Shape Optimization Under Uncertainty From A Stochastic Programming Point Of View

Author : Harald Held
Publisher : Springer Science & Business Media
ISBN 13 : 383489396X
Total Pages : 140 pages
Book Rating : 4.63/5 ( download)

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Download or read book Shape Optimization under Uncertainty from a Stochastic Programming Point of View written by Harald Held and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems are relevant in many areas of technical, industrial, and economic applications. At the same time, they pose challenging mathematical research problems in numerical analysis and optimization. Harald Held considers an elastic body subjected to uncertain internal and external forces. Since simply averaging the possible loadings will result in a structure that might not be robust for the individual loadings, he uses techniques from level set based shape optimization and two-stage stochastic programming. Taking advantage of the PDE’s linearity, he is able to compute solutions for an arbitrary number of scenarios without significantly increasing the computational effort. The author applies a gradient method using the shape derivative and the topological gradient to minimize, e.g., the compliance and shows that the obtained solutions strongly depend on the initial guess, in particular its topology. The stochastic programming perspective also allows incorporating risk measures into the model which might be a more appropriate objective in many practical applications.

Author : Günter Leugering
Publisher : Springer Science & Business Media
ISBN 13 : 3034801335
Total Pages : 622 pages
Book Rating : 4.31/5 ( download)

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Download or read book Constrained Optimization and Optimal Control for Partial Differential Equations written by Günter Leugering and published by Springer Science & Business Media. This book was released on 2012-01-03 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

Author : Gerd Infanger
Publisher : Boyd & Fraser Publishing Company
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.34/5 ( download)

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Download or read book Planning Under Uncertainty written by Gerd Infanger and published by Boyd & Fraser Publishing Company. This book was released on 1994 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Willem K. Klein Haneveld
Publisher : Springer Nature
ISBN 13 : 3030292193
Total Pages : 249 pages
Book Rating : 4.95/5 ( download)

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Download or read book Stochastic Programming written by Willem K. Klein Haneveld and published by Springer Nature. This book was released on 2019-10-24 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.

Author : George Deodatis
Publisher : CRC Press
ISBN 13 : 1315884887
Total Pages : 1112 pages
Book Rating : 4.82/5 ( download)

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Download or read book Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures written by George Deodatis and published by CRC Press. This book was released on 2014-02-10 with total page 1112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures contains the plenary lectures and papers presented at the 11th International Conference on STRUCTURAL SAFETY AND RELIABILITY (ICOSSAR2013, New York, NY, USA, 16-20 June 2013), and covers major aspects of safety, reliability, risk and life-cycle performance of str

Author : James L. Martin
Publisher : CRC Press
ISBN 13 : 1138000868
Total Pages : 5742 pages
Book Rating : 4.65/5 ( download)

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Download or read book Hydro-Environmental Analysis written by James L. Martin and published by CRC Press. This book was released on 2013-12-04 with total page 5742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on fundamental principles, Hydro-Environmental Analysis: Freshwater Environments presents in-depth information about freshwater environments and how they are influenced by regulation. It provides a holistic approach, exploring the factors that impact water quality and quantity, and the regulations, policy and management methods that are necessary to maintain this vital resource. It offers a historical viewpoint as well as an overview and foundation of the physical, chemical, and biological characteristics affecting the management of freshwater environments. The book concentrates on broad and general concepts, providing an interdisciplinary foundation. The author covers the methods of measurement and classification; chemical, physical, and biological characteristics; indicators of ecological health; and management and restoration. He also considers common indicators of environmental health; characteristics and operations of regulatory control structures; applicable laws and regulations; and restoration methods. The text delves into rivers and streams in the first half and lakes and reservoirs in the second half. Each section centers on the characteristics of those systems and methods of classification, and then moves on to discuss the physical, chemical, and biological characteristics of each. In the section on lakes and reservoirs, it examines the characteristics and operations of regulatory structures, and presents the methods commonly used to assess the environmental health or integrity of these water bodies. It also introduces considerations for restoration, and presents two unique aquatic environments: wetlands and reservoir tailwaters. Written from an engineering perspective, the book is an ideal introduction to the aquatic and limnological sciences for students of environmental science, as well as students of environmental engineering. It also serves as a reference for engineers and scientists involved in the management, regulation, or restoration of freshwater environments.

Author : Stein W. Wallace
Publisher : SIAM
ISBN 13 : 9780898718799
Total Pages : 724 pages
Book Rating : 4.91/5 ( download)

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Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-01-01 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.

Author : Warren B. Powell
Publisher : John Wiley & Sons
ISBN 13 : 1119815037
Total Pages : 1090 pages
Book Rating : 4.37/5 ( download)

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Download or read book Reinforcement Learning and Stochastic Optimization written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2022-03-15 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt: REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a “diary problem” that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.

Author : Ioannis Dritsas
Publisher : BoD – Books on Demand
ISBN 13 : 9533078294
Total Pages : 492 pages
Book Rating : 4.98/5 ( download)

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Download or read book Stochastic Optimization written by Ioannis Dritsas and published by BoD – Books on Demand. This book was released on 2011-02-28 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Optimization Algorithms have become essential tools in solving a wide range of difficult and critical optimization problems. Such methods are able to find the optimum solution of a problem with uncertain elements or to algorithmically incorporate uncertainty to solve a deterministic problem. They even succeed in fighting uncertainty with uncertainty. This book discusses theoretical aspects of many such algorithms and covers their application in various scientific fields.

Author : Holger Hanselka
Publisher : Trans Tech Publications Ltd
ISBN 13 : 3038137073
Total Pages : 230 pages
Book Rating : 4.78/5 ( download)

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Download or read book Uncertainty in Mechanical Engineering written by Holger Hanselka and published by Trans Tech Publications Ltd. This book was released on 2011-09-27 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of controlling uncertainty in mechanical engineering is significantly to enhance safety, reliability and economic efficiency in the development, production, use and conservation of natural resources. Volume is indexed by Thomson Reuters CPCI-S (WoS). This special collection of 19 peer-reviewed papers offers an academic and industrial perspective on the description, evaluation and control of uncertainty in: 1 Development, 2 Production and 3 Usage. This work should meet the needs of a broad readership, and motivate further investigations.