Preface |
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xv | |
Part I Problem Formulation |
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1 | (120) |
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1 The Nature and Organization of Optimization Problems |
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3 | (31) |
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1.1 What Optimization Is All About |
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4 | (1) |
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4 | (1) |
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1.3 Scope and Hierarchy of Optimization |
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5 | (4) |
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1.4 Examples of Applications of Optimization |
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9 | (5) |
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1.5 The Essential Features of Optimization Problems |
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14 | (4) |
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1.6 General Procedure for Solving Optimization Problems |
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18 | (8) |
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1.7 Obstacles to Optimization |
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26 | (1) |
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27 | (1) |
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28 | (6) |
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34 | (35) |
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2.1 Classification of Models |
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36 | (5) |
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41 | (2) |
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2.3 Fitting Functions to Empirical Data |
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43 | (7) |
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2.3.1 How to Determine the Form of a Model |
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43 | (7) |
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2.4 The Method of Least Squares |
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50 | (7) |
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2.5 Factorial Experimental Designs |
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57 | (3) |
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2.6 Fitting a Model to Data Subject to Constraints |
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60 | (2) |
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62 | (1) |
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63 | (6) |
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3 Formulation of Objective Functions |
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69 | (52) |
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3.1 Investment Costs and Operating Costs in Objective Functions |
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70 | (8) |
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3.2 Consideration of the Time Value of Money |
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78 | (5) |
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3.3 Measures of Profitability |
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83 | (5) |
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3.4 Optimizing Profitability |
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88 | (5) |
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3.5 Project Financial Evaluation |
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93 | (12) |
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105 | (8) |
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113 | (1) |
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114 | (7) |
Part II Optimization Theory and Methods |
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121 | (318) |
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4 Basic Concepts of Optimization |
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123 | (34) |
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4.1 Continuity of Functions |
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124 | (3) |
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4.2 Unimodal Versus Multimodal Functions |
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127 | (2) |
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4.3 Convex and Concave Functions |
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129 | (5) |
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134 | (4) |
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4.5 Necessary and Sufficient Conditions for an Extremum of an Unconstrained Function |
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138 | (7) |
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4.6 Interpretation of the Objective Function in Terms of Its Quadratic Approximation |
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145 | (6) |
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151 | (1) |
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152 | (5) |
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5 Optimization of Unconstrained Functions: One-Dimensional Search |
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157 | (31) |
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5.1 Numerical Methods for Optimizing a Function of One Variable |
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160 | (1) |
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5.2 Scanning and Bracketing Procedures |
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161 | (1) |
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5.3 Newton, Quasi-Newton, and Secant Methods of Unidimensional Search |
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162 | (9) |
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163 | (1) |
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5.3.2 Quasi-Newton Method |
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164 | (1) |
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164 | (7) |
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5.4 Region Elimination Methods |
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171 | (4) |
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5.5 Polynomial Approximation Methods |
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175 | (6) |
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5.5.1 Quadratic Interpolation |
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175 | (3) |
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5.5.2 Cubic Interpolation |
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178 | (3) |
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5.6 How the One-Dimensional Search is Applied in a Multidimensional Problem |
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181 | (2) |
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5.7 Evaluation of Unidimensional Search Methods |
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183 | (1) |
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184 | (1) |
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184 | (4) |
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6 Unconstrained Multivariable Optimization |
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188 | (62) |
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190 | (12) |
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190 | (1) |
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190 | (1) |
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190 | (2) |
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192 | (2) |
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6.1.5 Conjugate Search Directions |
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194 | (3) |
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197 | (5) |
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202 | (1) |
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6.2 Indirect Methods--First Order |
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202 | (6) |
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202 | (4) |
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206 | (2) |
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6.3 Indirect Methods--Second Order |
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208 | (11) |
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208 | (6) |
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6.3.2 Forcing the Hessian Matrix to be Positive Definite |
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214 | (2) |
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6.3.3 Movement in the Search Direction |
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216 | (1) |
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217 | (1) |
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6.3.5 Summary of Newton's Method |
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218 | (1) |
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6.3.6 Relation Between Conjugate Gradient Methods and Quasi-Newton Methods |
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219 | (1) |
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219 | (11) |
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6.4.1 Determination of the Approximate Hessian Matrix |
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220 | (7) |
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6.4.2 Movement in the Search Direction |
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227 | (1) |
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228 | (1) |
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6.4.4 Summary of Secant Methods |
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228 | (1) |
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6.4.5 Summary of Indirect Methods |
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229 | (1) |
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6.5 Finite Difference Approximations as Substitutes for Derivatives |
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230 | (3) |
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6.6 Sources of Computer Codes for Unconstrained Optimization |
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233 | (3) |
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6.7 Evaluation of Codes for Unconstrained Optimization |
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236 | (3) |
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6.8 Diagnosis of Optimization Code Failure to Solve a Problem |
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239 | (1) |
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239 | (2) |
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241 | (9) |
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7 Linear Programming and Applications |
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250 | (49) |
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7.1 Basic Concepts in Linear Programming |
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254 | (5) |
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7.2 Degenerate LP's--Graphical Solution |
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259 | (2) |
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7.3 Natural Occurrence of Linear Constraints |
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261 | (2) |
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7.4 The Simplex Method of Solving Linear Programming Problems |
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263 | (7) |
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270 | (3) |
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7.6 Obtaining a First Feasible Solution |
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273 | (6) |
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7.7 The Revised Simplex Method |
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279 | (3) |
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282 | (2) |
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7.9 Duality in Linear Programming |
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284 | (3) |
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7.10 The Karmarkar Algorithm |
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287 | (3) |
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290 | (1) |
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290 | (1) |
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291 | (8) |
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8 Nonlinear Programming with Constraints |
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299 | (96) |
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8.1 The Lagrange Multiplier Method |
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302 | (7) |
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8.2 Necessary and Sufficient Conditions for a Local Minimum |
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309 | (10) |
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8.3 Quadratic Programming |
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319 | (3) |
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8.4 The Generalized Reduced-Gradient Method |
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322 | (12) |
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8.4.1 Concept of the Reduced Gradient |
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323 | (4) |
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8.4.2 The Generalized Reduced Gradient Algorithm |
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327 | (7) |
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8.4.3 Sources of Computer Codes |
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334 | (1) |
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8.5 Penalty Function and Augmented Lagrangian Methods |
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334 | (8) |
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8.6 Successive (Sequential, Recursive) Quadratic Programming |
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342 | (16) |
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8.6.1 Form of the Quadratic-Programming Subproblem |
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343 | (5) |
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8.6.2 Successive Quadratic-Programming Algorithm |
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348 | (10) |
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8.6.3 Successive Quadratic-Programming Codes |
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358 | (1) |
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8.7 Random Search Methods |
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358 | (3) |
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8.8 Comparative Evaluation of General Nonlinear Programming Codes |
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361 | (2) |
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8.9 Successive Linear Programming |
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363 | (1) |
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8.10 Optimization of Dynamic Processes |
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364 | (8) |
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8.11 Diagnosis of the Failure of Optimization Codes to Solve Problems |
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372 | (1) |
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373 | (6) |
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379 | (16) |
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9 Optimization of Staged and Discrete Processes |
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395 | (44) |
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397 | (9) |
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9.2 Integer and Mixed Integer Programming |
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406 | (18) |
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9.2.1 Implicit Enumeration |
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411 | (2) |
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9.2.2 The Branch and Bound Technique |
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413 | (9) |
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9.2.3 Nonlinear Mixed-Integer Programming Algorithms |
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422 | (2) |
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424 | (2) |
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426 | (13) |
Part III Applications of Optimization |
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439 | (160) |
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10 Heat Transfer and Energy Conservation |
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443 | (31) |
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10.1 Optimizing Recovery of Waste Heat |
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447 | (2) |
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10.2 Optimum Shell and Tube Heat Exchanger Design |
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449 | (8) |
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10.3 Optimization of Heat Exchanger Networks |
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457 | (5) |
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Example 10.1 Optimal Allocation of Temperatures in a Sequence of Heat Exchangers |
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458 | (4) |
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10.4 Optimization of Evaporator Design |
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462 | (5) |
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Example 10.2 Optimization of a Multistage Evaporator |
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463 | (4) |
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10.5 Boiler/Turbo Generator System Optimization |
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467 | (4) |
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471 | (3) |
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474 | (28) |
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11.1 Optimization of Liquid-Liquid Extraction Processes |
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475 | (5) |
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Example 11.1 Optimization of Liquid Extraction Column Flowrates |
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475 | (5) |
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11.2 Optimal Design and Operation of Staged Distillation Columns |
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480 | (21) |
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Example 11.2 Optimal Design and Operation of Conventional Staged Distillation Columns |
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486 | (5) |
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Example 11.3 Nonlinear Regression to Fit Vapor-Liquid Equilibrium Data |
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491 | (4) |
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Example 11.4 Determination of the Optimum Reflux Ratio for a Staged Distillation Column |
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495 | (3) |
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Example 11.5 Use of Linear Programming to Optimize a Separation Train |
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498 | (3) |
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501 | (1) |
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502 | (22) |
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Example 12.1 Optimal Pipe Diameter |
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503 | (3) |
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Example 12.2 Minimum Work Compression |
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506 | (4) |
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Example 12.3 Economic Operation of a Fixed-Bed Filter |
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510 | (3) |
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Example 12.4 Optimal Design of a Gas Transmission Network |
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513 | (9) |
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522 | (2) |
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13 Chemical Reactor Design and Operation |
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524 | (27) |
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13.1 Formulation of Chemical Reactor Optimization Problems |
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525 | (3) |
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13.1.1 Modeling of Chemical Reactors |
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525 | (1) |
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13.1.2 Objective Functions for Reactors |
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526 | (2) |
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13.2 Use of Differential Calculus in Reactor Optimization |
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528 | (6) |
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Example 13.1 Optimal Residence Time for Maximum Yield in an Ideal Isothermal Batch Reactor |
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531 | (1) |
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Example 13.2 One-Dimensional Search for Optimum Residence Time of a Chemostat |
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532 | (2) |
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13.3 Use of Linear Programming to Optimize Reactor Operations |
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534 | (4) |
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Example 13.3 Optimization of a Thermal Cracker |
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534 | (4) |
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13.4 Nonlinear Programming Applied to Chemical Reactor Optimization |
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538 | (12) |
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Example 13.4 Maximum Yield With Respect to Reactor Volume |
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541 | (1) |
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Example 13.5 Optimal Design of an Ammonia Reactor |
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542 | (4) |
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Example 13.6 Solution of an Alkylation Process by Sequential Quadratic Programming |
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546 | (4) |
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550 | (1) |
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14 Optimization in Large-Scale Plant Design and Operation |
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551 | (48) |
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14.1 General Methods of Meshing Optimization Procedures with Process Models/Simulators |
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556 | (3) |
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14.2 Equation-Based Large-Scale Optimization |
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559 | (13) |
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Example 14.1 Equation-Based Optimization for a Refrigeration Process |
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561 | (9) |
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Example 14.2 Application of ASCEND-II to the Optimization of a Distillation Column |
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570 | (2) |
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14.3 Large-Scale Optimization Using Sequential Modular Flowsheeting |
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572 | (16) |
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14.3.1 Feasible Path Strategies |
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575 | (3) |
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Example 14.3 Application of the Feasible Path Method to a Process for the Chlorination of Propylene |
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578 | (9) |
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14.3.2 Infeasible Path Strategies |
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587 | (1) |
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Example 14.4 Application of the Nonfeasible Path Method to a Process for the Chlorination of Propylene |
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588 | (1) |
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14.4 Large-Scale Optimization Incorporating Simultaneous Modular Flowsheeting Strategies |
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588 | (6) |
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14.4.1 Calculation of the Elements in the Jacobian Matrix that Represent the Process |
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591 | (2) |
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14.4.2 Nonlinear Programming Algorithm |
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593 | (1) |
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14.4.3 Scaling of the Objective Function and Variables |
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593 | (1) |
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14.5 Conclusions Regarding Combining Optimization with Flowsheeting Codes |
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594 | (1) |
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14.6 Treatment of Large-Scale Problems with Integer-Valued Variables |
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594 | (1) |
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595 | (4) |
Appendixes |
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599 | (34) |
A Nomenclature |
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599 | (5) |
B Mathematical Summary |
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604 | (19) |
B.1 Definitions |
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605 | (1) |
B.2 Basic Matrix Operations |
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606 | (7) |
B.3 Linear Independence and Row Operations |
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613 | (3) |
B.4 Solution of Linear Equations |
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616 | (3) |
B.5 Eigenvalues, Eigenvectors |
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619 | (2) |
References |
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621 | (1) |
Problems |
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621 | (2) |
C Range Space and Null Space and Relation to Reduced Gradient and Projection Methods |
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623 | (9) |
References |
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632 | (1) |
Name Index |
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633 | (9) |
Subject Index |
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642 | |