The use of optimization techniques has become integral to the design and analysis of most industrial and socio-economic systems. Great strides have been made recently in the solution of large-scale problems arising in such areas as production planning, airline scheduling, government regulation, and engineering design, to name a few. Analysts have found, however, that standard mathematical programming models are often inadequate in these situations because more than a single objective function and a single decision maker are involved. Multiple objective programming deals with the extension of optimization techniques to account for several objective functions, while game theory deals with the inter-personal dynamics surrounding conflict. Bilevel programming, the focus of this book, is in a narrow sense the combination of the two. It addresses the problern in which two decision makers, each with their individual objectives, act and react in a noncooperative, sequential manner. The actions of one affect the choices and payoffs available to the other but neither player can completely dominate the other in the traditional sense.
The analysis and design of engineering and industrial systems has come to rely heavily on the use of optimization techniques. The theory developed over the last 40 years, coupled with an increasing number of powerful computational procedures, has made it possible to routinely solve problems arising in such diverse fields as aircraft design, material flow, curve fitting, capital expansion, and oil refining just to name a few. Mathematical programming plays a central role in each of these areas and can be considered the primary tool for systems optimization. Limits have been placed on the types of problems that can be solved, though, by the difficulty of handling functions that are not everywhere differentiable. To deal with real applications, it is often necessary to be able to optimize functions that while continuous are not differentiable in the classical sense. As the title of the book indicates, our chief concern is with (i) nondifferentiable mathematical programs, and (ii) two-level optimization problems. In the first half of the book, we study basic theory for general smooth and nonsmooth functions of many variables. After providing some background, we extend traditional (differentiable) nonlinear programming to the nondifferentiable case. The term used for the resultant problem is nondifferentiable mathematical programming. The major focus is on the derivation of optimality conditions for general nondifferentiable nonlinear programs. We introduce the concept of the generalized gradient and derive Kuhn-Tucker-type optimality conditions for the corresponding formulations.
In a rapidly developing field like Operations Research, its easy to get overwhelmed by the variety of topics and analytic techniques. Paul Jensen and Jonathan Bard help you master the expensive field by focusing on the fundamental models and methodologies underlying the practice of Operations Research. Bridging the gap between theory and practice, the author presents the quantitative tools and models most important to understanding modern operations research. You'll come to appreciate the power of OR techniques in solving real-world problems and applications in your own field. You'll learn how to translate complex situations into mathematical models, solve models and turn models into solutions. This text is designed to bridge the gap between theory and practice by presenting the quantitative tools and models most suited for modern operations research. The principal goal is to give analysts, engineers, and decision makers a larger appreciation of their roles by defining a common terminology and by explaining the interfaces between the underlying methodologies. Features Divides each subject into methods and models, giving you greater flexibility in how you approach the material. Concise and focused presentation highlights central ideas. Many examples throughout the text will help you better understand mathematical material.
This fully updated second edition provides an introduction to geotechnical earthquake engineering for first-year graduate students in geotechnical or earthquake engineering graduate programs with a level of detail that will also be useful for more advanced students as well as researchers and practitioners. It begins with an introduction to seismology and earthquake ground motions, then presents seismic hazard analysis and performance-based earthquake engineering (PBEE) principles. Dynamic soil properties pertinent to earthquake engineering applications are examined, both to facilitate understanding of soil response to seismic loads and to describe their practical measurement as part of site characterization. These topics are followed by site response and its analysis and soil–structure interaction. Ground failure in the form of soil liquefaction, cyclic softening, surface fault rupture, and seismically induced landslides are also addressed, and the book closes with a chapter on soil improvement and hazard mitigation. The first edition has been widely used around the world by geotechnical engineers as well as many seismologists and structural engineers. The main text of this book and the four appendices: • Cover fundamental concepts in applied seismology, geotechnical engineering, and structural dynamics. • Contain numerous references for further reading, allowing for detailed exploration of background or more advanced material. • Present worked example problems that illustrate the application of key concepts emphasized in the text. • Include chapter summaries that emphasize the most important points. • Present concepts of performance-based earthquake engineering with an emphasis on uncertainty and the types of probabilistic analyses needed to implement PBEE in practice. • Present a broad, interdisciplinary narrative, drawing from the fields of seismology, geotechnical engineering, and structural engineering to facilitate holistic understanding of how geotechnical earthquake engineering is applied in seismic hazard and risk analyses and in seismic design.
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