Optimization, simulation and control play an increasingly important role in science and industry. Because of their numerous applications in various disciplines, research in these areas is accelerating at a rapid pace.

This volume brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems. The book is composed of invited contributions by experts from around the world who work to develop and apply new optimization, simulation and control techniques either at a theoretical level or in practice. Some key topics presented include: equilibrium problems, multi-objective optimization, variational inequalities, stochastic processes, numerical analysis, optimization in signal processing, and various other interdisciplinary applications.

This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working in research areas where results in optimization, simulation and control can be applied.

This book presents a study to determine the current limitations in the area of Photovoltaics (PV) as a source of renewable energy and proposes strategies to overcome them by applying optimization approaches in three main areas, namely related to photovoltaic solar cells, modules, and systems. These include grid metallization design of Si-based solar cells and modules; cost-effectiveness analysis between Si-based monofacial and bifacial grid-connected PV systems; optimal diesel replacement strategy for the progressive introduction of PV and batteries; dispatch strategy optimization for PV hybrid systems in real time. The novelty of the work presented in this book is of high interest to the scientific community but also to the PV manufacturers, installation companies, and investors.

Constrained optimization is a challenging branch of operations research that aims to create a model which has a wide range of applications in the supply chain, telecommunications and medical fields. As the problem structure is split into two main components, the objective is to accomplish the feasible set framed by the system constraints. The aim of this book is expose optimization problems that can be expressed as graphs, by detailing, for each studied problem, the set of nodes and the set of edges. This graph modeling is an incentive for designing a platform that integrates all optimization components in order to output the best solution regarding the parameters' tuning. The authors propose in their analysis, for optimization problems, to provide their graphical modeling and mathematical formulation and expose some of their variants. As a solution approaches, an optimizer can be the most promising direction for limited-size instances. For large problem instances, approximate algorithms are the most appropriate way for generating high quality solutions. The authors thus propose, for each studied problem, a greedy algorithm as a problem-specific heuristic and a genetic algorithm as a metaheuristic.

This book, compiles, presents, and explains the most important meta-heuristic and evolutionary optimization algorithms whose successful performance has been proven in different fields of engineering, and it includes application of these algorithms to important engineering optimization problems. In addition, this book guides readers to studies that have implemented these algorithms by providing a literature review on developments and applications of each algorithm. This book is intended for students, but can be used by researchers and professionals in the area of engineering optimization.

Experimental Design and Process Optimization delves deep into the design of experiments (DOE). The book includes Central Composite Rotational Design (CCRD), fractional factorial, and Plackett and Burman designs as a means to solve challenges in research and development as well as a tool for the improvement of the processes already implemented. Appropriate strategies for 2 to 32 factors are covered in detail in the book. The book covers the essentials of statistical science to assist readers in understanding and applying the concepts presented. It also presents numerous examples of applications using this methodology. The authors are not only experts in the field but also have significant practical experience. This allows them to discuss the application of the theoretical aspects discussed through various real-world case studies.

This book explains classic routing and transportation problems and solutions, before offering insights based on successful real-world solutions. The chapters in Part I introduce and explain the traveling salesperson problem (TSP), vehicle routing problems (VRPs), and multi-objective problems, with an emphasis on heuristic approaches and software engineering aspects. In turn, Part II demonstrates how to exploit geospatial data, routing algorithms, and visualization. In Part III, the above techniques and insights are combined in real-world success stories from domains such as food delivery in rural areas, postal delivery, workforce routing, and urban logistics. The book offers a valuable supporting text for advanced undergraduate and graduate courses and projects in Computer Science, Engineering, Operations Research, and Mathematics. It is accompanied by a repository of source code, allowing readers to try out the algorithms and techniques discussed.

This edited book reports on recent developments in the theory of evolutionary computation, or more generally the domain of randomized search heuristics. It starts with two chapters on mathematical methods that are often used in the analysis of randomized search heuristics, followed by three chapters on how to measure the complexity of a search heuristic: black-box complexity, a counterpart of classical complexity theory in black-box optimization; parameterized complexity, aimed at a more fine-grained view of the difficulty of problems; and the fixed-budget perspective, which answers the question of how good a solution will be after investing a certain computational budget. The book then describes theoretical results on three important questions in evolutionary computation: how to profit from changing the parameters during the run of an algorithm; how evolutionary algorithms cope with dynamically changing or stochastic environments; and how population diversity influences performance. Finally, the book looks at three algorithm classes that have only recently become the focus of theoretical work: estimation-of-distribution algorithms; artificial immune systems; and genetic programming. Throughout the book the contributing authors try to develop an understanding for how these methods work, and why they are so successful in many applications. The book will be useful for students and researchers in theoretical computer science and evolutionary computing.

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a "hard nut to crack." The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

This book presents models and algorithms for complex scheduling problems. Besides resource-constrained project scheduling problems with applications also job-shop problems with flexible machines, transportation or limited buffers are discussed. Discrete optimization methods like linear and integer programming, constraint propagation techniques, shortest path and network flow algorithms, branch-and-bound methods, local search and genetic algorithms, and dynamic programming are presented. They are used in exact or heuristic procedures to solve the introduced complex scheduling problems. Furthermore, methods for calculating lower bounds are described. Most algorithms are formulated in detail and illustrated with examples. In this second edition some errors were corrected, some parts were explained in more detail, and new material has been added. In particular, further generalizations of the RCPSP, additional practical applications and some more algorithms were integrated.

New Trends in Control Theory is a graduate-level monographic textbook. It is a contemporary overview of modern trends in control theory. The introductory chapter gives the geometrical and quantum background, which is a necessary minimum for comprehensive reading of the book. The second chapter gives the basics of classical control theory, both linear and nonlinear. The third chapter shows the key role that Euclidean group of rigid motions plays in modern robotics and biomechanics. The fourth chapter gives an overview of modern quantum control, from both theoretical and measurement perspectives. The fifth chapter presents modern control and synchronization methods in complex systems and human crowds. The appendix provides the rest of the background material complementary to the introductory chapter. The book is designed as a one-semester course for engineers, applied mathematicians, computer scientists and physicists, both in industry and academia. It includes a most relevant bibliography on the subject and detailed index.

This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC's and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors' SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. ... The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. ... The authors have made an effort to collect ... the most useful recent ideas and algorithms in this area. ... A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. ... This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. ... It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

Nonlinear Optimal Control Theory presents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas. Drawing on classroom-tested material from Purdue University and North Carolina State University, the book gives a unified account of bounded state problems governed by ordinary, integrodifferential, and delay systems. It also discusses Hamilton-Jacobi theory. By providing a sufficient and rigorous treatment of finite dimensional control problems, the book equips readers with the foundation to deal with other types of control problems, such as those governed by stochastic differential equations, partial differential equations, and differential games.

Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners - including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers - are interested in solving large-scale MINLP instances.

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006.

Key features:

- Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature;

- Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains;

- Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations;

- Leads the reader in a natural way to the original results through a systematic presentation;

- Presents new theoretical results with detailed numerical examples.

The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems."

This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Etudes Scientifiques de Cargese (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

This book highlights recent advances in the field of districting, territory design, and zone design. Districting problems deal essentially with tactical decisions, and involve mainly dividing a set of geographic units into clusters or territories subject to some planning requirements. This book presents models, theory, algorithms (exact or heuristic), and applications that would bring research on districting systems up-to-date and define the state-of-the-art. Although papers have addressed real-world problems that require districting or territory division decisions, this is the first comprehensive book that directly addresses these problems. The chapters capture the diverse nature of districting applications, as the book is divided into three different areas of research. Part I covers recent up-to-date surveys on important areas of districting such as police districting, health care districting, and districting algorithms based on computational geometry. Part II focuses on recent advances on theory, modeling, and algorithms including mathematical programming and heuristic approaches, and finally, Part III contains successful applications in real-world districting cases.

Ubiquitous in today's consumer-driven society, embedded systems use microprocessors that are hidden in our everyday products and designed to perform specific tasks. Effective use of these embedded systems requires engineers to be proficient in all phases of this effort, from planning, design, and analysis to manufacturing and marketing. Taking a systems-level approach, Real-Time Embedded Systems: Optimization, Synthesis, and Networking describes the field from three distinct aspects that make up the three major trends in current embedded system design. The first section of the text examines optimization in real-time embedded systems. The authors present scheduling algorithms in multi-core embedded systems, instruct on a robust measurement against the inaccurate information that can exist in embedded systems, and discuss potential problems of heterogeneous optimization. The second section focuses on synthesis-level approaches for embedded systems, including a scheduling algorithm for phase change memory and scratch pad memory and a treatment of thermal-aware multiprocessor synthesis technology. The final section looks at networking with a focus on task scheduling in both a wireless sensor network and cloud computing. It examines the merging of networking and embedded systems and the resulting evolution of a new type of system known as the cyber physical system (CPS). Encouraging readers to discover how the computer interacts with its environment, Real-Time Embedded Systems provides a sound introduction to the design, manufacturing, marketing, and future directions of this important tool.

This book focuses on optimal control and systems engineering in the big data era. It examines the scientific innovations in optimization, control and resilience management that can be applied to further success. In both business operations and engineering applications, there are huge amounts of data that can overwhelm computing resources of large-scale systems. This "big data" provides new opportunities to improve decision making and addresses risk for individuals as well in organizations. While utilizing data smartly can enhance decision making, how to use and incorporate data into the decision making framework remains a challenging topic. Ultimately the chapters in this book present new models and frameworks to help overcome this obstacle. Optimization and Control for Systems in the Big-Data Era: Theory and Applications is divided into five parts. Part I offers reviews on optimization and control theories, and Part II examines the optimization and control applications. Part III provides novel insights and new findings in the area of financial optimization analysis. The chapters in Part IV deal with operations analysis, covering flow-shop operations and quick response systems. The book concludes with final remarks and a look to the future of big data related optimization and control problems.

The chapters which appear in this volume are selected studies presented at the First International Conference on Engineering and Applied Sciences Optimization (OPT-i), Kos, Greece, 4-6 June 2014 and works written by friends, former colleagues and students of the late Professor M. G. Karlaftis; all in the area of optimization that he loved and published so much in himself. The subject areas represented here range from structural optimization, logistics, transportation, traffic and telecommunication networks to operational research, metaheuristics, multidisciplinary and multiphysics design optimization, etc. This volume is dedicated to the life and the memory of Professor Matthew G. Karlaftis, who passed away a few hours before he was to give the opening speech at OPT-i. All contributions reflect the warmth and genuine friendship which he enjoyed from his associates and show how much his scientific contribution has been appreciated. He will be greatly missed and it is hoped that this volume will be received as a suitable memorial to his life and achievements.

This introduction to the field of hyper-heuristics presents the required foundations and tools and illustrates some of their applications. The authors organized the 13 chapters into three parts. The first, hyper-heuristic fundamentals and theory, provides an overview of selection constructive, selection perturbative, generation constructive and generation perturbative hyper-heuristics, and then a formal definition of hyper-heuristics. The chapters in the second part of the book examine applications of hyper-heuristics in vehicle routing, nurse rostering, packing and examination timetabling. The third part of the book presents advanced topics and then a summary of the field and future research directions. Finally the appendices offer details of the HyFlex framework and the EvoHyp toolkit, and then the definition, problem model and constraints for the most tested combinatorial optimization problems. The book will be of value to graduate students, researchers, and practitioners.

Solving nonsmooth optimization (NSO) problems is critical in many practical applications and real-world modeling systems. The aim of this book is to survey various numerical methods for solving NSO problems and to provide an overview of the latest developments in the field. Experts from around the world share their perspectives on specific aspects of numerical NSO. The book is divided into four parts, the first of which considers general methods including subgradient, bundle and gradient sampling methods. In turn, the second focuses on methods that exploit the problem's special structure, e.g. algorithms for nonsmooth DC programming, VU decomposition techniques, and algorithms for minimax and piecewise differentiable problems. The third part considers methods for special problems like multiobjective and mixed integer NSO, and problems involving inexact data, while the last part highlights the latest advancements in derivative-free NSO. Given its scope, the book is ideal for students attending courses on numerical nonsmooth optimization, for lecturers who teach optimization courses, and for practitioners who apply nonsmooth optimization methods in engineering, artificial intelligence, machine learning, and business. Furthermore, it can serve as a reference text for experts dealing with nonsmooth optimization.

This book offers a valuable reference guide for researchers in distributed optimization and for senior undergraduate and graduate students alike. Focusing on the natures and functions of agents, communication networks and algorithms in the context of distributed optimization for networked control systems, this book introduces readers to the background of distributed optimization; recent developments in distributed algorithms for various types of underlying communication networks; the implementation of computation-efficient and communication-efficient strategies in the execution of distributed algorithms; and the frameworks of convergence analysis and performance evaluation. On this basis, the book then thoroughly studies 1) distributed constrained optimization and the random sleep scheme, from an agent perspective; 2) asynchronous broadcast-based algorithms, event-triggered communication, quantized communication, unbalanced directed networks, and time-varying networks, from a communication network perspective; and 3) accelerated algorithms and stochastic gradient algorithms, from an algorithm perspective. Finally, the applications of distributed optimization in large-scale statistical learning, wireless sensor networks, and for optimal energy management in smart grids are discussed.

Many important problems in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces, in a unified manual, a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials. In the second part of this invaluable volume, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal context, mathematical finance, multivariate integration, etc., and examples are provided for each particular application.

Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP).This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials.In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application.