Preface |
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xiii | |
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1 Optimization in Process Systems Engineering |
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1 | (8) |
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1 | (2) |
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1.2 Classification of Optimization Models |
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3 | (4) |
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7 | (2) |
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2 Solving Nonlinear Equations |
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9 | (7) |
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2.1 Process Modeling Approaches |
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9 | (1) |
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9 | (2) |
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11 | (5) |
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14 | (2) |
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3 Basic Theoretical Concepts in Optimization |
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16 | (16) |
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16 | (1) |
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3.2 Nonlinear Programming Example |
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17 | (2) |
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19 | (2) |
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3.4 Optimality Conditions |
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21 | (11) |
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3.4.1 Unconstrained Optimization |
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21 | (1) |
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3.4.2 Constrained Optimization (Equalities) |
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22 | (2) |
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3.4.3 Constrained Optimization (Inequalities) |
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24 | (2) |
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3.4.4 Nonlinear Programming Problem |
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26 | (1) |
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3.4.5 Active-Set Strategy Procedure for Determining a Karush-Kuhn-Tucker Point (Sargent, 1975) |
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27 | (3) |
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30 | (2) |
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4 Nonlinear Programming Algorithms |
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32 | (12) |
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4.1 Successive-Quadratic Programming |
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32 | (3) |
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4.2 Reduced-Gradient Method |
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35 | (3) |
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4.3 Interior-Point Method |
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38 | (2) |
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4.4 Comparison of NLP Algorithms |
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40 | (1) |
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4.5 Guidelines for Formulating NLP Models |
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40 | (4) |
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42 | (2) |
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44 | (9) |
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44 | (3) |
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47 | (4) |
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51 | (2) |
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52 | (1) |
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6 Mixed-Integer Programming Models |
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53 | (9) |
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6.1 Modeling with 0-1 Variables |
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53 | (9) |
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6.1.1 Motivating Examples |
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53 | (2) |
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6.1.2 Modeling with Linear 0-1 Variables yj |
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55 | (2) |
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6.1.3 Some Common IP Problems |
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57 | (4) |
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61 | (1) |
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7 Systematic Modeling of Constraints with Logic |
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62 | (10) |
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7.1 Modeling 0-1 Constraints with Propositional Logic |
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62 | (2) |
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7.1.1 Example 1 of Logic Proposition |
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63 | (1) |
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7.1.2 Example 2 of Logic Proposition |
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64 | (1) |
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7.2 Modeling of Disjunctions |
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64 | (4) |
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7.2.1 Big-M Reformulation |
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65 | (1) |
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7.2.2 Convex-Hull Reformulation |
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65 | (2) |
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67 | (1) |
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7.3 Generalized Disjunctive Programming |
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68 | (4) |
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69 | (3) |
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8 Mixed-Integer Linear Programming |
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72 | (9) |
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72 | (1) |
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73 | (1) |
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8.3 Gomory Cutting Planes |
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74 | (1) |
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8.4 Branch and Cut Method |
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75 | (6) |
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79 | (2) |
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9 Mixed-Integer Nonlinear Programming |
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81 | (12) |
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9.1 Overview of Solution Methods |
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81 | (1) |
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9.2 Derivation of Outer-Approximation and Generalized Benders Decomposition Methods |
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82 | (4) |
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9.3 Extended Cutting-Plane Method |
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86 | (1) |
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9.4 Properties and Extensions |
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87 | (6) |
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91 | (2) |
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10 Generalized Disjunctive Programming |
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93 | (10) |
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10.1 Logic-Based Formulation for Discrete/Continuous Optimization |
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93 | (1) |
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10.2 Relaxations and Reformulations of GDP |
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94 | (3) |
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10.3 Special Purpose Methods for GDP |
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97 | (6) |
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10.3.1 Disjunctive Branch and Bound |
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97 | (3) |
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10.3.2 Logic-Based Outer Approximation |
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100 | (2) |
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102 | (1) |
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11 Constraint Programming |
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103 | (6) |
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11.1 Logic-Based Modeling |
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103 | (2) |
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11.2 Search in Constraint Programming |
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105 | (4) |
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11.2.1 Domain Reduction and Constraint Propagation |
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105 | (1) |
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106 | (2) |
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108 | (1) |
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12 Nonconvex Optimization |
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109 | (10) |
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12.1 Major Approaches to Global Optimization |
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109 | (1) |
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110 | (1) |
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12.3 Global Optimization of Bilinear Programs |
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111 | (6) |
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12.4 Global Optimization of More General Functions |
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117 | (2) |
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117 | (2) |
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13 Lagrangean Decomposition |
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119 | (10) |
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13.1 Overview of Decomposition for Large-Scale Problems |
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119 | (1) |
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13.2 Lagrangean Relaxation |
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120 | (1) |
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121 | (3) |
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13.4 Lagrangean Decomposition |
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124 | (2) |
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13.5 Update of Lagrange Multipliers |
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126 | (3) |
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128 | (1) |
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14 Stochastic Programming |
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129 | (13) |
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14.1 Strategies for Optimization under Uncertainty |
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129 | (3) |
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14.2 Linear Stochastic Programming |
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132 | (2) |
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134 | (4) |
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14.4 Multistage Stochastic Programming |
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138 | (1) |
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139 | (3) |
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141 | (1) |
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142 | (21) |
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142 | (1) |
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15.2 Two-Stage Programming with Guaranteed Feasibility |
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142 | (2) |
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15.3 Flexibility Analysis |
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144 | (1) |
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15.4 Flexibility Test with No Control Variables |
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145 | (2) |
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15.5 Flexibility Test with Control Variables |
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147 | (2) |
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15.6 Parametric Region of Feasible Operation and Vertex Search |
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149 | (2) |
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15.7 Flexibility Index and Vertex Search |
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151 | (2) |
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15.8 Theoretical Conditions for Vertex Solutions |
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153 | (3) |
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156 | (7) |
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161 | (2) |
Appendix A Modeling Systems and Optimization Software |
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163 | (8) |
Appendix B Optimization Models for Process Systems Engineering |
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171 | (9) |
References |
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180 | (7) |
Index |
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187 | |