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Decomposition Techniques in Mathematical Programming 9783540276852

Decomposition Techniques in Mathematical Programming

Engineering and Science Applications

ISBN-10: 3540276858
ISBN-13: 9783540276852
AUTHOR:
PUBLISHER: Springer
Also available at Amazon.com
Note: Not guaranteed to come with supplemental materials (access codes, CDs, DVDs)
Product Description: Optimization plainly dominates the design, planning, operation, and c- trol of engineering systems. This is a book on optimization that considers particular cases of optimization problems, those with a decomposable str- ture that can be advantageously exploited. Those decomposable optimization problems are ubiquitous in engineering and science applications. The book considers problems with both complicating constraints and complicating va- ables, and analyzes linear and nonlinear problems, with and without in- ger variables. The decomposition techniques analyzed include Dantzig-Wolfe, Benders, Lagrangian relaxation, Augmented Lagrangian decomposition, and others. Heuristic techniques are also considered. Additionally, a comprehensive sensitivity analysis for characterizing the solution of optimization problems is carried out. This material is particularly novel and of high practical interest. This book is built based on many clarifying, illustrative, and compu- tional examples, which facilitate the learning procedure. For the sake of cl- ity, theoretical concepts and computational algorithms are assembled based on these examples. The results are simplicity, clarity, and easy-learning. We feel that this book is needed by the engineering community that has to tackle complex optimization problems, particularly by practitioners and researchersinEngineering,OperationsResearch,andAppliedEconomics.The descriptions of most decomposition techniques are available only in complex and specialized mathematical journals, di?cult to understand by engineers. A book describing a wide range of decomposition techniques, emphasizing problem-solving, and appropriately blending theory and application, was not previously available.

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CATEGORY: Mathematics
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