Abstract: This chapter focuses on mathematical programming based optimization. An optimization problem is concerned with the maximization or minimization of an objective or even simultaneous maximization and minimization of several objectives. Nonlinear optimization problems involve one or more nonlinear terms in the objective function and/or constraints. Solution strategies for nonlinear optimization problems are underpinned by the methods used to determine search directions towards optimality. The chapter discusses problems combining continuous variables related by linear relationships (LP) and integer variables. Mixed integer nonlinear programming (MINLP) involves both continuous and discrete or integer type of decision variables, with nonlinearity occurring in at least one or more of the constraints and the objective function. A stochastic programming technique such as the genetic algorithm discussed here or simulated annealing is applied to an optimization problem with uncertain model parameters.
Publication Year: 2014
Publication Date: 2014-09-08
Language: en
Type: other
Indexed In: ['crossref']
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