Search results for: from-local-to-global-optimization

From Local to Global Optimization

Author : A. Migdalas
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The book consists of research papers based on results presented at a conference held in Sweden to celebrate Hoang Tuy's achievements in Optimization. The collection is dedicated to Professor Tuy on the occasion of his 70th birthday. The papers appear in alphabetical order by first author and cover a wide range of recent results in Mathematical Programming. The work of Hoang Tuy, in particular in Global Optimization, has provided directions for new algorithmic developments in the field. Audience: Faculty, graduate students, and researchers in mathematical programming, computer science and engineering.

On Local and Global Minima in Structural Optimization

Author : Krister Svanberg
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This paper deals with convexity properties in structural optimization, and with the closely related question of local versus global optima. The problem we investigate is that of minimizing the structural weight subject to constraints on displacements, stresses and natural frequencies. It is assumed that the structure is described by a finite element model, and that the transverse sizes of the elements, e.g. thicknesses of membrane plates, are the design variables. This implies that both the objective function, i.e. the weight, and the structural stiffness matrix depend linearly on the design variables. The constraint functions, however, become nonlinear and they may in the general case give rise to a nonconvex feasible region in the design space. Then there is a risk that a local, but not global, minimum is attained when any of the various existing methods for numerically solving the problem is applied. This fact is illustrated by examples of nonconvex problems. However, there are some special cases where the feasible region always becomes convex, so that, due to the linearity of the objective function, each local optimum is in fact also a global one.

Abstract Convexity and Global Optimization

Author : Alexander M. Rubinov
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This book consists of two parts. Firstly, the main notions of abstract convexity and their applications in the study of some classes of functions and sets are presented. Secondly, both theoretical and numerical aspects of global optimization based on abstract convexity are examined. Most of the book does not require knowledge of advanced mathematics. Classical methods of nonconvex mathematical programming, being based on a local approximation, cannot be used to examine and solve many problems of global optimization, and so there is a clear need to develop special global tools for solving these problems. Some of these tools are based on abstract convexity, that is, on the representation of a function of a rather complicated nature as the upper envelope of a set of fairly simple functions. Audience: The book will be of interest to specialists in global optimization, mathematical programming, and convex analysis, as well as engineers using mathematical tools and optimization techniques and specialists in mathematical modelling.

Global Optimization in Action

Author : János D. Pintér
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In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on the author's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences.

Frontiers in Global Optimization

Author : Christodoulos A. Floudas
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Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. The chapters in this volume focus on recent deterministic methods and stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimization in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics.

Introduction to Global Optimization

Author : R. Horst
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A textbook for an undergraduate course in mathematical programming for students with a knowledge of elementary real analysis, linear algebra, and classical linear programming (simple techniques). Focuses on the computation and characterization of global optima of nonlinear functions, rather than the locally optimal solutions addressed by most books on optimization. Incorporates the theoretical, algorithmic, and computational advances of the past three decades that help solve globally multi-extreme problems in the mathematical modeling of real world systems. Annotation copyright by Book News, Inc., Portland, OR

Global Optimization

Author : Leo Liberti
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Most global optimization literature focuses on theory. This book, however, contains descriptions of new implementations of general-purpose or problem-specific global optimization algorithms. It discusses existing software packages from which the entire community can learn. The contributors are experts in the discipline of actually getting global optimization to work, and the book provides a source of ideas for people needing to implement global optimization software.

State of the Art in Global Optimization

Author : Christodoulos A. Floudas
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Optimization problems abound in most fields of science, engineering, and technology. In many of these problems it is necessary to compute the global optimum (or a good approximation) of a multivariable function. The variables that define the function to be optimized can be continuous and/or discrete and, in addition, they often have to satisfy certain constraints. Global optimization problems belong to the complexity class of NP-hard problems. Such problems are very difficult to solve; traditional descent optimization algorithms based on local information are inadequate for solving them. In most cases of practical interest the number of local optima increases, on the average, exponentially with the size of the problem (number of variables). Furthermore, most of the traditional approaches fail to escape from a local optimum in order to continue the search for the global solution. Global optimization has received a lot of attention in the past ten years, due to the success of new algorithms for solving large classes of problems from diverse areas such as computational chemistry and biology, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed, invited papers presented at the conference on `State of the Art in Global Optimization: Computational Methods and Applications' held at Princeton University, April 28-30, 1995. The conference presented current research on global optimization and related applications in science and engineering. The papers included in this book cover a wide spectrum of approaches for solving global optimization problems and applications. Audience: An invaluable source of information to faculty, students and researchers in optimization, engineering, mathematics, computer sciences, and related areas.

Scientific and Technical Aerospace Reports

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The GLOBAL Optimization Algorithm

Author : Balázs Bánhelyi
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This book explores the updated version of the GLOBAL algorithm which contains improvements for a local search algorithm and new Java implementations. Efficiency comparisons to earlier versions and on the increased speed achieved by the parallelization, are detailed. Examples are provided for students as well as researchers and practitioners in optimization, operations research, and mathematics to compose their own scripts with ease. A GLOBAL manual is presented in the appendix to assist new users with modules and test functions. GLOBAL is a successful stochastic multistart global optimization algorithm that has passed several computational tests, and is efficient and reliable for small to medium dimensional global optimization problems. The algorithm uses clustering to ensure efficiency and is modular in regard to the two local search methods it starts with, but it can also easily apply other local techniques. The strength of this algorithm lies in its reliability and adaptive algorithm parameters. The GLOBAL algorithm is free to download also in the earlier Fortran, C, and MATLAB implementations.

Global Optimization Methods in Geophysical Inversion

Author : M.K. Sen
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One of the major goals of geophysical inversion is to find earth models that explain the geophysical observations. Thus the branch of mathematics known as optimization has found significant use in many geophysical applications. Both local and global optimization methods are used in the estimation of material properties from geophysical data. As the title of the book suggests, the aim of this book is to describe the application of several recently developed global optimization methods to geophysical problems. • The well known linear and gradient based optimization methods have been summarized in order to explain their advantages and limitations • The theory of simulated annealing and genetic algorithms have been described in sufficient detail for the readers to understand the underlying fundamental principles upon which these algorithms are based • The algorithms have been described using simple flow charts (the algorithms are general and can be applied to a wide variety of problems Students, researchers and practitioners will be able to design practical algorithms to solve their specific geophysical inversion problems. The book is virtually self-contained so that there are no prerequisites, except for a fundamental mathematical background that includes a basic understanding of linear algebra and calculus.

Mathematical Reviews

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Developments in Global Optimization

Author : Immanuel Bomze
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In recent years global optimization has found applications in many interesting areas of science and technology including molecular biology, chemical equilibrium problems, medical imaging and networks. The collection of papers in this book indicates the diverse applicability of global optimization. Furthermore, various algorithmic, theoretical developments and computational studies are presented. Audience: All researchers and students working in mathematical programming.

Global Optimization

Author : Reiner Horst
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The enormous practical need for solving global optimization problems coupled with a rapidly advancing computer technology has allowed one to consider problems which a few years ago would have been considered computationally intractable. As a consequence, we are seeing the creation of a large and increasing number of diverse algorithms for solving a wide variety of multiextremal global optimization problems. The goal of this book is to systematically clarify and unify these diverse approaches in order to provide insight into the underlying concepts and their pro perties. Aside from a coherent view of the field much new material is presented. By definition, a multiextremal global optimization problem seeks at least one global minimizer of a real-valued objective function that possesses different local n minimizers. The feasible set of points in IR is usually determined by a system of inequalities. It is well known that in practically all disciplines where mathematical models are used there are many real-world problems which can be formulated as multi extremal global optimization problems.

Geophysical Inversion Theory and Global Optimization Methods

Author : Caiyun Liu
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Geophysical inversion is an ill-posed problem. Classical local search method for inversion is depend on initial guess and easy to be trapped in local optimum. The global optimization is a group of novel methods to deal with the problems mentioned above. The book introduces the geophysical inversion theory, including the classical solving approaches firstly. Then, it introduces several typical global inversion approaches including particle swarm optimization (PSO), differential evolution (DE), and multiobjective optimization methods, as well as some examples to inverse the geophysical data, such as gravity, MT sounding, well logging, self-potential, seismic data, using these global optimization approaches.


Author : Chihsiung Lo
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other hand, most deterministic algorithms are restricted to certain classes of problems. In this dissertation, a deterministic approach is investigated for a special class of problems called generalized polynomial problems which occur often in engineering applications.

Global Optimization in Engineering Design

Author : Ignacio E. Grossmann
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Mathematical Programming has been of significant interest and relevance in engineering, an area that is very rich in challenging optimization problems. In particular, many design and operational problems give rise to nonlinear and mixed-integer nonlinear optimization problems whose modeling and solu tion is often nontrivial. Furthermore, with the increased computational power and development of advanced analysis (e. g. , process simulators, finite element packages) and modeling systems (e. g. , GAMS, AMPL, SPEEDUP, ASCEND, gPROMS), the size and complexity of engineering optimization models is rapidly increasing. While the application of efficient local solvers (nonlinear program ming algorithms) has become widespread, a major limitation is that there is often no guarantee that the solutions that are generated correspond to global optima. In some cases finding a local solution might be adequate, but in others it might mean incurring a significant cost penalty, or even worse, getting an incorrect solution to a physical problem. Thus, the need for finding global optima in engineering is a very real one. It is the purpose of this monograph to present recent developments of tech niques and applications of deterministic approaches to global optimization in engineering. The present monograph is heavily represented by chemical engi neers; and to a large extent this is no accident. The reason is that mathematical programming is an active and vibrant area of research in chemical engineering. This trend has existed for about 15 years.

Bayesian Approach to Global Optimization

Author : Jonas Mockus
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·Et moi ... si j'avait su comment en revcnir. One service mathematics has rendered the je o'y semis point alle.' human race. It has put common sense back Jules Verne where it beloogs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense', able to do something with it. Eric T. BclI O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Expanded Abstracts with Biographies

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Optimization Theory and Applications Part II

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