Author : B.N. Pshenichnyi
Publisher : CRC Press
Page : 248 pages
File Size : 35,37 MB
Release : 2020-08-17
Category : Mathematics
ISBN : 1000105482
This book presents a theory of necessary conditions for an extremum, including formal conditions for an extremum and computational methods. It states the general results of the theory and shows how these results can be particularized to specific problems.
Author : Boris Nikolaevich Pshenichnyi
Publisher :
Page : 230 pages
File Size : 34,15 MB
Release : 1971
Category :
ISBN :
Author : Mordecai Avriel
Publisher : Courier Corporation
Page : 548 pages
File Size : 22,39 MB
Release : 2003-01-01
Category : Mathematics
ISBN : 9780486432274
This overview provides a single-volume treatment of key algorithms and theories. Begins with the derivation of optimality conditions and discussions of convex programming, duality, generalized convexity, and analysis of selected nonlinear programs, and then explores techniques for numerical solutions and unconstrained optimization methods. 1976 edition. Includes 58 figures and 7 tables.
Author : Georgiĭ Aleksandrovich Kamenskiĭ
Publisher : Nova Publishers
Page : 242 pages
File Size : 42,80 MB
Release : 2007
Category : Mathematics
ISBN : 9781600215643
The non-local functional is an integral with the integrand depending on the unknown function at different values of the argument. These types of functionals have different applications in physics, engineering and sciences. The Euler type equations that arise as necessary conditions of extrema of non-local functionals are the functional differential equations. The book is dedicated to systematic study of variational calculus for non-local functionals and to theory of boundary value problems for functional differential equations. There are described different necessary and some sufficient conditions for extrema of non-local functionals. Theorems of existence and uniqueness of solutions to many kinds of boundary value problems for functional differential equations are proved. The spaces of solutions to these problems are, as a rule, Sobolev spaces and it is not often possible to apply the analytical methods for solution of these problems. Therefore it is important to have approximate methods for their solution. Different approximate methods of solution of boundary value problems for functional differential equations and direct methods of variational calculus for non-local functionals are described in the book. The non-local functional is an integral with the integrand depending on the unknown function at different values of the argument. These types of functionals have different applications in physics, engineering and sciences. The Euler type equations that arise as necessary conditions of extrema of non-local functionals are the functional differential equations. The book is dedicated to systematic study of variational calculus for non-local functionals and to theory of boundary value problems for functional differential equations. There are described different necessary and some sufficient conditions for extrema of non-local functionals. Theorems of existence and uniqueness of solutions to many kinds of boundary value problems for functional differential equations are proved. The spaces of solutions to these problems are, as a rule, Sobolev spaces and it is not often possible to apply the analytical methods for solution of these problems. Therefore it is important to have approximate methods for their solution. Different approximate methods of solution of boundary value problems for functional differential equations and direct methods of variational calculus for non-local functionals are described in the book.
Author : V. M. Alekseev
Publisher : Springer Science & Business Media
Page : 322 pages
File Size : 12,31 MB
Release : 2013-12-11
Category : Science
ISBN : 1461575516
There is an ever-growing interest in control problems today, con nected with the urgent problems of the effective use of natural resources, manpower, materials, and technology. When referring to the most important achievements of science and technology in the 20th Century, one usually mentions the splitting of the atom, the exploration of space, and computer engineering. Achievements in control theory seem less spectacular when viewed against this background, but the applications of control theory are playing an important role in the development of modern civilization, and there is every reason to believe that this role will be even more signifi cant in the future. Wherever there is active human participation, the problem arises of finding the best, or optimal, means of control. The demands of economics and technology have given birth to optimization problems which, in turn, have created new branches of mathematics. In the Forties, the investigation of problems of economics gave rise to a new branch of mathematical analysis called linear and convex program ming. At that time, problems of controlling flying vehicles and technolog ical processes of complex structures became important. A mathematical theory was formulated in the mid-Fifties known as optimal control theory. Here the maximum principle of L. S. Pontryagin played a pivotal role. Op timal control theory synthesized the concepts and methods of investigation using the classical methods of the calculus of variations and the methods of contemporary mathematics, for which Soviet mathematicians made valuable contributions.
Author : I. V Girsanov
Publisher :
Page : 148 pages
File Size : 34,8 MB
Release : 1976-03-01
Category :
ISBN : 9783642806858
Author : Henryk Górecki
Publisher : Springer
Page : 679 pages
File Size : 39,93 MB
Release : 2017-07-26
Category : Technology & Engineering
ISBN : 3319626469
This book offers a comprehensive presentation of optimization and polyoptimization methods. The examples included are taken from various domains: mechanics, electrical engineering, economy, informatics, and automatic control, making the book especially attractive. With the motto “from general abstraction to practical examples,” it presents the theory and applications of optimization step by step, from the function of one variable and functions of many variables with constraints, to infinite dimensional problems (calculus of variations), a continuation of which are optimization methods of dynamical systems, that is, dynamic programming and the maximum principle, and finishing with polyoptimization methods. It includes numerous practical examples, e.g., optimization of hierarchical systems, optimization of time-delay systems, rocket stabilization modeled by balancing a stick on a finger, a simplified version of the journey to the moon, optimization of hybrid systems and of the electrical long transmission line, analytical determination of extremal errors in dynamical systems of the rth order, multicriteria optimization with safety margins (the skeleton method), and ending with a dynamic model of bicycle. The book is aimed at readers who wish to study modern optimization methods, from problem formulation and proofs to practical applications illustrated by inspiring concrete examples.
Author :
Publisher : Elsevier
Page : 473 pages
File Size : 44,62 MB
Release : 2009-06-15
Category : Mathematics
ISBN : 0080875270
Theory of Extremal Problems
Author : Joseph S. Torok
Publisher : John Wiley & Sons
Page : 378 pages
File Size : 37,19 MB
Release : 1999-11-04
Category : Technology & Engineering
ISBN : 9780471332077
Literatur zur analytischen Mechanik enthalt meist nur die klassische Theorie, an der sich seit Jahren nichts geandert hat. Dieses Buch fullt eine Lucke, indem es rund 250 neue Beispiele und rund 400 neue Aufgaben bietet sowie nun auch computergestutzte Rechenmethoden behandelt. Mathematische Theorie und ingenieurtechnische Anwendungen stehen dabei stets in einem ausgewogenen Verhaltnis zueinander. Mit vielen anschaulichen Abbildungen! (11/99)
Author : Jagdish S. Rustagi
Publisher : Elsevier
Page : 376 pages
File Size : 20,16 MB
Release : 2014-05-19
Category : Mathematics
ISBN : 1483295710
Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spectrum coverage of these methods, ranging from classical optimization and Lagrange multipliers, to numerical techniques using gradients or direct search, to linear, nonlinear, and dynamic programming using the Kuhn-Tucker conditions or the Pontryagin maximal principle. Variational methods and optimization in function spaces are also discussed, as are stochastic optimization in simulation, including annealing methods. The text features numerous applications, including: Finding maximum likelihood estimates, Markov decision processes, Programming methods used to optimize monitoring of patients in hospitals, Derivation of the Neyman-Pearson lemma, The search for optimal designs, Simulation of a steel mill. Suitable as both a reference and a text, this book will be of interest to advanced undergraduate or beginning graduate students in statistics, operations research, management and engineering sciences, and related fields. Most of the material can be covered in one semester by students with a basic background in probability and statistics. Covers optimization from traditional methods to recent developments such as Karmarkars algorithm and simulated annealing Develops a wide range of statistical techniques in the unified context of optimization Discusses applications such as optimizing monitoring of patients and simulating steel mill operations Treats numerical methods and applications Includes exercises and references for each chapter Covers topics such as linear, nonlinear, and dynamic programming, variational methods, and stochastic optimization
