Optimization in engineering. Models and algorithms
This textbook, containing six chapters, provides an insight on optimization methods that are applicable to engineering. The book begins with an introduction to optimization and provides the basic definitions, notation and preliminary examples. This is followed by a gentle introduction to linear programming via a series of applied example problems that are solved in detail, before advancing to areas such as the Simplex method, duality and sensitivity analysis. The third chapter considers integer programming optimization methods and their solution approaches, which include branch and bound methods and cutting plane algorithms. The solution techniques are explained in great detail both in step-by-step iterations and as a pseudocode, and a large number of charts in color help understand how these techniques work. The authors move on to explore nonlinear optimization, both unconstrained and constrained, examining the feasibility and convexity of several categories of problems, their optimality conditions, sensitivity analysis of the solution and sample computer code. The fifth chapter considers iterative methods for optimization derived from numerical analysis, including the steepest descent, Newton methods and Lagrangian relaxation. The book concludes with a chapter on dynamical programming and its applications and two annexes containing the more advanced mathematical background related to this textbook. Each chapter of this very interesting book concludes with a list of references and a number of exercises for the interested student.
scientific article; zbMATH DE number 6715421