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Preface | |
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Introduction to Optimization | |
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Requirements for the Application of Optimization Methods | |
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Defining the System Boundaries | |
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Performance Criterion | |
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Independent Variables | |
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System Model | |
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Applications of Optimization in Engineering | |
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Design Applications | |
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Operations and Planning Applications | |
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Analysis and Data Reduction Applications | |
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Classical Mechanics Applications | |
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Taguchi System of Quality Engineering | |
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Structure of Optimization Problems | |
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Scope of This Book | |
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References | |
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Functions of a Single Variable | |
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Properties of Single-Variable Functions | |
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Optimality Criteria | |
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Region Elimination Methods | |
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Bounding Phase | |
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Interval Refinement Phase | |
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Comparison of Region Elimination Methods | |
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Polynomial Approximation or Point Estimation Methods | |
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Quadratic Estimation Methods | |
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Successive Quadratic Estimation Method | |
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Methods Requiring Derivatives | |
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Newton-Raphson Method | |
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Bisection Method | |
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Secant Method | |
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Cubic Search Method | |
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Comparison of Methods | |
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Summary | |
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References | |
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Problems | |
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Functions of Several Variables | |
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Optimality Criteria | |
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Direct-Search Methods | |
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The S[superscript 2] (Simplex Search) Method | |
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Hooke-Jeeves Pattern Search Method | |
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Powell's Conjugate Direction Method | |
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Gradient-Based Methods | |
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Cauchy's Method | |
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Newton's Method | |
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Modified Newton's Method | |
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Marquardt's Method | |
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Conjugate Gradient Methods | |
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Quasi-Newton Methods | |
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Trust Regions | |
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Gradient-Based Algorithm | |
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Numerical Gradient Approximations | |
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Comparison of Methods and Numerical Results | |
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Summary | |
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References | |
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Problems | |
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Linear Programming | |
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Formulation of Linear Programming Models | |
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Graphical Solution of Linear Programs in Two Variables | |
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Linear Program in Standard Form | |
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Handling Inequalities | |
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Handling Unrestricted Variables | |
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Principles of the Simplex Method | |
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Minimization Problems | |
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Unbounded Optimum | |
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Degeneracy and Cycling | |
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Use of Artificial Variables | |
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Two-Phase Simplex Method | |
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Computer Solution of Linear Programs | |
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Computer Codes | |
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Computational Efficiency of the Simplex Method | |
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Sensitivity Analysis in Linear Programming | |
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Applications | |
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Additional Topics in Linear Programming | |
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Duality Theory | |
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Dual Simplex Method | |
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Interior Point Methods | |
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Integer Programming | |
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Goal Programming | |
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Summary | |
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References | |
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Problems | |
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Constrained Optimality Criteria | |
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Equality-Constrained Problems | |
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Lagrange Multipliers | |
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Economic Interpretation of Lagrange Multipliers | |
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Kuhn-Tucker Conditions | |
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Kuhn-Tucker Conditions or Kuhn-Tucker Problem | |
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Interpretation of Kuhn-Tucker Conditions | |
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Kuhn-Tucker Theorems | |
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Saddlepoint Conditions | |
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Second-Order Optimality Conditions | |
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Generalized Lagrange Multiplier Method | |
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Generalization of Convex Functions | |
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Summary | |
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References | |
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Problems | |
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Transformation Methods | |
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Penalty Concept | |
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Various Penalty Terms | |
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Choice of Penalty Parameter R | |
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Algorithms, Codes, and Other Contributions | |
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Method of Multipliers | |
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Penalty Function | |
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Multiplier Update Rule | |
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Penalty Function Topology | |
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Termination of the Method | |
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MOM Characteristics | |
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Choice of R-Problem Scale | |
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Variable Bounds | |
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Other MOM-Type Codes | |
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Summary | |
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References | |
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Problems | |
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Constrained Direct Search | |
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Problem Preparation | |
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Treatment of Equality Constraints | |
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Generation of Feasible Starting Points | |
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Adaptations of Unconstrained Search Methods | |
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Difficulties in Accommodating Constraints | |
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Complex Method | |
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Discussion | |
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Random-Search Methods | |
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Direct Sampling Procedures | |
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Combined Heuristic Procedures | |
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Discussion | |
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Summary | |
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References | |
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Problems | |
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Linearization Methods for Constrained Problems | |
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Direct Use of Successive Linear Programs | |
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Linearly Constrained Case | |
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General Nonlinear Programming Case | |
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Discussion and Applications | |
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Separable Programming | |
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Single-Variable Functions | |
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Multivariable Separable Functions | |
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Linear Programming Solutions of Separable Problems | |
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Discussion and Applications | |
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Summary | |
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References | |
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Problems | |
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Direction Generation Methods Based on Linearization | |
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Method of Feasible Directions | |
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Basic Algorithm | |
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Active Constraint Sets and Jamming | |
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Discussion | |
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Simplex Extensions for Linearly Constrained Problems | |
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Convex Simplex Method | |
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Reduced Gradient Method | |
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Convergence Acceleration | |
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Generalized Reduced Gradient Method | |
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Implicit Variable Elimination | |
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Basic GRG Algorithm | |
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Extensions of Basic Method | |
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Computational Considerations | |
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Design Application | |
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Problem Statement | |
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General Formulation | |
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Model Reduction and Solution | |
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Summary | |
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References | |
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Problems | |
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Quadratic Approximation Methods for Constrained Problems | |
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Direct Quadratic Approximation | |
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Quadratic Approximation of the Lagrangian Function | |
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Variable Metric Methods for Constrained Optimization | |
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Discussion | |
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Problem Scaling | |
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Constraint Inconsistency | |
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Modification of H[superscript (t)] | |
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Comparison of GRG with CVM | |
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Summary | |
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References | |
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Problems | |
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Structured Problems and Algorithms | |
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Integer Programming | |
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Formulation of Integer Programming Models | |
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Solution of Integer Programming Problems | |
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Guidelines on Problem Formulation and Solution | |
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Quadratic Programming | |
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Applications of Quadratic Programming | |
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Kuhn-Tucker Conditions | |
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Complementary Pivot Problems | |
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Goal Programming | |
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Summary | |
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References | |
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Problems | |
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Comparison of Constrained Optimization Methods | |
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Software Availability | |
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A Comparison Philosophy | |
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Brief History of Classical Comparative Experiments | |
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Preliminary and Final Results | |
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Summary | |
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References | |
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Strategies for Optimization Studies | |
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Model Formulation | |
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Levels of Modeling | |
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Types of Models | |
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Problem Implementation | |
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Model Assembly | |
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Preparation for Solution | |
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Execution Strategies | |
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Solution Evaluation | |
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Solution Validation | |
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Sensitivity Analysis | |
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Summary | |
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References | |
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Problems | |
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Engineering Case Studies | |
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Optimal Location of Coal-Blending Plants by Mixed-Integer Programming | |
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Problem Description | |
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Model Formulation | |
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Results | |
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Optimization of an Ethylene Glycol-Ethylene Oxide Process | |
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Problem Description | |
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Model Formulation | |
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Problem Preparation | |
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Discussion of Optimization Runs | |
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Optimal Design of a Compressed Air Energy Storage System | |
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Problem Description | |
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Model Formulation | |
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Numerical Results | |
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Discussion | |
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Summary | |
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References | |
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Review of Linear Algebra | |
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Set Theory | |
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Vectors | |
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Matrices | |
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Matrix Operations | |
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Determinant of a Square Matrix | |
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Inverse of a Matrix | |
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Condition of a Matrix | |
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Sparse Matrix | |
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Quadratic Forms | |
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Principal Minor | |
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Completing the Square | |
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Convex Sets | |
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Convex and Concave Functions | |
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Gauss-Jordan Elimination Scheme | |
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Author Index | |
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Subject Index | |