Robust Optimization Directed Design
Download Robust Optimization Directed Design full books in PDF, epub, and Kindle. Read online free Robust Optimization Directed Design ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Robust Optimization Directed Design
Author | : Andrew J. Kurdila,Panos M. Pardalos,Michael Zabarankin |
Publsiher | : Springer Science & Business Media |
Total Pages | : 279 |
Release | : 2006-06-04 |
Genre | : Mathematics |
ISBN | : 9780387286549 |
Download Robust Optimization Directed Design Book in PDF, Epub and Kindle
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.
Design of Distributed and Robust Optimization Algorithms A Systems Theoretic Approach
Author | : Simon Michalowsky |
Publsiher | : Logos Verlag Berlin GmbH |
Total Pages | : 165 |
Release | : 2020-04-17 |
Genre | : Technology & Engineering |
ISBN | : 9783832550905 |
Download Design of Distributed and Robust Optimization Algorithms A Systems Theoretic Approach Book in PDF, Epub and Kindle
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.
Active Robust Optimization Optimizing for Robustness of Changeable Products
Author | : Shaul Salomon |
Publsiher | : Springer |
Total Pages | : 194 |
Release | : 2019-07-06 |
Genre | : Technology & Engineering |
ISBN | : 9783030150501 |
Download Active Robust Optimization Optimizing for Robustness of Changeable Products Book in PDF, Epub and Kindle
This book presents a novel framework, known as Active Robust Optimization, which provides the tools for evaluating, comparing and optimizing changeable products. Since any product that can change its configuration during normal operation may be considered a “changeable product,” the framework is widely applicable. Further, the methodology enables designers to use adaptability to deal with uncertainties and so avoid over-conservative designs. Offering a comprehensive overview of the framework, including its unique features, such as its ability to optimally respond to uncertain situations, the book also defines a new class of optimization problem and examines the effects of changes in various parameters on their solution. Lastly, it discusses innovative approaches for solving the problem and demonstrates these with two examples from different fields in engineering design: optimization of an optical table and optimization of a gearbox.
Robust Discrete Optimization and Its Applications
Author | : Panos Kouvelis,Gang Yu |
Publsiher | : Springer Science & Business Media |
Total Pages | : 373 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 9781475726206 |
Download Robust Discrete Optimization and Its Applications Book in PDF, Epub and Kindle
This book deals with decision making in environments of significant data un certainty, with particular emphasis on operations and production management applications. For such environments, we suggest the use of the robustness ap proach to decision making, which assumes inadequate knowledge of the decision maker about the random state of nature and develops a decision that hedges against the worst contingency that may arise. The main motivating factors for a decision maker to use the robustness approach are: • It does not ignore uncertainty and takes a proactive step in response to the fact that forecasted values of uncertain parameters will not occur in most environments; • It applies to decisions of unique, non-repetitive nature, which are common in many fast and dynamically changing environments; • It accounts for the risk averse nature of decision makers; and • It recognizes that even though decision environments are fraught with data uncertainties, decisions are evaluated ex post with the realized data. For all of the above reasons, robust decisions are dear to the heart of opera tional decision makers. This book takes a giant first step in presenting decision support tools and solution methods for generating robust decisions in a variety of interesting application environments. Robust Discrete Optimization is a comprehensive mathematical programming framework for robust decision making.
Probabilistic Design for Optimization and Robustness for Engineers
Author | : Bryan Dodson,Patrick Hammett,Rene Klerx |
Publsiher | : John Wiley & Sons |
Total Pages | : 267 |
Release | : 2014-10-06 |
Genre | : Mathematics |
ISBN | : 9781118796191 |
Download Probabilistic Design for Optimization and Robustness for Engineers Book in PDF, Epub and Kindle
Probabilistic Design for Optimization and Robustness: Presents the theory of modeling with variation using physical models and methods for practical applications on designs more insensitive to variation. Provides a comprehensive guide to optimization and robustness for probabilistic design. Features examples, case studies and exercises throughout. The methods presented can be applied to a wide range of disciplines such as mechanics, electrics, chemistry, aerospace, industry and engineering. This text is supported by an accompanying website featuring videos, interactive animations to aid the readers understanding.
Robust Design and Assessment of Product and Production by Means of Probabilistic Multi objective Optimization
Author | : Maosheng Zheng |
Publsiher | : Springer Nature |
Total Pages | : 127 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9789819726615 |
Download Robust Design and Assessment of Product and Production by Means of Probabilistic Multi objective Optimization Book in PDF, Epub and Kindle
Robust Static Super replication of Barrier Options
Author | : Jan H. Maruhn |
Publsiher | : Walter de Gruyter |
Total Pages | : 210 |
Release | : 2009 |
Genre | : Mathematics |
ISBN | : 9783110204681 |
Download Robust Static Super replication of Barrier Options Book in PDF, Epub and Kindle
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.
Robust Optimization
![Robust Optimization](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 356 |
Release | : 2006 |
Genre | : Electronic Book |
ISBN | : OCLC:634156535 |
Download Robust Optimization Book in PDF, Epub and Kindle