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Optimization Concepts and Applications in Engineering
Second Edition Ashok D. Belegundu Digital Instant
Download
Author(s): Ashok D. Belegundu, Tirupathi R. Chandrupatla
ISBN(s): 9780521878463, 0521878462
Edition: 2
File Details: PDF, 2.41 MB
Year: 2011
Language: english
OPTIM IZATION CONCEPTS AND APPLICATIONS
IN ENGINEERING
Second Edition
It is vitally important to meet or exceed previous quality and reliability standards while at the
same time reducing resource consumption. This textbook addresses this critical imperative
integrating theory, modeling, the development of numerical methods, and problem solving,
thus preparing the student to apply optimization to real-world problems. This text covers
a broad variety of optimization problems using the following: unconstrained, constrained,
gradient, and nongradient techniques; duality concepts; multiobjective optimization; linear,
integer, geometric, and dynamic programming with applications; and finite element-based
optimization. In this revised and enhanced second edition of Optimization Concepts and
Applications in Engineering, the already robust pedagogy has been enhanced with more
detailed explanations and an increased number of solved examples and end-of-chapter prob-
lems. The source codes are now available free on multiple platforms. It is ideal for advanced
undergraduate or graduate courses and for practicing engineers in all engineering disciplines,
as well as in applied mathematics.
Tirupathi R. Chandrupatla has been a Professor and Founding Chair of Mechanical Engi-
neering at Rowan University since 1995. He started his career as a design engineer with
Hindustan Machine Tools (HMT), Bangalore. He then taught at IIT Bombay. Profes-
sor Chandrupatla also taught at the University of Kentucky, Lexington, and GMI Engi-
neering and Management Institute (now Kettering University), before joining Rowan. He
received the Lindback Distinguished Teaching Award at Rowan University in 2005. He
is also the author of Quality and Reliability in Engineering and two books on finite ele-
ment analysis. Professor Chandrupatla has broad research interests, which include design,
optimization, manufacturing engineering, finite element analysis, and quality and reliabil-
ity. He has published widely in these areas and serves as an industry consultant. Profes-
sor Chandrupatla is a registered Professional Engineer and also a Certified Manufacturing
Engineer. He is a member of ASEE, ASME, SAE, and SME. For further information, visit
http://users.rowan.edu/∼chandrupatla.
Optimization Concepts and Applications
in Engineering
Second Edition
Ashok D. Belegundu
The Pennsylvania State University
Tirupathi R. Chandrupatla
Rowan University
cambridge university press
Cambridge, New York, Melbourne, Madrid, Cape Town,
Singapore, São Paulo, Delhi, Tokyo, Mexico City
Cambridge University Press
32 Avenue of the Americas, New York, NY 10013-2473, USA
www.cambridge.org
Information on this title: www.cambridge.org/9780521878463
C Ashok D. Belegundu and Tirupathi R. Chandrupatla 1999, 2011
A catalog record for this publication is available from the British Library.
Preface page xi
1 Preliminary Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Introduction 1
1.2 Historical Sketch 2
1.3 The Nonlinear Programming Problem 4
1.4 Optimization Problem Modeling 7
1.5 Graphical Solution of One- and Two-Variable Problems 19
1.6 Existence of a Minimum and a Maximum: Weierstrass Theorem 22
1.7 Quadratic Forms and Positive Definite Matrices 25
1.8 C n Continuity of a Function 26
1.9 Gradient Vector, Hessian Matrix, and Their Numerical
Evaluation Using Divided Differences 28
1.10 Taylor’s Theorem, Linear, and Quadratic Approximations 33
1.11 Miscellaneous Topics 36
3 Unconstrained Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.1 Introduction 89
3.2 Necessary and Sufficient Conditions for Optimality 90
3.3 Convexity 94
3.4 Basic Concepts: Starting Design, Direction Vector, and
Step Size 96
3.5 The Steepest Descent Method 99
3.6 The Conjugate Gradient Method 106
3.7 Newton’s Method 112
3.8 Quasi-Newton Methods 116
3.9 Approximate Line Search 121
3.10 Using MATLAB 123
Index 461
Preface
This book is a revised and enhanced edition of the first edition. The authors have
identified a clear need for teaching engineering optimization in a manner that inte-
grates theory, algorithms, modeling, and hands-on experience based on their exten-
sive experience in teaching, research, and interactions with students. They have
strived to adhere to this pedagogy and reinforced it further in the second edition,
with more detailed explanations, an increased number of solved examples and end-
of-chapter problems, and source codes on multiple platforms.
The development of the software, which parallels the theory, has helped to
explain the implementation aspects in the text with greater insight and accuracy.
Students have integrated the optimization programs with simulation codes in their
theses. The programs can be tried out by researchers and practicing engineers as
well. Programs on the CD-ROM have been developed in Matlab, Excel VBA,
VBScript, and Fortran. A battery of methods is available for the user. This leads
to effective solution of problems since no single method can be successful on all
problems.
The book deals with a variety of optimization problems: unconstrained, con-
strained, gradient, and nongradient techniques; duality concepts; multiobjective
optimization; linear, integer, geometric, and dynamic programming with applica-
tions; and finite element–based optimization. Matlab graphics and optimization
toolbox routines and the Excel Solver optimizer are presented in detail. Through
solved examples, problem-solving strategies are presented for handling problems
where the number of variables depends on the number of discretization points in a
mesh and for handling time-dependent constraints. Chapter 8 deals exclusively with
treatment of the objective function itself as opposed to methods for minimizing it.
This book can be used in courses at the graduate or senior-undergraduate level
and as a learning resource for practicing engineers. Specifically, the text can be used
xi
xii Preface
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