Robust Control Optimization with Metaheuristics

The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.

Comprehensive and up to date coverage of robust control theory and its application • Presented in a well-planned and logical way • Written by a respected leading author, with extensive experience in robust control • Accompanying website provides solutions manual and other supplementary material

R ecent developments in multi-parametric optimization and control   Multi-Parametric Optimization and Control  provides comprehensive coverage of recent methodological developments for optimal model-based control through parametric optimization. It also shares real-world research applications to support deeper understanding of the material.  Researchers and practitioners can use the book as reference. It is also suitable as a primary or a supplementary textbook. Each chapter looks at the theories related to a topic along with a relevant case study. Topic complexity increases gradually as readers progress through the chapters. The first part of the book presents an overview of the state-of-the-art multi-parametric optimization theory and algorithms in multi-parametric programming. The second examines the connection between multi-parametric programming and model-predictive control—from the linear quadratic regulator over hybrid systems to periodic systems and robust control.  The third part of the book addresses multi-parametric optimization in process systems engineering. A step-by-step procedure is introduced for embedding the programming within the system engineering, which leads the reader into the topic of the PAROC framework and software platform. PAROC is an integrated framework and platform for the optimization and advanced model-based control of process systems.  Uses case studies to illustrate real-world applications for a better understanding of the concepts presented Covers the fundamentals of optimization and model predictive control Provides information on key topics, such as the basic sensitivity theorem, linear programming, quadratic programming, mixed-integer linear programming, optimal control of continuous systems, and multi-parametric optimal control An appendix summarizes the history of multi-parametric optimization algorithms. It also covers the use of the parametric optimization toolbox (POP), which is comprehensive software for efficiently solving multi-parametric programming problems.

A unified view of metaheuristics This book provides a complete background on metaheuristics and shows readers how to design and implement efficient algorithms to solve complex optimization problems across a diverse range of applications, from networking and bioinformatics to engineering design, routing, and scheduling. It presents the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. Throughout the book, the key search components of metaheuristics are considered as a toolbox for: Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems Designing efficient metaheuristics for multi-objective optimization problems Designing hybrid, parallel, and distributed metaheuristics Implementing metaheuristics on sequential and parallel machines Using many case studies and treating design and implementation independently, this book gives readers the skills necessary to solve large-scale optimization problems quickly and efficiently. It is a valuable reference for practicing engineers and researchers from diverse areas dealing with optimization or machine learning; and graduate students in computer science, operations research, control, engineering, business and management, and applied mathematics.

An accessible introduction to optimization analysis using spreadsheets Updated and revised, Optimization Modeling with Spreadsheets, Third Edition emphasizes model building skills in optimization analysis. By emphasizing both spreadsheet modeling and optimization tools in the freely available Microsoft® Office Excel® Solver, the book illustrates how to find solutions to real-world optimization problems without needing additional specialized software. The Third Edition includes many practical applications of optimization models as well as a systematic framework that illuminates the common structures found in many successful models. With focused coverage on linear programming, nonlinear programming, integer programming, and heuristic programming, Optimization Modeling with Spreadsheets, Third Edition features: An emphasis on model building using Excel Solver as well as appendices with additional instructions on more advanced packages such as Analytic Solver Platform and OpenSolver Additional space devoted to formulation principles and model building as opposed to algorithms New end-of-chapter homework exercises specifically for novice model builders Presentation of the Sensitivity Toolkit for sensitivity analysis with Excel Solver Classification of problem types to help readers see the broader possibilities for application Specific chapters devoted to network models and data envelopment analysis A companion website with interactive spreadsheets and supplementary homework exercises for additional practice Optimization Modeling with Spreadsheets, Third Edition is an excellent textbook for upper-undergraduate and graduate-level courses that include deterministic models, optimization, spreadsheet modeling, quantitative methods, engineering management, engineering modeling, operations research, and management science. The book is an ideal reference for readers wishing to advance their knowledge of Excel and modeling and is also a useful guide for MBA students and modeling practitioners in business and non-profit sectors interested in spreadsheet optimization.

The loop-shaping approach consists of obtaining a specification in relation to the open loop of the control from specifications regarding various closed loop transfers, because it is easier to work on a single transfer (in addition to the open loop) than on a multitude of transfers (various loopings such as set point/error, disturbance/error, disturbance/control, etc.). The simplicity and flexibility of the approach make it very well adapted to the industrial context. This book presents the loop-shaping approach in its entirety, starting with the declension of high-level specifications into a loop-shaping specification. It then shows how it is possible to fully integrate this approach for the calculation of robust and efficient correctors with the help of existing techniques, which have already been industrially tried and tested, such as H-infinity synthesis. The concept of a gap metric (or distance between models) is also presented along with its connection with the prime factors of a set of systems shaping a ball of models, as well as its connections with robust synthesis by loop-shaping, in order to calculate efficient and robust correctors. As H-infinity loop-shaping is often demanding in terms of the order of correctors, the author also looks at loop-shaping synthesis under an ordering constraint. Two further promising lines of research are presented, one using stochastic optimization, and the other non-smooth optimization. Finally, the book introduces the concept of correction with two degrees of freedom via the formalism of prime factorization. Avenues for future work are also opened up by the author as he discusses the main drawbacks to loop-shaping synthesis, and how these issues can be solved using modern optimization techniques in an increasingly competitive industrial context, in accordance with ever more complex sets of functional specifications, associated with increasingly broad conditions of usage. Contents Introduction 1. The Loop-shaping Approach 2. Loop-shaping H-infinity Synthesis 3. Two Degrees-of-Freedom Controllers 4. Extensions and Optimizations Appendix 1. Demonstrative Elements on the Optimization of Robust Stabilization with Order Constraint Appendix 2. Establishment of Real LMIs for the Quasi-Convex Problem of Optimization of the Weighting Functions About the Authors Philippe Feyel is an R&D Engineer for the high-tech company Sagem D?fense S?curit?, part of the defence and security business of the SAFRAN group, in Paris, France.

Comprehensive and accessible guide to the three main approaches to robust control design and its applications Optimal control is a mathematical field that is concerned with control policies that can be deduced using optimization algorithms. The optimal control approach to robust control design differs from conventional direct approaches to robust control that are more commonly discussed by firstly translating the robust control problem into its optimal control counterpart, and then solving the optimal control problem. Robust Control Design: An Optimal Control Approach offers a complete presentation of this approach to robust control design, presenting modern control theory in an concise manner. The other two major approaches to robust control design, the H_infinite approach and the Kharitonov approach, are also covered and described in the simplest terms possible, in order to provide a complete overview of the area. It includes up-to-date research, and offers both theoretical and practical applications that include flexible structures, robotics, and automotive and aircraft control. Robust Control Design: An Optimal Control Approach will be of interest to those needing an introductory textbook on robust control theory, design and applications as well as graduate and postgraduate students involved in systems and control research. Practitioners will also find the applications presented useful when solving practical problems in the engineering field.

Solving complex optimization problems with parallel metaheuristics Parallel Metaheuristics brings together an international group of experts in parallelism and metaheuristics to provide a much-needed synthesis of these two fields. Readers discover how metaheuristic techniques can provide useful and practical solutions for a wide range of problems and application domains, with an emphasis on the fields of telecommunications and bioinformatics. This volume fills a long-existing gap, allowing researchers and practitioners to develop efficient metaheuristic algorithms to find solutions. The book is divided into three parts: * Part One: Introduction to Metaheuristics and Parallelism, including an Introduction to Metaheuristic Techniques, Measuring the Performance of Parallel Metaheuristics, New Technologies in Parallelism, and a head-to-head discussion on Metaheuristics and Parallelism * Part Two: Parallel Metaheuristic Models, including Parallel Genetic Algorithms, Parallel Genetic Programming, Parallel Evolution Strategies, Parallel Ant Colony Algorithms, Parallel Estimation of Distribution Algorithms, Parallel Scatter Search, Parallel Variable Neighborhood Search, Parallel Simulated Annealing, Parallel Tabu Search, Parallel GRASP, Parallel Hybrid Metaheuristics, Parallel Multi-Objective Optimization, and Parallel Heterogeneous Metaheuristics * Part Three: Theory and Applications, including Theory of Parallel Genetic Algorithms, Parallel Metaheuristics Applications, Parallel Metaheuristics in Telecommunications, and a final chapter on Bioinformatics and Parallel Metaheuristics Each self-contained chapter begins with clear overviews and introductions that bring the reader up to speed, describes basic techniques, and ends with a reference list for further study. Packed with numerous tables and figures to illustrate the complex theory and processes, this comprehensive volume also includes numerous practical real-world optimization problems and their solutions. This is essential reading for students and researchers in computer science, mathematics, and engineering who deal with parallelism, metaheuristics, and optimization in general.