6.3 Tunneling algorithm |
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49 | (2) |
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51 | (2) |
Chapter 2 Metaheuristics - Global Methods |
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53 | (166) |
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2.1 Principle of evolutionary metaheuristics |
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53 | (2) |
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55 | (45) |
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55 | (2) |
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2.2.2 Features of genetic algorithms |
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57 | (16) |
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2.2.3 General structure of a GA |
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73 | (4) |
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2.2.4 On the convergence of GA |
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77 | (7) |
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2.2.5 How to implement a genetic algorithm |
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84 | (16) |
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2.3 Hill climbing by evolutionary strategies |
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100 | (7) |
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2.3.1 Climbing by the steepest ascent |
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101 | (3) |
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2.3.2 Climbing by the next ascent |
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104 | (2) |
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2.3.3 Hill climbing by group of alpinists |
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106 | (1) |
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2.4 Optimization by ant colonies |
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107 | (25) |
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107 | (3) |
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2.4.2 Basic optimization algorithm by ant colonies |
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110 | (8) |
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2.4.3 Pheromone trail update |
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118 | (4) |
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2.4.4 Systemic ant colony algorithm |
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122 | (6) |
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2.4.5 Traveling salesman example |
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128 | (4) |
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2.5 Particle swarm optimization |
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132 | (75) |
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2.5.1 Basic metaheuristic |
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132 | (9) |
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2.5.2 Standard PSO algorithm |
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141 | (5) |
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2.5.3 Adaptive PSO algorithm with evolutionary strategy |
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146 | (17) |
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2.5.4 Fireflies algorithm |
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163 | (10) |
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173 | (9) |
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182 | (12) |
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2.5.7 Multivariable prediction by PSO |
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194 | (13) |
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2.6 Optimization by harmony search |
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207 | (12) |
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2.6.1 Musical composition and optimization |
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207 | (1) |
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2.6.2 Harmony search model |
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208 | (4) |
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2.6.3 Standard harmony search algorithm |
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212 | (3) |
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2.6.4 Application example |
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215 | (4) |
Chapter 3 Stochastic Optimization |
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219 | (34) |
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219 | (2) |
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3.2 Stochastic optimization problem |
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221 | (1) |
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3.3 Computing the repartition function of a random variable |
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222 | (8) |
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3.4 Statistical criteria for optimality |
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230 | (10) |
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3.4.1 Case of totally admissible solutions |
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231 | (3) |
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3.4.2 Case of partially admissible solutions |
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234 | (6) |
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240 | (5) |
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3.6 Stochastic optimization through games theory |
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245 | (8) |
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245 | (2) |
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3.6.2 Wald strategy (maximin) |
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247 | (1) |
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248 | (1) |
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249 | (1) |
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3.6.5 Bayes-Laplace strategy |
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249 | (1) |
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250 | (1) |
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251 | (2) |
Chapter 4 Multi-Criteria Optimization |
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253 | (56) |
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253 | (2) |
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4.2 Introductory examples |
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255 | (2) |
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4.2.1 Choosing the first job |
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255 | (1) |
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4.2.2 Selecting an IT tool |
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256 | (1) |
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4.2.3 Setting the production rate of a continuous process plant |
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256 | (1) |
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4.3 Multi-criteria optimization problems |
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257 | (8) |
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4.3.1 Two subclasses of problems |
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257 | (5) |
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4.3.2 Dominance and Pareto optimality |
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262 | (3) |
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4.4 Model solving methods |
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265 | (27) |
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265 | (1) |
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4.4.2 Substitution-based methods |
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266 | (4) |
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4.4.3 Aggregation-based methods |
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270 | (12) |
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282 | (10) |
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4.5 Two objective functions optimization for advanced control systems |
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292 | (15) |
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4.5.1 Aggregating identification with the design of a dynamical control system |
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292 | (10) |
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4.5.2 Aggregating decision model identification with the supervision |
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302 | (5) |
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307 | (2) |
Chapter 5 Methods And Tools For Model-Based Decision-Making |
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309 | (42) |
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309 | (1) |
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5.2 Introductory examples |
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310 | (3) |
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5.2.1 Choosing a job: probabilistic case |
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310 | (1) |
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5.2.2 Starting a business |
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311 | (1) |
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5.2.3 Selecting an IT engineer |
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311 | (2) |
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5.3 Decisions and decision activities. Basic concepts |
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313 | (3) |
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313 | (1) |
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314 | (2) |
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316 | (31) |
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5.4.1 Preliminary analysis: preparing the choice |
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317 | (13) |
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5.4.2 Making a choice: structuring and solving decision problems |
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330 | (17) |
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347 | (1) |
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5.6 Other remarks/comments |
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347 | (4) |
Chapter 6 Decision-Making - Case Study Simulation |
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351 | (18) |
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6.1 Decision problem in uncertain environment |
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351 | (1) |
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352 | (1) |
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353 | (4) |
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357 | (12) |
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358 | (4) |
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362 | (3) |
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6.4.3 Queuing process or ATM |
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365 | (4) |
Appendix 1 |
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369 | (8) |
Appendix 2 |
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377 | (16) |
Bibliography |
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393 | (20) |
Index |
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413 | |