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Algorithms for Optimization
Buch von Mykel J. Kochenderfer (u. a.)
Sprache: Englisch

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Beschreibung
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.

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.

Über den Autor
Mykel J. Kochenderfer and Tim A. Wheeler
Details
Erscheinungsjahr: 2019
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780262039420
ISBN-10: 0262039427
Sprache: Englisch
Einband: Gebunden
Autor: Kochenderfer, Mykel J.
Wheeler, Tim A.
Hersteller: MIT Press Ltd
Maße: 236 x 207 x 30 mm
Von/Mit: Mykel J. Kochenderfer (u. a.)
Erscheinungsdatum: 12.03.2019
Gewicht: 1,304 kg
Artikel-ID: 121227076
Über den Autor
Mykel J. Kochenderfer and Tim A. Wheeler
Details
Erscheinungsjahr: 2019
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780262039420
ISBN-10: 0262039427
Sprache: Englisch
Einband: Gebunden
Autor: Kochenderfer, Mykel J.
Wheeler, Tim A.
Hersteller: MIT Press Ltd
Maße: 236 x 207 x 30 mm
Von/Mit: Mykel J. Kochenderfer (u. a.)
Erscheinungsdatum: 12.03.2019
Gewicht: 1,304 kg
Artikel-ID: 121227076
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