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Mathematical Programming has been of significant interest and
relevance in engineering, an area that is very rich in challenging
optimization problems. In particular, many design and operational
problems give rise to nonlinear and mixed-integer nonlinear
optimization problems whose modeling and solu tion is often
nontrivial. Furthermore, with the increased computational power and
development of advanced analysis (e. g. , process simulators,
finite element packages) and modeling systems (e. g. , GAMS, AMPL,
SPEEDUP, ASCEND, gPROMS), the size and complexity of engineering
optimization models is rapidly increasing. While the application of
efficient local solvers (nonlinear program ming algorithms) has
become widespread, a major limitation is that there is often no
guarantee that the solutions that are generated correspond to
global optima. In some cases finding a local solution might be
adequate, but in others it might mean incurring a significant cost
penalty, or even worse, getting an incorrect solution to a physical
problem. Thus, the need for finding global optima in engineering is
a very real one. It is the purpose of this monograph to present
recent developments of tech niques and applications of
deterministic approaches to global optimization in engineering. The
present monograph is heavily represented by chemical engi neers;
and to a large extent this is no accident. The reason is that
mathematical programming is an active and vibrant area of research
in chemical engineering. This trend has existed for about 15 years.
Mathematical Programming has been of significant interest and
relevance in engineering, an area that is very rich in challenging
optimization problems. In particular, many design and operational
problems give rise to nonlinear and mixed-integer nonlinear
optimization problems whose modeling and solu tion is often
nontrivial. Furthermore, with the increased computational power and
development of advanced analysis (e. g. , process simulators,
finite element packages) and modeling systems (e. g. , GAMS, AMPL,
SPEEDUP, ASCEND, gPROMS), the size and complexity of engineering
optimization models is rapidly increasing. While the application of
efficient local solvers (nonlinear program ming algorithms) has
become widespread, a major limitation is that there is often no
guarantee that the solutions that are generated correspond to
global optima. In some cases finding a local solution might be
adequate, but in others it might mean incurring a significant cost
penalty, or even worse, getting an incorrect solution to a physical
problem. Thus, the need for finding global optima in engineering is
a very real one. It is the purpose of this monograph to present
recent developments of tech niques and applications of
deterministic approaches to global optimization in engineering. The
present monograph is heavily represented by chemical engi neers;
and to a large extent this is no accident. The reason is that
mathematical programming is an active and vibrant area of research
in chemical engineering. This trend has existed for about 15 years.
Based on the author's forty years of teaching experience, this
unique textbook covers both basic and advanced concepts of
optimization theory and methods for process systems engineers.
Topics covered include continuous, discrete and logic optimization
(linear, nonlinear, mixed-integer and generalized disjunctive
programming), optimization under uncertainty (stochastic
programming and flexibility analysis), and decomposition techniques
(Lagrangean and Benders decomposition). Assuming only a basic
background in calculus and linear algebra, it enables easy
understanding of mathematical reasoning, and numerous examples
throughout illustrate key concepts and algorithms. End-of-chapter
exercises involving theoretical derivations and small numerical
problems, as well as in modeling systems like GAMS, enhance
understanding and help put knowledge into practice. Accompanied by
two appendices containing web links to modeling systems and models
related to applications in PSE, this is an essential text for
single-semester, graduate courses in process systems engineering in
departments of chemical engineering.
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