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Algorithms for Optimization (The MIT Press)

BOOK DETAIL

Series: The MIT Press Hardcover: 520 pages Publisher: The MIT Press (March 12, 2019) Language: English

ISBN-10: 0262039427 ISBN-13: 978-0262039420 Product Dimensions: 9.1 x 8.1 x 1.1 inches Shipping

Weight: 2.9 pounds (View shipping rates and policies)

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Book Description

A comprehensive introduction to optimization with a focus on practical algorithms for the design

of engineering systems. This book offers a comprehensive introduction to optimization with a

focus on practical algorithms. The book approaches optimization from an engineering

perspective, where the objective is to design a system that optimizes a set of metrics subject to

constraints. Readers will learn about computational approaches for a range of challenges,

including searching high-dimensional spaces, handling problems where there are multiple

competing objectives, and accommodating uncertainty in the metrics. Figures, examples, and

exercises convey the intuition behind the mathematical approaches. The text provides concrete

implementations in the Julia programming language. Topics covered include derivatives and their

generalization to multiple dimensions; local descent and first- and second-order methods that

inform local descent; stochastic methods, which introduce randomness into the optimization

process; linear constrained optimization, when both the objective function and the constraints are

linear; surrogate models, probabilistic surrogate models, and using probabilistic surrogate models

to guide optimization; optimization under uncertainty; uncertainty propagation; expression

optimization; and multidisciplinary design optimization. Appendixes offer an introduction to the

Julia language, test functions for evaluating algorithm performance, and mathematical concepts

used in the derivation and analysis of the optimization methods discussed in the text. The book

can be used by advanced undergraduates and graduate students in mathematics, statistics,

computer science, any engineering field, (including electrical engineering and aerospace

engineering), and operations research, and as a reference for professionals.


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