Ebook: Optimization Methods and Applications

This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non­ linear optimization and optimization applications. They are mainly the im­ proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com­ putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti­ mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con­ trol problem.

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The book includes chapters on optimal control, nonlinear programming, global optimization, network optimization, and dynamic systems, dealing with theory, computational techniques and real-world applications. For the application chapters, the topics involved are optimum digital Laguerre network, stochastic optimal control model of solar powered car, personnel task scheduling problem, envelope constrained filter design and optimal steel casting.
For practitioners, postgraduate students and researchers in optimization and optimal control.

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The book includes chapters on optimal control, nonlinear programming, global optimization, network optimization, and dynamic systems, dealing with theory, computational techniques and real-world applications. For the application chapters, the topics involved are optimum digital Laguerre network, stochastic optimal control model of solar powered car, personnel task scheduling problem, envelope constrained filter design and optimal steel casting.
For practitioners, postgraduate students and researchers in optimization and optimal control.
Content:
Front Matter....Pages i-xxxvii
Front Matter....Pages 1-1
Practical Stability of Impulsive Delay Differential Equations and Applications to Control Problems....Pages 3-21
A Review of Ill-Conditioning and Regularization in Optimal Control Computation....Pages 23-44
Worst-Case Optimal Regulation of Linear Systems in the Presence of Structured Perturbations....Pages 45-64
True Proportional Navigation System with Acceleration Saturation Constraint....Pages 65-80
Evaluation of Penalty Functions for Optimal Control....Pages 81-103
On the Optimal Control Systems with Multiple Controllers....Pages 105-124
Multilevel Optimization of Optimal Control Problems....Pages 125-138
Modified Direct Gradient Descent Control of Nonlinear Systems....Pages 139-149
Computation of Feedback Control for Infinite Time Optimal Control Problems....Pages 151-163
Front Matter....Pages 165-165
A Homogenized Cutting Plane Method to Solve the Convex Feasibility Problem....Pages 167-190
Algorithms for Some Hard Knapsack Problems....Pages 191-217
Non-Static Network Optimization Problems: A Survey....Pages 219-246
Asymptotic Rates of Convergence of SQP-Type Methods of Feasible Directions....Pages 247-265
Nonlinear Lagrangian Methods in Constrained Nonlinear Optimization....Pages 267-277
Parallel Algorithms for Solving Large-Scale Nonlinear Optimization Problems....Pages 279-293
Second Order Strict Converse Duality in Nonlinear Fractional Programming....Pages 295-306
Front Matter....Pages 307-307
Chebyshev Optimization of Circular Arrays....Pages 309-319
Optimum Pole Position for Digital Laguerre Network with Least Square Error Criterion....Pages 321-330
A Markov Model for the Stochastic Optimal Control of a Solar Powered Car....Pages 331-341
The Personnel Task Scheduling Problem....Pages 343-368
Front Matter....Pages 307-307
Envelope Constrained Filter Design: Robustness Issues....Pages 369-397
A Robust Numerical Algorithm for the Optimal Control of Heat Transfer in the Continuous Casting of Steel....Pages 399-412
Back Matter....Pages 413-414

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The book includes chapters on optimal control, nonlinear programming, global optimization, network optimization, and dynamic systems, dealing with theory, computational techniques and real-world applications. For the application chapters, the topics involved are optimum digital Laguerre network, stochastic optimal control model of solar powered car, personnel task scheduling problem, envelope constrained filter design and optimal steel casting.
For practitioners, postgraduate students and researchers in optimization and optimal control.
Content:
Front Matter....Pages i-xxxvii
Front Matter....Pages 1-1
Practical Stability of Impulsive Delay Differential Equations and Applications to Control Problems....Pages 3-21
A Review of Ill-Conditioning and Regularization in Optimal Control Computation....Pages 23-44
Worst-Case Optimal Regulation of Linear Systems in the Presence of Structured Perturbations....Pages 45-64
True Proportional Navigation System with Acceleration Saturation Constraint....Pages 65-80
Evaluation of Penalty Functions for Optimal Control....Pages 81-103
On the Optimal Control Systems with Multiple Controllers....Pages 105-124
Multilevel Optimization of Optimal Control Problems....Pages 125-138
Modified Direct Gradient Descent Control of Nonlinear Systems....Pages 139-149
Computation of Feedback Control for Infinite Time Optimal Control Problems....Pages 151-163
Front Matter....Pages 165-165
A Homogenized Cutting Plane Method to Solve the Convex Feasibility Problem....Pages 167-190
Algorithms for Some Hard Knapsack Problems....Pages 191-217
Non-Static Network Optimization Problems: A Survey....Pages 219-246
Asymptotic Rates of Convergence of SQP-Type Methods of Feasible Directions....Pages 247-265
Nonlinear Lagrangian Methods in Constrained Nonlinear Optimization....Pages 267-277
Parallel Algorithms for Solving Large-Scale Nonlinear Optimization Problems....Pages 279-293
Second Order Strict Converse Duality in Nonlinear Fractional Programming....Pages 295-306
Front Matter....Pages 307-307
Chebyshev Optimization of Circular Arrays....Pages 309-319
Optimum Pole Position for Digital Laguerre Network with Least Square Error Criterion....Pages 321-330
A Markov Model for the Stochastic Optimal Control of a Solar Powered Car....Pages 331-341
The Personnel Task Scheduling Problem....Pages 343-368
Front Matter....Pages 307-307
Envelope Constrained Filter Design: Robustness Issues....Pages 369-397
A Robust Numerical Algorithm for the Optimal Control of Heat Transfer in the Continuous Casting of Steel....Pages 399-412
Back Matter....Pages 413-414
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