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 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.
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.
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.
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.
Real World Applications Of Evolutionary Computing
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Author : Stefano Cagnoni
language : en
Publisher: Springer
Release Date : 2003-07-31
Real World Applications Of Evolutionary Computing written by Stefano Cagnoni and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-31 with Computers categories.
The increasingly active eld of Evolutionary Computation (EC) provides val- ble tools, inspired by the theory of natural selection and genetic inheritance, to problem solving, machine learning, and optimization in many real-world app- cations. Despite some early intuitions about EC, that can be dated back to the - vention of computers, and a better formal de nition of EC, made in the 1960s, the quest for real-world applications of EC only began in the late 1980s. The dramatic increase in computer performances in the last decade of the 20th c- tury gave rise to a positive feedback process: EC techniques became more and more applicable, stimulating the growth of interest in their study, and allowing, in turn, new powerful EC paradigms to be devised. In parallel with new theoretical results, the number of elds to which EC is being applied is increasing day by day, along with the complexity of applications and application domains. In particular, industrially relevant elds, such as signal and image processing, computer vision, pattern recognition, industrial control, telecommunication, scheduling and timetabling, and aerospace engineering are employing EC techniques to solve complex real-world problems.
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.
Focapd 19 Proceedings Of The 9th International Conference On Foundations Of Computer Aided Process Design July 14 18 2019
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Author : Salvador Garcia Munoz
language : en
Publisher: Elsevier
Release Date : 2019-07-09
Focapd 19 Proceedings Of The 9th International Conference On Foundations Of Computer Aided Process Design July 14 18 2019 written by Salvador Garcia Munoz and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-09 with Technology & Engineering categories.
FOCAPD-19/Proceedings of the 9th International Conference on Foundations of Computer-Aided Process Design, July 14 - 18, 2019, compiles the presentations given at the Ninth International Conference on Foundations of Computer-Aided Process Design, FOCAPD-2019. It highlights the meetings held at this event that brings together researchers, educators and practitioners to identify new challenges and opportunities for process and product design. - Combines presentations from the Ninth International Conference on Foundations of Computer-Aided Process Design, FOCAPD-2019