eBook Encyclopedia of Optimization, 2nd Edition

  • Published By:
  • ISBN-10: 0387747591
  • ISBN-13: 9780387747590
  • Grade Level Range: College Freshman - College Senior
  • 4626 Pages | eBook
  • Original Copyright 2007 | Published/Released June 2009
  • This publication's content originally published in print form: 2007
  • Price:  Sign in for price

About

Overview

Provides a set of topics that show the spectrum of research and numerous applications that have come from this field. Addresses recent areas where optimization theories and techniques have advanced, particularly in health science and transportation.

Table of Contents

Front Cover.
Half Title Page.
Title Page.
Copyright Page.
Preface to the Second Edition.
About the Editors.
Editorial Board Members.
List of Contributors.
1: ABS Algorithms for Linear Equations and Linear Least Squares.
2: ABS Algorithms for Optimization.
3: Adaptive Convexification in Semi-Infinite Optimization.
4: Adaptive Global Search.
5: Adaptive Simulated Annealing and its Application to Protein Folding ASA.
6: Affine Sets and Functions.
7: Airline Optimization.
8: Algorithmic Improvements Using a Heuristic Parameter, Reject Index for Interval Optimization.
9: Algorithms for Genomic Analysis.
10: Alignment Problem.
11: αBB Algorithm.
12: Alternative Set Theory AST.
13: Approximation of Extremum Problems with Probability Functionals APF.
14: Approximation of Multivariate Probability Integrals.
15: Approximations to Robust Conic Optimization Problems.
16: Archimedes and the Foundations of Industrial Engineering.
17: Asset Liability Management Decision Support System.
18: Assignment and Matching AM.
19: Assignment Methods in Clustering.
20: Asymptotic Properties of Random Multidimensional Assignment Problem.
21: Asynchronous Distributed Optimization Algorithms.
22: Auction Algorithms.
23: Automatic Differentiation: Calculation of the Hessian.
24: Automatic Differentiation: Calculation of Newton Steps.
25: Automatic Differentiation: Geometry of Satellites and Tracking Stations.
26: Automatic Differentiation: Introduction, History and Rounding Error Estimation.
27: Automatic Differentiation: Parallel Computation.
28: Automatic Differentiation: Point and Interval AD.
29: Automatic Differentiation: Point and Interval Taylor Operators AD, Computational Differentiation.
30: Automatic Differentiation: Root Problem and Branch Problem.
31: Bayesian Global Optimization BA.
32: Bayesian Networks.
33: Beam Selection in Radiotherapy Treatment Design.
34: Best Approximation in Ordered Normed Linear Spaces.
35: Bilevel Fractional Programming.
36: Bilevel Linear Programming.
37: Bilevel Linear Programming: Complexity, Equivalence to Minmax, Concave Programs.
38: Bilevel Optimization: Feasibility Test and Flexibility Index.
39: Bilevel Programming.
40: Bilevel Programming: Applications.
41: Bilevel Programming: Applications in Engineering.
42: Bilevel Programming Framework for Enterprise-Wide Process Networks under Uncertainty.
43: Bilevel Programming: Global Optimization.
44: Bilevel Programming: Implicit Function Approach BP.
45: Bilevel Programming: Introduction, History and Overview BP.
46: Bilevel Programming in Management.
47: Bilevel Programming: Optimality Conditions and Duality.
48: Bilinear Programming.
49: Bilinear Programming: Applications in the Supply Chain Management.
50: Bi-Objective Assignment Problem.
51: Biquadratic Assignment Problem BiQAP.
52: Bisection Global Optimization Methods.
53: Boolean and Fuzzy Relations.
54: Bottleneck Steiner Tree Problems BSTP.
55: Boundary Condition Iteration BCI.
56: Bounding Derivative Ranges.
57: Bounds And Solution Vector Estimates For Parametric NLPS.
58: Branch and Price: Integer Programming with Column Generation BP.
59: Branchwidth and Branch Decompositions.
60: Broadcast Scheduling Problem.
61: Broyden Family of Methods and the BFGS Update BFM.
62: Capacitated Minimum Spanning Trees.
63: Carathéodory, Constantine.
64: Carathéodory Theorem.
65: Checklist Paradigm Semantics for Fuzzy Logics.
66: Chemical Process Planning.
67: Cholesky Factorization.
68: Combinatorial Matrix Analysis.
69: Combinatorial Optimization Algorithms in Resource Allocation Problems.
70: Combinatorial Optimization Games CRPM.
71: Combinatorial Test Problems and Problem Generators.
72: Communication Network Assignment Problem CAP.
73: Competitive Facility Location.
74: Competitive Ratio for Portfolio Management CRPM.
75: Complementarity Algorithms in Pattern Recognition.
76: Complexity Classes in Optimization.
77: Complexity of Degeneracy.
78: Complexity of Gradients, Jacobians, and Hessians SA.
79: Complexity and Large-Scale Least Squares Problems.
80: Complexity Theory.
81: Complexity Theory: Quadratic Programming.
82: Composite Nonsmooth Optimization CNSO.
83: Computational Complexity Theory.
84: Concave Programming.
85: Conjugate-Gradient Methods.
86: Contact Map Overlap Maximization Problem, CMO.
87: Continuous Approximations to Subdifferentials.
88: Continuous Global Optimization: Applications.
89: Continuous Global Optimization: Models, Algorithms and Software.
90: Continuous Reformulations of Discrete-Continuous Optimization Problems.
91: Continuous Review Inventory Models: (Q, R) Policy.
92: Contraction-Mapping.
93: Control Vector Iteration CVI.
94: Convex Discrete Optimization.
95: Convex Envelopes in Optimization Problems.
96: Convexifiable Functions, Characterization of.
97: Convex Max-Functions.
98: Convex-Simplex Algorithm.
99: Copositive Optimization.
100: Copositive Programming.
101: Cost Approximation Algorithms CA Algorithms.
102: Credit Rating and Optimization Methods.
103: Criss-Cross Pivoting Rules.
104: Cutting Plane Methods for Global Optimization.
105: Cutting-Stock Problem.
106: Cyclic Coordinate Method CCM.
107: Data Envelopment Analysis DEA.
108: Data Mining.
109: D.C. Programming.
110: Decision Support Systems with Multiple Criteria.
111: Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
112: Decomposition in Global Optimization.
113: Decomposition Principle of Linear Programming.
114: Decomposition Techniques for MILP: Lagrangian Relaxation.
115: De Novo Protein Design Using Flexible Templates.
116: De Novo Protein Design Using Rigid Templates.
117: Derivative-Free Methods for Non-smooth Optimization.
118: Derivatives of Markov Processes and Their Simulation.
119: Derivatives of Probability and Integral Functions: General Theory and Examples.
120: Derivatives of Probability Measures.
121: Design Optimization in Computational Fluid Dynamics.
122: Design of Robust Model-Based Controllers via Parametric Programming.
123: Determining the Optimal Number of Clusters.
124: Deterministic and Probabilistic Optimization Models for Data Classification.
125: Differential Equations and Global Optimization.
126: Dini and Hadamard Derivatives in Optimization.
127: Directed Tree Networks.
128: Direct Global Optimization Algorithm.
129: Direct Search Luus-Jaakola Optimization Procedure LJ Optimization Procedure.
130: Discontinuous Optimization.
131: Discretely Distributed Stochastic Programs: Descent Directions and Efficient Points.
132: Discrete Stochastic Optimization.
133: Disease Diagnosis: Optimization-Based Methods.
134: Disjunctive Programming DP.
135: Distance Dependent Protein Force Field Via Linear Optimization.
136: Domination Analysis in Combinatorial Optimization.
137: Duality Gaps in Nonconvex Optimization.
138: Duality in Optimal Control with First Order Differential Equations.
139: Duality for Semidefinite Programming.
140: Duality Theory: Biduality in Nonconvex Optimization.
141: Duality Theory: Monoduality in Convex Optimization.
142: Duality Theory: Triduality in Global Optimization.
143: Dykstra's Algorithm and Robust Stopping Criteria.
144: Dynamic Programming: Average Cost Per Stage Problems.
145: Dynamic Programming in Clustering.
146: Dynamic Programming: Continuous-time Optimal Control.
147: Dynamic Programming: Discounted Problems.
148: Dynamic Programming: Infinite Horizon Problems, Overview.
149: Dynamic Programming: Inventory Control.
150: Dynamic Programming and Newton's Method in Unconstrained Optimal Control.
151: Dynamic Programming: Optimal Control Applications.
152: Dynamic Programming: Stochastic Shortest Path Problems.
153: Dynamic Programming: Undiscounted Problems.
154: Dynamic Traffic Networks.
155: Economic Lot-Sizing Problem.
156: Eigenvalue Enclosures for Ordinary Differential Equations.
157: Ellipsoid Method.
158: Emergency Evacuation, Optimization Modeling.
159: Entropy Optimization: Interior Point Methods Interior Point Algorithms for Entropy Optimization.
160: Entropy Optimization: Parameter Estimation.
161: Entropy Optimization: Shannon Measure of Entropy and its Properties.
162: Equality-Constrained Nonlinear Programming: KKT Necessary Optimality Conditions EQNLP.
163: Equilibrium Networks.
164: Equivalence Between Nonlinear Complementarity Problem and Fixed Point Problem.
165: Estimating Data for Multicriteria Decision Making Problems: Optimization Techniques.
166: Evacuation Networks.
167: Evolutionary Algorithms in Combinatorial Optimization Eaco.
168: Extended Cutting Plane Algorithm.
169: Extension of the Fundamental Theorem of Linear Programming.
170: Extremum Problems with Probability Functions: Kernel Type Solution Methods KSM.
171: Facilities Layout Problems FLP.
172: Facility Location with Externalities.
173: Facility Location Problems with Spatial Interaction.
174: Facility Location with Staircase Costs.
175: Farkas Lemma Fl.
176: Farkas Lemma: Generalizations.
177: Feasible Sequential Quadratic Programming FSQP.
178: Feedback Set Problems FSP.
179: Fejér Monotonicity in Convex Optimization.
180: Financial Applications of Multicriteria Analysis.
181: Financial Equilibrium.
182: Financial Optimization.
183: Finite Complete Systems of Many-valued Logic Algebras.
184: First Order Constraint Qualifications.
185: Flow Shop Scheduling Problem.
186: Forecasting.
187: Fourier–Motzkin Elimination Method.
188: Fractional Combinatorial Optimization FCO.
189: Fractional Programming.
190: Fractional Zero-One Programming.
191: Frank-Wolfe Algorithm.
192: Frequency Assignment Problem FAP.
Front Cover.
Half Title Page.
Title Page.
Copyright Page.
Preface to the Second Edition.
About the Editors.
Editorial Board Members.
List of Contributors.
1: ABS Algorithms for Linear Equations and Linear Least Squares.
2: ABS Algorithms for Optimization.
3: Adaptive Convexification in Semi-Infinite Optimization.
4: Adaptive Global Search.
5: Adaptive Simulated Annealing and its Application to Protein Folding ASA.
6: Affine Sets and Functions.
7: Airline Optimization.
8: Algorithmic Improvements Using a Heuristic Parameter, Reject Index for Interval Optimization.
9: Algorithms for Genomic Analysis.
10: Alignment Problem.
11: αBB Algorithm.
12: Alternative Set Theory AST.
13: Approximation of Extremum Problems with Probability Functionals APF.
14: Approximation of Multivariate Probability Integrals.
15: Approximations to Robust Conic Optimization Problems.
16: Archimedes and the Foundations of Industrial Engineering.
17: Asset Liability Management Decision Support System.
18: Assignment and Matching AM.
19: Assignment Methods in Clustering.
20: Asymptotic Properties of Random Multidimensional Assignment Problem.
21: Asynchronous Distributed Optimization Algorithms.
22: Auction Algorithms.
23: Automatic Differentiation: Calculation of the Hessian.
24: Automatic Differentiation: Calculation of Newton Steps.
25: Automatic Differentiation: Geometry of Satellites and Tracking Stations.
26: Automatic Differentiation: Introduction, History and Rounding Error Estimation.
27: Automatic Differentiation: Parallel Computation.
28: Automatic Differentiation: Point and Interval AD.
29: Automatic Differentiation: Point and Interval Taylor Operators AD, Computational Differentiation.
30: Automatic Differentiation: Root Problem and Branch Problem.
31: Bayesian Global Optimization BA.
32: Bayesian Networks.
33: Beam Selection in Radiotherapy Treatment Design.
34: Best Approximation in Ordered Normed Linear Spaces.
35: Bilevel Fractional Programming.
36: Bilevel Linear Programming.
37: Bilevel Linear Programming: Complexity, Equivalence to Minmax, Concave Programs.
38: Bilevel Optimization: Feasibility Test and Flexibility Index.
39: Bilevel Programming.
40: Bilevel Programming: Applications.
41: Bilevel Programming: Applications in Engineering.
42: Bilevel Programming Framework for Enterprise-Wide Process Networks under Uncertainty.
43: Bilevel Programming: Global Optimization.
44: Bilevel Programming: Implicit Function Approach BP.
45: Bilevel Programming: Introduction, History and Overview BP.
46: Bilevel Programming in Management.
47: Bilevel Programming: Optimality Conditions and Duality.
48: Bilinear Programming.
49: Bilinear Programming: Applications in the Supply Chain Management.
50: Bi-Objective Assignment Problem.
51: Biquadratic Assignment Problem BiQAP.
52: Bisection Global Optimization Methods.
53: Boolean and Fuzzy Relations.
54: Bottleneck Steiner Tree Problems BSTP.
55: Boundary Condition Iteration BCI.
56: Bounding Derivative Ranges.
57: Bounds And Solution Vector Estimates For Parametric NLPS.
58: Branch and Price: Integer Programming with Column Generation BP.
59: Branchwidth and Branch Decompositions.
60: Broadcast Scheduling Problem.
61: Broyden Family of Methods and the BFGS Update BFM.
62: Capacitated Minimum Spanning Trees.
63: Carathéodory, Constantine.
64: Carathéodory Theorem.
65: Checklist Paradigm Semantics for Fuzzy Logics.
66: Chemical Process Planning.
67: Cholesky Factorization.
68: Combinatorial Matrix Analysis.
69: Combinatorial Optimization Algorithms in Resource Allocation Problems.
70: Combinatorial Optimization Games CRPM.
71: Combinatorial Test Problems and Problem Generators.
72: Communication Network Assignment Problem CAP.
73: Competitive Facility Location.
74: Competitive Ratio for Portfolio Management CRPM.
75: Complementarity Algorithms in Pattern Recognition.
76: Complexity Classes in Optimization.
77: Complexity of Degeneracy.
78: Complexity of Gradients, Jacobians, and Hessians SA.
79: Complexity and Large-Scale Least Squares Problems.
80: Complexity Theory.
81: Complexity Theory: Quadratic Programming.
82: Composite Nonsmooth Optimization CNSO.
83: Computational Complexity Theory.
84: Concave Programming.
85: Conjugate-Gradient Methods.
86: Contact Map Overlap Maximization Problem, CMO.
87: Continuous Approximations to Subdifferentials.
88: Continuous Global Optimization: Applications.
89: Continuous Global Optimization: Models, Algorithms and Software.
90: Continuous Reformulations of Discrete-Continuous Optimization Problems.
91: Continuous Review Inventory Models: (Q, R) Policy.
92: Contraction-Mapping.
93: Control Vector Iteration CVI.
94: Convex Discrete Optimization.
95: Convex Envelopes in Optimization Problems.
96: Convexifiable Functions, Characterization of.
97: Convex Max-Functions.
98: Convex-Simplex Algorithm.
99: Copositive Optimization.
100: Copositive Programming.
101: Cost Approximation Algorithms CA Algorithms.
102: Credit Rating and Optimization Methods.
103: Criss-Cross Pivoting Rules.
104: Cutting Plane Methods for Global Optimization.
105: Cutting-Stock Problem.
106: Cyclic Coordinate Method CCM.
107: Data Envelopment Analysis DEA.
108: Data Mining.
109: D.C. Programming.
110: Decision Support Systems with Multiple Criteria.
111: Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
112: Decomposition in Global Optimization.
113: Decomposition Principle of Linear Programming.
114: Decomposition Techniques for MILP: Lagrangian Relaxation.
115: De Novo Protein Design Using Flexible Templates.
116: De Novo Protein Design Using Rigid Templates.
117: Derivative-Free Methods for Non-smooth Optimization.
118: Derivatives of Markov Processes and Their Simulation.
119: Derivatives of Probability and Integral Functions: General Theory and Examples.
120: Derivatives of Probability Measures.
121: Design Optimization in Computational Fluid Dynamics.
122: Design of Robust Model-Based Controllers via Parametric Programming.
123: Determining the Optimal Number of Clusters.
124: Deterministic and Probabilistic Optimization Models for Data Classification.
125: Differential Equations and Global Optimization.
126: Dini and Hadamard Derivatives in Optimization.
127: Directed Tree Networks.
128: Direct Global Optimization Algorithm.
129: Direct Search Luus-Jaakola Optimization Procedure LJ Optimization Procedure.
130: Discontinuous Optimization.
131: Discretely Distributed Stochastic Programs: Descent Directions and Efficient Points.
132: Discrete Stochastic Optimization.
133: Disease Diagnosis: Optimization-Based Methods.
134: Disjunctive Programming DP.
135: Distance Dependent Protein Force Field Via Linear Optimization.
136: Domination Analysis in Combinatorial Optimization.
137: Duality Gaps in Nonconvex Optimization.
138: Duality in Optimal Control with First Order Differential Equations.
139: Duality for Semidefinite Programming.
140: Duality Theory: Biduality in Nonconvex Optimization.
141: Duality Theory: Monoduality in Convex Optimization.
142: Duality Theory: Triduality in Global Optimization.
143: Dykstra's Algorithm and Robust Stopping Criteria.
144: Dynamic Programming: Average Cost Per Stage Problems.
145: Dynamic Programming in Clustering.
146: Dynamic Programming: Continuous-time Optimal Control.
147: Dynamic Programming: Discounted Problems.
148: Dynamic Programming: Infinite Horizon Problems, Overview.
149: Dynamic Programming: Inventory Control.
150: Dynamic Programming and Newton's Method in Unconstrained Optimal Control.
151: Dynamic Programming: Optimal Control Applications.
152: Dynamic Programming: Stochastic Shortest Path Problems.
153: Dynamic Programming: Undiscounted Problems.
154: Dynamic Traffic Networks.
155: Economic Lot-Sizing Problem.
156: Eigenvalue Enclosures for Ordinary Differential Equations.
157: Ellipsoid Method.
158: Emergency Evacuation, Optimization Modeling.
159: Entropy Optimization: Interior Point Methods Interior Point Algorithms for Entropy Optimization.
160: Entropy Optimization: Parameter Estimation.
161: Entropy Optimization: Shannon Measure of Entropy and its Properties.
162: Equality-Constrained Nonlinear Programming: KKT Necessary Optimality Conditions EQNLP.
163: Equilibrium Networks.
164: Equivalence Between Nonlinear Complementarity Problem and Fixed Point Problem.
165: Estimating Data for Multicriteria Decision Making Problems: Optimization Techniques.
166: Evacuation Networks.
167: Evolutionary Algorithms in Combinatorial Optimization Eaco.
168: Extended Cutting Plane Algorithm.
169: Extension of the Fundamental Theorem of Linear Programming.
170: Extremum Problems with Probability Functions: Kernel Type Solution Methods KSM.
171: Facilities Layout Problems FLP.
172: Facility Location with Externalities.
173: Facility Location Problems with Spatial Interaction.
174: Facility Location with Staircase Costs.
175: Farkas Lemma Fl.
176: Farkas Lemma: Generalizations.
177: Feasible Sequential Quadratic Programming FSQP.
178: Feedback Set Problems FSP.
179: Fejér Monotonicity in Convex Optimization.
180: Financial Applications of Multicriteria Analysis.
181: Financial Equilibrium.
182: Financial Optimization.
183: Finite Complete Systems of Many-valued Logic Algebras.
184: First Order Constraint Qualifications.
185: Flow Shop Scheduling Problem.
186: Forecasting.
187: Fourier–Motzkin Elimination Method.
188: Fractional Combinatorial Optimization FCO.
189: Fractional Programming.
190: Fractional Zero-One Programming.
191: Frank-Wolfe Algorithm.
192: Frequency Assignment Problem FAP.