Applied Optimization: Formulation and Algorithms for Engineering Systems

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Cambridge University Press, May 4, 2006 - Business & Economics - 768 pages
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The starting point in the formulation of any numerical problem is to take an intuitive idea about the problem in question and to translate it into precise mathematical language. This book provides step-by-step descriptions of how to formulate numerical problems so that they can be solved by existing software. It examines various types of numerical problems and develops techniques for solving them. A number of engineering case studies are used to illustrate in detail the formulation process. The case studies motivate the development of efficient algorithms that involve, in some cases, transformation of the problem from its initial formulation into a more tractable form.
 

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Contents

Introduction
1
Notation 771
13
Problems algorithms and solutions
15
Transformation of problems
103
Case studies
161
Algorithms
186
Case studies
259
Algorithms
285
Case studies
447
Algorithms for linear constraints
463
Algorithms for nonlinear constraints
529
Case studies
559
Algorithms for nonnegativity constraints
607
Algorithms for linear constraints
669
Solution of the linearly constrained case studies
708
Algorithms for nonlinear constraints
723

Solution of the case studies
334
Case studies
363
Algorithms
381
Solution of the case studies
425
Solution of the nonlinearly constrained case studies
748
References
754
Index
762
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About the author (2006)

ROSS BALDICK is a professor of electrical and computer engineering at the University of Texas at Austin. His current research involves optimization and economic theory applied to electric power system operations and the public policy and technical issues associated with electric transmission under deregulation. He is an associate editor of IEEE Transactions on Power Systems and the chairman of the System Economics Sub-Committee of the IEEE Power Engineering

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