| Preface |
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1 | (20) |
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1 | (1) |
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2 | (1) |
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The Nonlinear Programming Problem |
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3 | (3) |
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Mathematical Fundamentals |
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6 | (9) |
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15 | (6) |
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17 | (1) |
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17 | (4) |
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One-Dimensional Unconstrained Minimization |
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21 | (35) |
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21 | (1) |
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Single-Variable Minimization |
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21 | (7) |
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Unimodality and Bracketing the Minimum |
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28 | (2) |
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30 | (6) |
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36 | (3) |
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39 | (4) |
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43 | (3) |
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46 | (10) |
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47 | (4) |
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51 | (5) |
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Unconstrained Minimization |
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56 | (36) |
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56 | (1) |
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Necessary and Sufficient Conditions for Optimality |
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57 | (4) |
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61 | (2) |
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Basic Concepts: Starting Design, Direction Vetor, and Step Size |
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63 | (1) |
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The Steepest Descent Method |
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64 | (6) |
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The Conjugate Gradient Method |
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70 | (4) |
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74 | (4) |
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78 | (3) |
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81 | (11) |
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83 | (3) |
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86 | (6) |
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92 | (49) |
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92 | (1) |
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Linear Programming Problem |
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92 | (2) |
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LP Problems Involving LE (≤) Constraints |
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94 | (2) |
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96 | (4) |
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Treatment of GE and EQ Constraints |
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100 | (5) |
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101 | (3) |
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104 | (1) |
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105 | (3) |
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Duality in Linear Programming |
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108 | (2) |
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110 | (3) |
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113 | (3) |
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Interior Approach of Dikin |
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116 | (3) |
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119 | (6) |
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Quadratic Programming and the Linear Complementary Problem (LCP) |
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125 | (3) |
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128 | (13) |
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128 | (1) |
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128 | (13) |
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141 | (81) |
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Introduction and Problem Formulation |
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141 | (3) |
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Graphical Solution of Two-Variable Problems |
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144 | (2) |
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Necessary Conditions for Optimality |
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146 | (11) |
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Sufficient Conditions for Optimality |
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157 | (2) |
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159 | (2) |
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Sensitivity of Optimum Solution to Problem Parameters |
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161 | (2) |
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Rosen's Gradient Projection Method for Linear Constraints |
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163 | (5) |
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Zoutendijk's Method of Feasible Directions (Nonlinear Constraints) |
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168 | (8) |
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The Generalized Reduced Gradient Method (Nonlinear Constraints) |
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176 | (7) |
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Sequential Quadratic Programming |
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183 | (6) |
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Summary of the Capabilities of Methods for Nonlinear Constrained Problems |
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189 | (1) |
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189 | (33) |
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195 | (8) |
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203 | (19) |
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Penalty Function And Duality Based Methods |
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222 | (37) |
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222 | (1) |
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Exterior Penalty Functions |
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222 | (5) |
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Interior Penalty Functions |
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227 | (2) |
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229 | (6) |
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The Augmented Lagrangian Method |
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235 | (7) |
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Duality and Geometric Programming |
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242 | (17) |
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248 | (3) |
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251 | (8) |
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Direct Search Methods For Nonlinear Optimization |
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259 | (37) |
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259 | (1) |
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259 | (3) |
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Hooke and Jeeves Pattern Search Method |
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262 | (1) |
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263 | (2) |
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Powell's Method of Conjugate Directions |
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265 | (1) |
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Nelder and Mead Simplex Method |
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266 | (6) |
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272 | (4) |
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276 | (3) |
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Box's Complex Method for Constrained Problems |
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279 | (4) |
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283 | (13) |
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284 | (2) |
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286 | (10) |
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Integer And Discrete Programming |
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296 | (31) |
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296 | (2) |
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298 | (5) |
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Branch and Bound Algorithm for Mixed Integers |
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303 | (3) |
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306 | (4) |
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Farkas' Method for Discrete Nonlinear Monotone Structural Problems |
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310 | (3) |
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Genetic Algorithm for Discrete Programming |
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313 | (1) |
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313 | (14) |
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313 | (3) |
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316 | (11) |
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327 | (13) |
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327 | (2) |
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General Definition of the Dynamic Programming Problem |
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329 | (3) |
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Problem Modeling and Computer Implementation |
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332 | (4) |
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Discussion and Conclusions |
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336 | (4) |
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336 | (1) |
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337 | (3) |
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Optimization Applications For Transportation, Assignment, And Network Problems |
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340 | (33) |
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340 | (1) |
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340 | (7) |
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347 | (4) |
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351 | (5) |
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356 | (17) |
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356 | (3) |
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359 | (14) |
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373 | (12) |
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373 | (1) |
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Concept of Pareto Optimality |
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374 | (3) |
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Generation of the Entire Pareto Curve |
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377 | (2) |
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A Single Best Compromise Pareto Solution |
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379 | (6) |
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382 | (3) |
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Finite-Element-Based Optimization |
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385 | (44) |
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385 | (1) |
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Parameter Optimization Using Gradient Methods-Derivative Calculations |
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386 | (9) |
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395 | (7) |
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Topology Optimization of Continuum Structures |
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402 | (6) |
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Optimization with Vibration Response |
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408 | (4) |
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412 | (17) |
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415 | (4) |
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419 | (10) |
| Index |
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