This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.

Wiley-Interscience Series in Discrete Mathematics and Optimization Advisory
Editors: Ronald L. Graham, Jan Karel Lenstra, and Robert E. Tarjan

Discrete mathematics, the study of finite structures, is one of the fastest-growing areas in mathematics. The wide applicability of its evolving techniques points to the rapidity with which the field is moving from its beginnings to its maturity, and reflects the ever-increasing interaction between discrete mathematics and computer science. This Series provides broad coverage of discrete mathematics and optimization, ranging over such fields as combinatorics, graph theory, enumeration, and the analysis of algorithms. "The Wiley-Interscience Series in Discrete Mathematics and Optimization" will be a substantial part of the record of the extraordinary development of this field. A complete listing of the titles in the Series appears on the inside front cover of this book.

"[Integer and Combinatorial Optimization] is a major contribution to the literature of discrete programming. This text should be required reading for anybody who intends to research this area or even just to keep abreast of developments."
--"Times Higher Education Supplement," London

"An extensive but extremely well-written graduate text covering integer programming."
--"American Mathematical Monthly"

Recent titles in the Series include:

"Integer and Combinatorial Optimization" George L. Nemhauser and Laurence A. Wolsey 1988 (0 471-82819-X) 763 pp.

"Introduction to the Theory of Error-Correcting Codes" Second Edition Vera Pless
For mathematicians, engineers, and computer scientists, here is an introduction to the theory of error-correctingcodes, focusing on linear block codes. The book considers such codes as Hamming and Golay codes, correction of double errors, use of finite fields, cyclic codes, B.C.H. codes, weight distributions, and design of codes. In a second edition of the book, Pless offers thoroughly expanded coverage of nonbinary and cyclic codes. Some proofs have been simplified, and there are many more examples and problems. 1989 (0 471-61884-5) 224 pp.

Recently, analogies between laboratory physics (e.g. quantum optics and condensed matter) and gravitational/cosmological phenomena such as black holes have attracted an increasing interest. This book contains a series of selected lectures devoted to this new and rapidly developing field. Various analogies connecting (apparently) different areas in physics are presented in order to bridge the gap between them and to provide an alternative point of view.

This book deals with asymptotic solutions of linear and nonlinear equa- tions which decay as h ---+ 0 outside a neighborhood of certain points, curves and surfaces. Such solutions are almost everywhere well approximated by the functions cp(x) exp{iS(x)/h}, x E 1R3, where S(x) is complex, and ImS(x) ~ o. When the phase S(x) is real (ImS(x) = 0), the method for obtaining asymp- totics of this type is known in quantum mechanics as the WKB-method. We preserve this terminology in the case ImS(x) ~ 0 and develop the method for a wide class of problems in mathematical physics. Asymptotics of this type were constructed recently for many linear prob- lems of mathematical physics; certain specific formulas were obtained by differ- ent methods (V. M. Babich [5 -7], V. P. Lazutkin [76], A. A. Sokolov, 1. M. Ter- nov [113], J. Schwinger [107, 108], E. J. Heller [53], G. A. Hagedorn [50, 51], V. N. Bayer, V. M. Katkov [21], N. A. Chernikov [35] and others). However, a general (Hamiltonian) formalism for obtaining asymptotics of this type is clearly required; this state of affairs is expressed both in recent mathematical and physical literature. For example, the editors of the collected volume [106] write in its preface: "One can hope that in the near future a computational pro- cedure for fields with complex phase, similar to the usual one for fields with real phase, will be developed.

Experience gained during a ten-year long involvement in modelling, program ming and application in nonlinear optimization helped me to arrive at the conclusion that in the interest of having successful applications and efficient software production, knowing the structure of the problem to be solved is in dispensable. This is the reason why I have chosen the field in question as the sphere of my research. Since in applications, mainly from among the nonconvex optimization models, the differentiable ones proved to be the most efficient in modelling, especially in solving them with computers, I started to deal with the structure of smooth optimization problems. The book, which is a result of more than a decade of research, can be equally useful for researchers and stu dents showing interest in the domain, since the elementary notions necessary for understanding the book constitute a part of the university curriculum. I in tended dealing with the key questions of optimization theory, which endeavour, obviously, cannot bear all the marks of completeness. What I consider the most crucial point is the uniform, differential geometric treatment of various questions, which provides the reader with opportunities for learning the structure in the wide range, within optimization problems. I am grateful to my family for affording me tranquil, productive circumstances. I express my gratitude to F."

This volume comprises the proceedings of the International Workshop on Eco logical Goal Functions, held at the Schleswig-Holstein Cultural Center of Salzau, August 30 -September 4, 1996. The conference - first in a series - intended to be convened at Salzau at 1 -2 year intervals to address various aspects of theo retical and application-oriented ecology, was initiated, organized and carried out under the auspices of the Ecology Center of the Kiel University. It featured key note addresses, invited lectures, submitted papers, and posters. 32 contributions written by authors from eight countries, were selected to be presented in this book. From the very rich discussions of the workshop, some general characteristics emerged which might become important for a deeper understanding of the nature of evolving systems or, in other words, systems with a history, described by variables with a high degree of interdependence. These characteristics include the following: Speaking of 'goal functions' is a convenient 'fa on de parler', since a logical analysis of the formal structure of teleological and causal explanations shows that both are analogous with regard to the inherent structural typology and the basic mode of explanation. Teleological interpretations introduce motives or objectives of actors into the set of 'antecedens' conditions relevant for system evolution, and are consequently a subset of causal interpretations."

In this edition, the scope and character of the monograph did not change with respect to the first edition. Taking into account the rapid development of the field, we have, however, considerably enlarged its contents. Chapter 4 includes two additional sections 4.4 and 4.6 on theory and algorithms of D.C. Programming. Chapter 7, on Decomposition Algorithms in Nonconvex Optimization, is completely new. Besides this, we added several exercises and corrected errors and misprints in the first edition. We are grateful for valuable suggestions and comments that we received from several colleagues. R. Horst, P.M. Pardalos and N.V. Thoai March 2000 Preface to the First Edition Many recent advances in science, economics and engineering rely on nu merical techniques for computing globally optimal solutions to corresponding optimization problems. Global optimization problems are extraordinarily di verse and they include economic modeling, fixed charges, finance, networks and transportation, databases and chip design, image processing, nuclear and mechanical design, chemical engineering design and control, molecular biology, and environment al engineering. Due to the existence of multiple local optima that differ from the global solution all these problems cannot be solved by classical nonlinear programming techniques. During the past three decades, however, many new theoretical, algorith mic, and computational contributions have helped to solve globally multi extreme problems arising from important practical applications."

Complementarity theory is a new domain in applied mathematics and is concerned with the study of complementarity problems. These problems represent a wide class of mathematical models related to optimization, game theory, economic engineering, mechanics, fluid mechanics, stochastic optimal control etc. The book is dedicated to the study of nonlinear complementarity problems by topological methods. Audience: Mathematicians, engineers, economists, specialists working in operations research and anybody interested in applied mathematics or in mathematical modeling.

The stochastic gravitational-wave background (SGWB) is by far the most difficult source of gravitational radiation detect. At the same time, it is the most interesting and intriguing one. This book describes the initial detection of the SGWB and describes the underlying mathematics behind one of the most amazing discoveries of the 21st century. On the experimental side it would mean that interferometric gravitational wave detectors work even better than expected. On the observational side, such a detection could give us information about the very early Universe, information that could not be obtained otherwise. Even negative results and improved upper bounds could put constraints on many cosmological and particle physics models.

This volume features selected and peer-reviewed articles from the Pan-American Advanced Studies Institute (PASI). The chapters are written by international specialists who participated in the conference. Topics include developments based on breakthroughs in the mathematical understanding of phenomena describing systems in highly inhomogeneous and disordered media, including the KPZ universality class (describing the evolution of interfaces in two dimensions), random walks in random environment and percolative systems. PASI fosters a collaboration between North American and Latin American researchers and students. The conference that inspired this volume took place in January 2012 in both Santiago de Chile and Buenos Aires. Researchers and graduate students will find timely research in probability theory, statistical physics and related disciplines.

In 1970, Manfred Eigen initiated the study of the origin of self-reproducing systems of macromolecules and their evolution. Large-scale nucleotide sequencing (with computer methods) was introduced from 1977. The authors of this book, the first edition of which appeared (in Russian) in 1985, have been engaged in the research of the evolution of molecular genetic regulatory systems ever since those pioneering years. The book considers many fundamental problems of molecular biology, evolution, molecular genetic organization, the structure and function of macromolecules, always with the underlying motive of developing a unified theory. It describes many original, theoretical results as well as computational methods.

Another Calculus book? As long as students find calculus scary, the failure rate in mathematics is higher than in all other subjects, and as long as most people mistakenly believe that only geniuses can learn and understand mathematics, there will always be room for a new book of Calculus. We call it Calculus Light.

This book is designed for a one semester course in "light" calculus - mostly single variable, meant to be used by undergraduate students without a wide mathematical background and who do not major in mathematics but study subjects such as engineering, biology or management information systems.

The first chapter contains a historical background of calculus. Every scientific achievement involves people and therefore characterized by victories and disappointments, intrigues and hope. All of these elements exist in the story behind calculus and when you add the time dimension, starting 2400 years ago, it is a saga. We hope the reader enjoys reading this chapter as much as we enjoyed the writing.

In addition to classic calculus the book provides tools for practical applications such as Fourier series, Lagrange multipliers and elementary numerical methods.

Every age and every culture has relied on the incorporation of mathematics in their works of architecture to imbue the built environment with meaning and order. Mathematics is also central to the production of architecture, to its methods of measurement, fabrication and analysis. This two-volume edited collection presents a detailed portrait of the ways in which two seemingly different disciplines are interconnected. Over almost 100 chapters it illustrates and examines the relationship between architecture and mathematics. Contributors of these chapters come from a wide range of disciplines and backgrounds: architects, mathematicians, historians, theoreticians, scientists and educators. Through this work, architecture may be seen and understood in a new light, by professionals as well as non-professionals.Volume I covers architecture from antiquity through Egyptian, Mayan, Greek, Roman, Medieval, Inkan, Gothic and early Renaissance eras and styles. The themes that are covered range from symbolism and proportion to measurement and structural stability. From Europe to Africa, Asia and South America, the chapters span different countries, cultures and practices.

The centerpiece of the thesis is the search for muon neutrino to electron neutrino oscillations which would indicate a non-zero mixing angle between the first and third neutrino generations ( 13), currently the holy grail of neutrino physics. The optimal extraction of the electron neutrino oscillation signal is based on the novel library event matching (LEM) method which Ochoa developed and implemented together with colleagues at Caltech and at Cambridge, which improves MINOS (Main Injector Neutrino Oscillator Search) reach for establishing an oscillation signal over any other method. LEM will now be the basis for MINOS final results, and will likely keep MINOS at the forefront of this field until it completes its data taking in 2011. Ochoa and his colleagues also developed the successful plan to run MINOS with a beam tuned for antineutrinos, to make a sensitive test of CPT symmetry by comparing the inter-generational mass splitting for neutrinos and antineutrinos. Ochoa s in-depth, creative approach to the solution of a variety of complex experimental problems is an outstanding example for graduate students and longtime practitioners of experimental physics alike. Some of the most exciting results in this field to emerge in the near future may find their foundations in this thesis.

This is an introduction to Galois Theory along the lines of Galois 's Memoir on the Conditions for Solvability of Equations by Radicals. It puts Galois 's ideas into historical perspective by tracing their antecedents in the works of Gauss, Lagrange, Newton, and even the ancient Babylonians. It also explains the modern formulation of the theory. It includes many exercises, with their answers, and an English translation of Galois 's memoir.

Our Subjects and Objectives. This book is about algebraic and symbolic computation and numerical computing (with matrices and polynomials). It greatly extends the study of these topics presented in the celebrated books of the seventies, [AHU] and [BM] (these topics have been under-represented in [CLR], which is a highly successful extension and updating of [AHU] otherwise). Compared to [AHU] and [BM] our volume adds extensive material on parallel com putations with general matrices and polynomials, on the bit-complexity of arithmetic computations (including some recent techniques of data compres sion and the study of numerical approximation properties of polynomial and matrix algorithms), and on computations with Toeplitz matrices and other dense structured matrices. The latter subject should attract people working in numerous areas of application (in particular, coding, signal processing, control, algebraic computing and partial differential equations). The au thors' teaching experience at the Graduate Center of the City University of New York and at the University of Pisa suggests that the book may serve as a text for advanced graduate students in mathematics and computer science who have some knowledge of algorithm design and wish to enter the exciting area of algebraic and numerical computing. The potential readership may also include algorithm and software designers and researchers specializing in the design and analysis of algorithms, computational complexity, alge braic and symbolic computing, and numerical computation.

The mathematical theory of networks and systems has a long, and rich history, with antecedents in circuit synthesis and the analysis, design and synthesis of actuators, sensors and active elements in both electrical and mechanical systems. Fundamental paradigms such as the state-space real ization of an input/output system, or the use of feedback to prescribe the behavior of a closed-loop system have proved to be as resilient to change as were the practitioners who used them. This volume celebrates the resiliency to change of the fundamental con cepts underlying the mathematical theory of networks and systems. The articles presented here are among those presented as plenary addresses, invited addresses and minisymposia presented at the 12th International Symposium on the Mathematical Theory of Networks and Systems, held in St. Louis, Missouri from June 24 - 28, 1996. Incorporating models and methods drawn from biology, computing, materials science and math ematics, these articles have been written by leading researchers who are on the vanguard of the development of systems, control and estimation for the next century, as evidenced by the application of new methodologies in distributed parameter systems, linear nonlinear systems and stochastic sys tems for solving problems in areas such as aircraft design, circuit simulation, imaging, speech synthesis and visionics."

This book covers the theory and applications of the Wigner phase space distribution function and its symmetry properties. The book explains why the phase space picture of quantum mechanics is needed, in addition to the conventional Schroedinger or Heisenberg picture. It is shown that the uncertainty relation can be represented more accurately in this picture. In addition, the phase space picture is shown to be the natural representation of quantum mechanics for modern optics and relativistic quantum mechanics of extended objects.

This book covers the theory and applications of the Wigner phase space distribution function and its symmetry properties. The book explains why the phase space picture of quantum mechanics is needed, in addition to the conventional Schroedinger or Heisenberg picture. It is shown that the uncertainty relation can be represented more accurately in this picture. In addition, the phase space picture is shown to be the natural representation of quantum mechanics for modern optics and relativistic quantum mechanics of extended objects.

In recent years, spatial analysis has become an increasingly active field, as evidenced by the establishment of educational and research programs at many universities. Its popularity is due mainly to new technologies and the development of spatial data infrastructures. This book illustrates some recent developments in spatial analysis, behavioural modelling, and computational intelligence. World renown spatial analysts explain and demonstrate their new and insightful models and methods. The applications are in areas of societal interest such as the spread of infectious diseases, migration behaviour, and retail and agricultural location strategies. In addition, there is emphasis on the uses of new technologoies for the analysis of spatial data through the application of neural network concepts.

This volume is intended for researchers in engineering and applied mathematics. It can also be used as a textbook for graduate students dealing with non-linear systems and control theory. After a self-contained treatment of the differential-geometric prerequisites, the book deals with controllability and observability properties of nonlinear systems, as well as various ways to obtain input-output representations. Problems of transforming nonlinear systems into simpler forms are discussed, including the feedback linearization problem. The disturbance and input-output decoupling problem are treated in detail, as well as some aspects of feedback stabilization, and interconnection and inversion of nonlinear systems. Emphasis is put on fundamental notions as (controlled) invariant distributions and submanifolds, together with algorithms to compute the required feedbacks. Extensions of these methods to other synthesis problems are indicated in the exercises at the end of each chapter. Special attention is paid to mechanical nonlinear control systems, and finally the theory is extended to general continuous-time and discrete time systems. Numerous examples and exercises illustrate the main results of the book.

This book introduces condition-based maintenance (CBM)/data-driven prognostics and health management (PHM) in detail, first explaining the PHM design approach from a systems engineering perspective, then summarizing and elaborating on the data-driven methodology for feature construction, as well as feature-based fault diagnosis and prognosis. The book includes a wealth of illustrations and tables to help explain the algorithms, as well as practical examples showing how to use this tool to solve situations for which analytic solutions are poorly suited. It equips readers to apply the concepts discussed in order to analyze and solve a variety of problems in PHM system design, feature construction, fault diagnosis and prognosis.

This book offers a new approach to the long-standing problem of high-Tc copper-oxide superconductors. It has been demonstrated that starting from a strongly correlated Hamiltonian, even within the mean-field regime, the "competing orders" revealed by experiments can be achieved using numerical calculations. In the introduction, readers will find a brief review of the high-Tc problem and the unique challenges it poses, as well as a comparatively simple numerical approach, the renormalized mean-field theory (RMFT), which provides rich results detailed in the following chapters. With an additional phase picked up by the original Hamiltonian, some behaviors of interactive fermions under an external magnetic field, which have since been experimentally observed using cold atom techniques, are also highlighted.

Classical optimization methodologies fall short in very large and complex domains. In this book is suggested a different approach to optimization, an approach which is based on the 'blind' and heuristic mechanisms of evolution and population genetics. The genetic approach to optimization introduces a new philosophy to optimization in general, but particularly to engineering. By introducing the 'genetic' approach to robot trajectory generation, much can be learned about the adaptive mechanisms of evolution and how these mechanisms can solve real world problems. It is suggested further that optimization at large may benefit greatly from the adaptive optimization exhibited by natural systems when attempting to solve complex optimization problems, and that the determinism of classical optimization models may sometimes be an obstacle in nonlinear systems.This book is unique in that it reports in detail on an application of genetic algorithms to a real world problem, and explains the considerations taken during the development work. Futhermore, it addresses robotics in two new aspects: the optimization of the trajectory specification which has so far been done by human operators and has not received much attention for both automation and optimization, and the introduction of a heuristic strategy to a field predominated by deterministic strategies.

The quadratic assignment problem (QAP) was introduced in 1957 by Koopmans and Beckmann to model a plant location problem. Since then the QAP has been object of numerous investigations by mathematicians, computers scientists, ope- tions researchers and practitioners. Nowadays the QAP is widely considered as a classical combinatorial optimization problem which is (still) attractive from many points of view. In our opinion there are at last three main reasons which make the QAP a popular problem in combinatorial optimization. First, the number of re- life problems which are mathematically modeled by QAPs has been continuously increasing and the variety of the fields they belong to is astonishing. To recall just a restricted number among the applications of the QAP let us mention placement problems, scheduling, manufacturing, VLSI design, statistical data analysis, and parallel and distributed computing. Secondly, a number of other well known c- binatorial optimization problems can be formulated as QAPs. Typical examples are the traveling salesman problem and a large number of optimization problems in graphs such as the maximum clique problem, the graph partitioning problem and the minimum feedback arc set problem. Finally, from a computational point of view the QAP is a very difficult problem. The QAP is not only NP-hard and - hard to approximate, but it is also practically intractable: it is generally considered as impossible to solve (to optimality) QAP instances of size larger than 20 within reasonable time limits.