Robust Optimization Directed Design
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Robust Optimization Directed Design
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Author : Andrew J. Kurdila
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-06-04
Robust Optimization Directed Design written by Andrew J. Kurdila and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-04 with Mathematics categories.
Robust design—that is, managing design uncertainties such as model uncertainty or parametric uncertainty—is the often unpleasant issue crucial in much multidisciplinary optimal design work. Recently, there has been enormous practical interest in strategies for applying optimization tools to the development of robust solutions and designs in several areas, including aerodynamics, the integration of sensing (e.g., laser radars, vision-based systems, and millimeter-wave radars) and control, cooperative control with poorly modeled uncertainty, cascading failures in military and civilian applications, multi-mode seekers/sensor fusion, and data association problems and tracking systems. The contributions to this book explore these different strategies. The expression "optimization-directed” in this book’s title is meant to suggest that the focus is not agonizing over whether optimization strategies identify a true global optimum, but rather whether these strategies make significant design improvements.
Robust Optimization
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Author : Aharon Ben-Tal
language : en
Publisher: Princeton University Press
Release Date : 2009-08-10
Robust Optimization written by Aharon Ben-Tal and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-10 with Mathematics categories.
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Robust Static Super Replication Of Barrier Options
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Author : Jan H. Maruhn
language : en
Publisher: Walter de Gruyter
Release Date : 2009
Robust Static Super Replication Of Barrier Options written by Jan H. Maruhn and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant in the context of dynamic hedging. The mathematical techniques used to prove appropriate existence, duality and convergence results range from financial mathematics, stochastic and semi-infinite optimization, convex analysis and partial differential equations to semidefinite programming.
Design Of Distributed And Robust Optimization Algorithms A Systems Theoretic Approach
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Author : Simon Michalowsky
language : en
Publisher: Logos Verlag Berlin GmbH
Release Date : 2020-04-17
Design Of Distributed And Robust Optimization Algorithms A Systems Theoretic Approach written by Simon Michalowsky and has been published by Logos Verlag Berlin GmbH this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-17 with Technology & Engineering categories.
Optimization algorithms are the backbone of many modern technologies. In this thesis, we address the analysis and design of optimization algorithms from a systems theoretic viewpoint. By properly recasting the algorithm design as a controller synthesis problem, we derive methods that enable a systematic design of tailored optimization algorithms. We consider two specific classes of optimization algorithms: (i) distributed, and (ii) robust optimization algorithms. Concerning (i), we utilize ideas from geometric control in an innovative fashion to derive a novel methodology that enables the design of distributed optimization algorithms under minimal assumptions on the graph topology and the structure of the optimization problem. Concerning (ii), we employ robust control techniques to establish a framework for the analysis of existing algorithms as well as the design of novel robust optimization algorithms with specified guarantees.
Robustness Optimization For Iot Topology
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Author : Tie Qiu
language : en
Publisher: Springer Nature
Release Date : 2022-06-11
Robustness Optimization For Iot Topology written by Tie Qiu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-11 with Computers categories.
The IoT topology defines the way various components communicate with each other within a network. Topologies can vary greatly in terms of security, power consumption, cost, and complexity. Optimizing the IoT topology for different applications and requirements can help to boost the network’s performance and save costs. More importantly, optimizing the topology robustness can ensure security and prevent network failure at the foundation level. In this context, this book examines the optimization schemes for topology robustness in the IoT, helping readers to construct a robustness optimization framework, from self-organizing to intelligent networking. The book provides the relevant theoretical framework and the latest empirical research on robustness optimization of IoT topology. Starting with the self-organization of networks, it gradually moves to genetic evolution. It also discusses the application of neural networks and reinforcement learning to endow the node with self-learning ability to allow intelligent networking. This book is intended for students, practitioners, industry professionals, and researchers who are eager to comprehend the vulnerabilities of IoT topology. It helps them to master the research framework for IoT topology robustness optimization and to build more efficient and reliable IoT topologies in their industry.
Robust Optimization
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Author : Subir Chowdhury
language : en
Publisher: John Wiley & Sons
Release Date : 2016-01-20
Robust Optimization written by Subir Chowdhury and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-20 with Technology & Engineering categories.
Robust Optimization is a method to improve robustness using low-cost variations of a single, conceptual design. The benefits of Robust Optimization include faster product development cycles; faster launch cycles; fewer manufacturing problems; fewer field problems; lower-cost, higher performing products and processes; and lower warranty costs. All these benefits can be realized if engineering and product development leadership of automotive and manufacturing organizations leverage the power of using Robust Optimization as a competitive weapon. Written by world renowned authors, Robust Optimization: World’s Best Practices for Developing Winning Vehicles, is a ground breaking book whichintroduces the technical management strategy of Robust Optimization. The authors discuss what the strategy entails, 8 steps for Robust Optimization and Robust Assessment, and how to lead it in a technical organization with an implementation strategy. Robust Optimization is defined and it is demonstrated how the techniques can be applied to manufacturing organizations, especially those with automotive industry applications, so that Robust Optimization creates the flexibility that minimizes product development cost, reduces product time-to-market, and increases overall productivity. Key features: Presents best practices from around the globe on Robust Optimization that can be applied in any manufacturing and automotive organization in the world Includes 19 successfully implemented best case studies from automotive original equipment manufacturers and suppliers Provides manufacturing industries with proven techniques to become more competitive in the global market Provides clarity concerning the common misinterpretations on Robust Optimization Robust Optimization: World’s Best Practices for Developing Winning Vehicles is a must-have book for engineers and managers who are working on design, product, manufacturing, mechanical, electrical, process, quality area; all levels of management especially in product development area, research and development personnel and consultants. It also serves as an excellent reference for students and teachers in engineering.
Optimization And Optimal Control
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Author : Altannar Chinchuluun
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-05
Optimization And Optimal Control written by Altannar Chinchuluun and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-05 with Mathematics categories.
Optimization and optimal control are the main tools in decision making. Because of their numerous applications in various disciplines, research in these areas is accelerating at a rapid pace. “Optimization and Optimal Control: Theory and Applications” brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems. This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working in research areas where results in optimization and optimal control can be applied.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2008
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
Uncertainty Based Ship Design Optimization
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Author : Zuyuan Liu
language : en
Publisher: Springer Nature
Release Date : 2024-07-16
Uncertainty Based Ship Design Optimization written by Zuyuan Liu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-16 with Transportation categories.
The book focused on the basic bottleneck issues in the ship uncertainty-based design optimization. Based on the concepts of robustness and reliability design, uncertainty classification, uncertainty modeling, uncertainty analysis and propagation methods were systematically explained, revealing the influence mechanism and rules of multi-source aleatory and epistemic uncertainty on ship design. Finally, a hull form design optimization method with mixed uncertainty was established. The theory of uncertainty design optimization is not yet mature, and this book gives a detailed introduction. The illustrations and tables in this book compared the differences between uncertainty-based optimization and traditional deterministic optimization, reflecting the advantages of uncertainty optimization. This book will be a useful reference for researchers and engineers in the field of ship design.
Optimization In Science And Engineering
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Author : Themistocles M. Rassias
language : en
Publisher: Springer
Release Date : 2014-05-29
Optimization In Science And Engineering written by Themistocles M. Rassias and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-29 with Mathematics categories.
Optimization in Science and Engineering is dedicated in honor of the 60th birthday of Distinguished Professor Panos M. Pardalos. Pardalos’s past and ongoing work has made a significant impact on several theoretical and applied areas in modern optimization. As tribute to the diversity of Dr. Pardalos’s work in Optimization, this book comprises a collection of contributions from experts in various fields of this rich and diverse area of science. Topics highlight recent developments and include: Deterministic global optimization Variational inequalities and equilibrium problems Approximation and complexity in numerical optimization Non-smooth optimization Statistical models and data mining Applications of optimization in medicine, energy systems, and complex network analysis This volume will be of great interest to graduate students, researchers, and practitioners, in the fields of optimization and engineering.