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This book examines the main methodological and theoretical developments in stochastic global optimization. It is designed to inspire readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods. Among the book’s features is a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms.

This volume is a collection of survey papers in combinatorics that have grown out of lectures given in the workshop on Probabilistic Combinatorics at the Paul Erdös Summer Research Center in Mathematics in Budapest. The papers, reflecting the many facets of modern-day combinatorics, will be appreciated by specialists and general mathematicians alike: assuming relatively little background, each paper gives a quick introduction to an active area, enabling the reader to learn about the fundamental...

Recent years have witnessed important developments in those areas of the mathematical sciences where the basic model under study is a dynamical system such as a differential equation or control process. Many of these recent advances were made possible by parallel developments in nonlinear and nonsmooth analysis. The latter subjects, in general terms, encompass differential analysis and optimization theory in the absence of traditional linearity, convexity or smoothness assumptions. In the last t...

This book is a self-contained text devoted to the numerical determination of optimal inputs for system identification. It presents the current state of optimal inputs with extensive background material on optimization and system identification. The field of optimal inputs has been an area of considerable research recently with important advances by R. Mehra, G. c. Goodwin, M. Aoki, and N. E. Nahi, to name just a few eminent in- vestigators. The authors' interest in optimal inputs first developed...

This book provides a comprehensive treatment of the development and present state of the theory of sensitivity of dynamic systems. It is intended as a textbook and reference for researchers and scientists in electrical engineering, control and information theory as well as for mathematicians. The extensive and structured bibliography provides an overview of the literature in the field and points out directions for further research.

The efficient numerical solution of PDE constrained optimization problems plays an important role in many engineering and science applications. The development of robust and efficient numerical algorithms requires the integration of tools from several mathematical subdisciplines, often only described individually in books or journal articles. The goal of this book is to provide readers with a brief introduction to this active research area as well as with an overview of the state-of-the-art in t...

Presenting the most important results of a new branch of functional analysis - subdifferential calculus and its applications - this monograph details new tools and techniques of convex and non-smooth analysis, such as Kantorovich spaces, vector duality, Boolean-valued and infinitesimal versions of non-standard analysis, covering a wide range of topics. The book aims to fill the gap between the theoretical core of modern functional analysis and its applicable sections, such as optimization, optim...

This book integrates the key concepts of mathematical programming (MP) and constraint programming (CP) into a unified framework that allows them to be generalized and combined. The unification of MP and CP creates optimization methods that have much greater modeling power, increased computational speed, and a sizeable reduction computational coding. This integration along with constraint programming being incorporated into a number of programming languages, brings the field a step closer to bein...

An elementary first course for students in mathematics and engineering Practical in approach: examples of code are provided for students to debug, and tasks - with full solutions - are provided at the end of each chapter Includes a glossary of useful terms, with each term supported by an example of the syntaxes commonly encountered

Kalman filter, particle filter, IMM, PDA, ITS, random sets... The number of useful object-tracking methods is exploding. But how are they related? How do they help track everything from aircraft, missiles and extra-terrestrial objects to people and lymphocyte cells? How can they be adapted to novel applications? Fundamentals of Object Tracking tells you how. Starting with the generic object-tracking problem, it outlines the generic Bayesian solution. It then shows systematically how to formulate...

All papers of this title have been peer-reviewed. The main goal of this series of conferences is to bring together experts and young talented scientists from Bulgaria and abroad to discuss modern trends and to ensure exchange of views in various applications of mathematics in engineering, physics, economics, biology, etc. Keeping the main topics of the previous AMEE conferences as well as the big success of AMEE'07, this year's 34th issue was again subject to the motto 'Nonlinear phenomena - mat...

This collection of 188 nonlinear programming test examples is a supplement of the test problem collection published by Hock and Schittkowski [2]. As in the former case, the intention is to present an extensive set of nonlinear programming problems that were used by other authors in the past to develop, test or compare optimization algorithms. There is no distinction between an "easy" or "difficult" test problem, since any related classification must depend on the underlying algorithm and test de...

This is a book about modelling, analysis and control of linear time- invariant systems. The book uses what is called the behavioral approach towards mathematical modelling. Thus a system is viewed as a dynamical relation between manifest and latent variables. The emphasis is on dynamical systems that are represented by systems of linear constant coefficients. In the first part of the book the structure of the set of trajectories that such dynamical systems generate is analyzed. Conditions are ob...