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TIES583 Optimoinnin jatkokurssi, 5 op

10.9.2008 alkaen keskiviikkoisin klo 10-12 salissa Ag C 231.1

HUOM: lisäksi luento 5.12. klo 9-11 salissa Ag C 421.1

Luennoitsija

Kaisa Miettinen

Esitiedot

Sisältö

Kurssin suoritus

Ohjelma

Kirjallisuutta

  • Nonlinear Multiobjective Optimization, Kaisa Miettinen
  • J. Branke, K. Deb, K. Miettinen, R. Slowinski (editors): Multiobjective Optimization: Interactive and Evolutionary Approaches, Springer-Verlag, 2008
  • Evolutionary Algorithms in Engineering and Computer Science, Kaisa Miettinen, Marko. M. Mäkelä, Pekka Neittaanmäki & Jacques Periaux (eds.)
  • J. Nocedal, S. J. Wright: Numerical Optimization, Springer-Verlag, 1999
  • Bazaraa M. S., H. D. Sherali, C. M. Shetty: Nonlinear Programming: Theory and Algorithms, 2nd edition, John Wiley & Sons, New York, 1993 (excellent monograph on nonlinear programming)
  • Chankong V., Y. Y. Haimes: Multiobjective Decision Making Theory and Methodology, Elsevier Science Publishing Co., New York, 1983 (multiobjective optimization)
  • Deb K.: Multi-Objective Optimization using Evolutionary Algorithms, John Wiley & Sons, 2001 (covering collection of methods for generating a representation of the Pareto optimal set using evolutionary algorithms)
  • Fletcher R.: Practical Methods of Optimization, 2nd edition Chichester, John Wiley & Sons, 1987
  • Gill P. E., W. Murray, M. H. Wright: Practical Optimization Academic Press, London, 1981
  • Gill P. E., W. Murray, M. H. Wright: Numerical Linear Algebra and Optimization, Volume 1 Addison-Wesley Publishing Company, London, 1991
  • Goffe W.L., G.D. Ferrier, J. Rogers: Global Optimization of Statistical Functions with Simulated Annealing, Journal of Econometrics, 60 (1994) 65-99 (article related to the SIMANN Fortran code)
  • Grace A.: Optimization TOOLBOX For Use with MATLAB, User's Guide, The MathWorks Inc., 1994
  • Haataja J.: Optimointitehtävien ratkaiseminen, Luentomoniste 11, CSC-Tieteellinen laskenta Oy, 1993
  • Hwang C. L., A. S. M. Masud: Multiple Objective Decision Making - Methods and Applications: A State-of-the-Art Survey, Springer-Verlag, Berlin, Heidelberg, 1979 (nice collection of different methods for multiobjective optimization with examples)
  • Libman, Lasdon, Schrage, Waren: Modeling and Optimization with GINO, 1986
  • Luenberger D. G.: Linear and Nonlinear Programming, Second edition, Addison-Wesley Publishing Company, 1984
  • Mäkelä M.M., P. Neittaanmäki: Nonsmooth Optimization: Analysis and Algorithms with Applications to Optimal Control, World Scientific Publishers, 1992 (nonsmooth optimization, theory and methods)
  • Mangasarian O. L.: Nonlinear Programming, McGraw-Hill Book Company, 1969
  • Miettinen, K., Optimointi (Optimization), Lecture Notes 33, University Jyväskylä, Department of Mathematics, Jyväskylä, 1995 (2nd ed. 1998) (lecture notes in Finnish introducing nonlinear programming, its theory and methods including nonsmooth optimization, multiobjective optimization and global optimization)
  • Miettinen K., M. M. Mäkelä, P. Neittaanmäki, J. Periaux (Eds.) Evolutionary Algorithms in Engineering and Computer Science, John Wiley & Sons, 1999 (evolutionary algorithms and different applications)
  • Minoux M.: Mathematical Programming: Theory and Algorithms, John Wiley & Sons, Chichester, 1986
  • Nemhauser G. L., A. H. G. Rinnooy Kan, M. J. Todd (editors): Optimization, Handbooks in Operations Research and Management Science, Vol. 1, North-Holland, New York, 1989
  • Peressini A. L., F. E. Sullivan, J. J. Uhl Jr.: The Mathematics of Nonlinear Programming, Springer-Verlag, New York, 1988
  • Powell M. J. D.: An Efficient Method for Finding the Minimum of a Function of Several Variables without Calculating Derivatives, Computer Journal, 7(2), 155-162, 1964
  • Rao S. S.: Optimization Theory and Applications, 2nd edition, John Wiley & Sons, New Delhi, 1984
  • Ratschek H., J. Rokne: New Computer Methods for Global Optimization Chichester, Ellis Horwood, 1988
  • Rustem, B.: Algorithms for Nonlinear Programming and Multiple Objective Decisions, John Wiley & Sons, 1998 (introduction to nonlinear single objective optimization, quadratic programming and dynamic systems with multiple objectives under uncertainty)
  • Schrage, Cunningham: LINGO, Optimization Modeling Language, 1993
  • Steuer R. E.: Multiple Criteria Optimization: Theory, Computation, and Applications , John Wiley & Sons, Inc., 1986 (multiobjective optimization methods, mostly linear)
  • Törn A., A. Zilinskas: Global optimization, Springer-Verlag, New York, 1989
  • van Laarhoven P.J.M., E.H.L. Aarts: Simulated Annealing: Theory and Applications, D. Reidel Publishing Company, Dordrecht, 1987
  • Walsh G. R.: Methods of Optimization, London, 1975
  • Whittle P.: Optimization under Constraints: Theory and Applications of Nonlinear Programming, London, 1971
  • Zangwill W. I.: Nonlinear Programming: A Unified Approach, Prentice-Hall, 1969

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    8.9.2008 Kaisa Miettinen, kaisa.miettinen (at) @jyu.fi