the Academic NEST

Justin Solomon ... 400 pages - Publisher: CRC Press; (July, 2015) ...
Language: English - ISBN-10: 1482251884 - ISBN-13: 978-1482251883 ... 

Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic design from a practical standpoint and provides insight into the theoretical tools needed to support these skills.

The book covers a wide range of topics―from numerical linear algebra to optimization and differential equations―focusing on real-world motivation and unifying themes. It incorporates cases from computer science research and practice, accompanied by highlights from in-depth literature on each subtopic. Comprehensive end-of-chapter exercises encourage critical thinking and build students’ intuition while introducing extensions of the basic material.

The text is designed for advanced undergraduate and beginning graduate students in computer science and related fields with experience in calculus and linear algebra. For students with a background in discrete mathematics, the book includes some reminders of relevant continuous mathematical background.

Sergios Theodoridis ... 1062 pages - Publisher: Academic Press; 1st edition (April, 2015) ... Language: English - ISBN-10: 0128015225 - ISBN-13: 978-0128015223 ... 

This tutorial text gives a unifying perspective on machine learning by covering both probabilistic and deterministic approaches -which are based on optimization techniques – together with the Bayesian inference approach, whose essence lies in the use of a hierarchy of probabilistic models. The book presents the major machine learning methods as they have been developed in different disciplines, such as statistics, statistical and adaptive signal processing and computer science. Focusing on the physical reasoning behind the mathematics, all the various methods and techniques are explained in depth, supported by examples and problems, giving an invaluable resource to the student and researcher for understanding and applying machine learning concepts.The book builds carefully from the basic classical methods  to  the most recent trends, with chapters written to be as self-contained as possible, making the text suitable for  different courses: pattern recognition, statistical/adaptive signal processing, statistical/Bayesian learning, as well as short courses on sparse modeling, deep learning, and probabilistic graphical models. All major classical techniques: Mean/Least-Squares regression and filtering, Kalman filtering, stochastic approximation and online learning, Bayesian classification, decision trees, logistic regression and boosting methods. * The latest trends: Sparsity, convex analysis and optimization, online distributed algorithms, learning in RKH spaces, Bayesian inference, graphical and hidden Markov models, particle filtering, deep learning, dictionary learning and latent variables modeling. * Case studies - protein folding prediction, optical character recognition, text authorship identification, fMRI data analysis, change point detection, hyperspectral image unmixing, target localization, channel equalization and echo cancellation, show how the theory can be applied. * MATLAB code for all the main algorithms are available on an accompanying website, enabling the reader to experiment with the code.

Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject.

Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.

The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.
An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Jaroslaw Sobieszczanski-Sobieski, Alan Morris, Michel van Tooren ... 

408 pages - Publisher: Wiley; 1st edition (September 28, 2015) ...
Language: English - ISBN-10: 1118492129 - ISBN-13: 978-1118492123 ... 

Multidisciplinary Design Optimization supported by Knowledge Based Engineering supports engineers confronting this daunting and new design paradigm. It describes methodology for conducting a system design in a systematic and rigorous manner that supports human creativity to optimize the design objective(s) subject to constraints and uncertainties.  The material presented builds on decades of experience in Multidisciplinary Design Optimization (MDO) methods, progress in concurrent computing, and Knowledge Based Engineering (KBE) tools.

Key features: Comprehensively covers MDO and is the only book to directly link this with KBE methods. * Provides a pathway through basic optimization methods to MDO methods. * Directly links design optimization methods to the massively concurrent computing technology. * Emphasizes real world engineering design practice in the application of optimization methods.

Multidisciplinary Design Optimization supported by Knowledge Based Engineering is a one-stop-shop guide to the state-of-the-art tools in the MDO and KBE disciplines for systems design engineers and managers. Graduate or post-graduate students can use it to support their design courses, and researchers or developers of computer-aided design methods will find it useful as a wide-ranging reference.

Katta G. Murty ... 502 pages - Publisher: Springer; 2010 edition (March 14, 2010)
Language: English - ASIN: B008BA5X7Q 

Linear programming (LP), modeling, and optimization are very much the fundamentals of OR, and no academic program is complete without them. No matter how highly developed one’s LP skills are, however, if a fine appreciation for modeling isn’t developed to make the best use of those skills, then the truly ‘best solutions’ are often not realized, and efforts go wasted.

Katta Murty studied LP with George Dantzig, the father of linear programming, and has written the graduate-level solution to that problem. While maintaining the rigorous LP instruction required, Murty's new book is unique in his focus on developing modeling skills to support valid decision making for complex real world problems. He describes the approach as 'intelligent modeling and decision making' to emphasize the importance of employing the best expression of actual problems and then applying the most computationally effective and efficient solution technique for that model.

From Back Cover: Optimization for Decision Making: Linear and Quadratic Models is a first-year graduate level text that illustrates how to formulate real world problems using linear and quadratic models; how to use efficient algorithms – both old and new – for solving these models; and how to draw useful conclusions and derive useful planning information from the output of these algorithms. While almost all the best known books on LP are essentially mathematics books with only very simple modeling examples, this book emphasizes the intelligent modeling of real world problems, and the author presents several illustrative examples and includes many exercises from a variety of application areas.

Additionally, where other books on LP only discuss the simplex method, and perhaps existing interior point methods, this book also discusses a new method based on using the sphere which uses matrix inversion operations sparingly and may be well suited to solving large-scale LPs, as well as those that may not have the property of being very sparse. Individual chapters present a brief history of mathematical modeling; methods for formulating real world problems; three case studies that illustrate the need for intelligent modeling; classical theory of polyhedral geometry that plays an important part in the study of LP; duality theory, optimality conditions for LP, and marginal analysis; variants of the revised simplex method; interior point methods; sphere methods; and extensions of sphere method to convex and nonconvex quadratic programs and to 0-1 integer programs through quadratic formulations. End of chapter exercises are provided throughout, with additional exercises available online.

Nature-Inspired Optimization Algorithms provides a systematic introduction to all major nature-inspired algorithms for optimization. The book's unified approach, balancing algorithm introduction, theoretical background and practical implementation, complements extensive literature with well-chosen case studies to illustrate how these algorithms work. Topics include particle swarm optimization, ant and bee algorithms, simulated annealing, cuckoo search, firefly algorithm, bat algorithm, flower algorithm, harmony search, algorithm analysis, constraint handling, hybrid methods, parameter tuning and control, as well as multi-objective optimization. This book can serve as an introductory book for graduates, doctoral students and lecturers in computer science, engineering and natural sciences. It can also serve a source of inspiration for new applications. Researchers and engineers as well as experienced experts will also find it a handy reference. * * * Discusses and summarizes the latest developments in nature-inspired algorithms with comprehensive, timely literature + Provides a theoretical understanding as well as practical implementation hints + Provides a step-by-step introduction to each algorithm.

This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis.

Chapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Engineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate or graduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algorithms.

Among the main topics covered: One-variable optimization ― optimality conditions, direct search and gradient * unconstrained optimization in n variables ― solution methods including Nelder and Mead simplex, steepest descent, Newton, Gauss–Newton, and quasi-Newton techniques, trust regions and conjugate gradients * constrained optimization in n variables ― solution methods including reduced-gradients, penalty and barrier methods, sequential quadratic programming, and interior point techniques* an introduction to global optimization * an introduction to automatic differentiation.