Introduction to Applied Optimization

1. Front Matter

   Pages i-xxix

   PDF

2. Introduction

   • Urmila M. Diwekar

   Pages 1-10

3. Linear Programming

   • Urmila M. Diwekar

   Pages 11-53

4. Nonlinear Programming

   • Urmila M. Diwekar

   Pages 55-94

5. Discrete Optimization

   • Urmila M. Diwekar

   Pages 95-150

6. Optimization Under Uncertainty

   • Urmila M. Diwekar

   Pages 151-215

7. Multiobjective Optimization

   • Urmila M. Diwekar

   Pages 217-257

8. Optimal Control and Dynamic Optimization

   • Urmila M. Diwekar

   Pages 259-335

9. Back Matter

   Pages 337-358

   PDF

Intended for advanced undergraduate/graduate students as well as scientists and engineers, this textbook presents a multi-disciplinary view of optimization, providing a thorough examination of algorithms, methods, techniques, and tools from diverse areas of optimization. Linear programming, nonlinear programming, discrete optimization, global optimization, optimization under uncertainty, multi-objective optimization, optimal control, and stochastic optimal control are introduced in each self-contained chapter, with exercises, examples, and case studies, the true gems of this text. This third edition includes additional content in each chapter designed to clarify or enhance the exposition, and update methodologies and solutions. A new real-world case study related to sustainability is added in Chapters 2—7. GAMS, AIMMS, and MATLAB® files of case studies for Chapters 2, 3, 4, 5, and 7 are freely accessible electronically as extra source materials. A solutions manual is available to instructors who adopt the textbook for their course.

From the reviews:

This work is definitely a welcome addition to the existing optimization literature, given its emphasis on modeling and solution practice, as well as its ‘user-friendly’ style of exposition. — János D. Pintér, European Journal of Operations Research, Vol. 177, 2007

 Urmila Diwekar’s book on applied optimization is one of the few books on the subject that combines impressive breadth of coverage with delightful readability. In her exposition of concepts and algorithms in the major areas of optimization, she always goes to the heart of the matter and illustrates her explanations with simple diagrams and numerical examples. Graduate and undergraduate students, who constitute part of the target audience, should find this a very useful book. — Jamshed A. Modi, Interfaces, Vol.36 (1), 2006

Optimization is a rich field with a strong history; this book nicely introduces both, moving from very introductory material to challenging techniques toward the end … Examples range from quite simplistic through realistic difficult scheduling problems. Some examples resurface in different chapter with twists to demonstrate how different techniques are required for differing data and constraints. — CHOICE, September 2004

• algorithms
• global optimization
• linear optimization
• multi-objective optimization
• nonlinear optimization
• optimization
• programming
• Linear Programming
• Nonlinear Programming
• Discrete Optimization
• Optimization under Uncertainty
• Multi-objective Optimization
• Optimal Control
• Applied Optimization
• stochastic optimal control
• GAMS

• Vishwamitra Research Institute, Crystal Lake, USA

  Urmila M. Diwekar

Urmila Diwekar is the president of the Vishwamitra Research, a non-profit research institute that she founded to pursue multidisciplinary research in the areas of Optimization under Uncertainty and Computer-aided Design applied to Energy, Environment, and Sustainability.  From 2002-2004, she was a Professor in the Departments of Chemical Engineering, Bio-Engineering, and Industrial Engineering, and in the Institute for Environmental Science and Policy, at the University of Illinois at Chicago (UIC).  She has a special formal arrangement with UIC where remains as the main advisor for her Ph.D. and M.S. students and teaches a course on optimization.  From 1991-2002 she was on the faculty of the Carnegie Mellon University, with early promotions to both the Associate and the Full Professor level.

Policies and ethics