This book presents a modern introduction of pde constrained optimization. It provides a precise functional analytic treatment via optimality conditions and a state-of-the-art, non-smooth algorithmical framework. Furthermore, new structure-exploiting discrete concepts and large scale, practically relevant applications are presented. The main focus is on the algorithmical and numerical treatment of pde constrained optimization problems on the infinite dimensional level. A particular emphasis is on simple constraints, such as pointwise bounds on controls and states. For these practically important situations, tailored Newton- and SQP-type solution algorithms are proposed and a general convergence framework is developed. This is complemented with the numerical analysis of structure-preserving Galerkin schemes for optimization problems with elliptic and parabolic equations. Finally, along with the optimization of semiconductor devices and the optimization of glass cooling processes, two challenging applications of pde constrained optimization are presented. They demonstrate the scope of this emerging research field for future engineering applications.
We consider dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns.
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Non-linear Optimization Techniques
This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control.
Encyclopedia of Optimization: Interior-M
The Smoothed Particle Hydrodynamics (SPH) method is proposed for studying hydrodynamic processes related to nuclear engineering problems.
Einführung in Operations Research: mit 60 Tabellen
This book presents information on particle swarm optimisation such as using mono-objective and multi-objective particle swarm optimisation for the tuning of process control laws; convergence issues in particle swarm optimisation; study on ...
This dynamic text emphasizes the importance of modeling and problem formulation andhow to apply algorithms to real-world problems to arrive at optimal solutions.
This book is intended to be a teaching aid for students of the courses in Operations Research and Mathematical Optimization for scientific faculties.