sii Contents 721. Checking the Convergence of Constrained Optimization Problems 464 721.1 Pesturbing the Design Vector 465 7212 Testing the Kuhn—Tucker Conditions 465 722 Test Problems 467 7221 Design of a Three-Bar Truss 467 7222. Design of a Twenty-Five-Bar Space Truss 468 7223 Welded Beam Design 470 71224. Speed Reducer (Gear Tiain) Design 472 7225 Heat Exchanger Design 473 7123. MATLAB Solution of Constrained Optimization Problems 474 References and Bibliography 476 Review Questions 478, Problems 480 8_Geometric Programming 492 1 Introduction 492 82 Posynomial 492 83 Unconstrained Minimization Problem 493 84 Solution of an Unconstrained Geometric Programming Program Using Differential Calculus 493 85 Solution of an Unconsrtined Geometric Programming Problem Using ‘Arthmetic-Geometric Inequality 500 86 Primal-Dual Relationship and Sufficiency Conditions in the Unconstrained Cwe 501 8.7 Constrained Minimization 508 88 Solution of a Constrsined Geometric Programming Problem 509 89 Primal and Dual Programs in the Case of Less-Than Inequalities 510 8.10 Geometric Programming with Mixed Inequality Constraints S18 S11 Complementary Geometric Programming 520 S12 Applications of Geometric Programming 525 References and Bibliography $37 Review Questions $39 Problems 540 9 Dynamic Programming S44 9.1 Introduction 544 92 Multistage Decision Processes S45 9.2.1. Definition and Examples 545 922 Representation of a Multistage Decision Process 546 9.2.3 Conversion of a Nonseral System toa S 924 Types of Multstge Decision Problems S48 93 Concept of Suboptimization and Principle of Optimality $49 94 Computational Procedure in Dynamic Programming 553Contents xi 9.5 Example Illustrating the Calculus Method of Solution $55 9.6 Example Ilustating the Tabular Method of Solution $60, 9.7 Conversion ofa Final Value Problem into an Initial Value Problem 566 98 Linear Programming as a Case of Dynamic Programming 569 9.9 Continuous Dynamic Programming 373 9.10 Additional Applications 576 9.10.1 Design of Coatinuous Beams $76 9.10.2 Optimal Layout (Geometry) of a Truss $77 9.10.3 Optimal Design of a Gear Train 579 9.104 Design of « Minimam-Cost Drainage System 579 References and Bibliography S81 Review Questions 582 Problems 583 10 Integer Programming $88 10.1. Introduction 588 INTEGER LINEAR PROGRAMMING 589 102. Graphical Representation 589 103 Gomory's Cuting Plane Method 591 103.1 Concept of a Cutting Plane S91 1032 Gomory's Method for All-Ineger Programming Problems $92 1033. Gomory's Method for Mixed-Integer Programming Problems 599 104 Balas’ Algorithm for Zero-One Programming Problems 604 INTEGER NONLINEAR PROGRAMMING 606 105 tnteger Polynomial Programming 606 10.5.1 Representation of an Integer Variable by an Equivalent System of Binary Variables 607 1052 Conversion of a Zero-One Polynomial Programming Problem into a Zer0-One LP Problem 60 106 Branchand-Bound Method — 60 10:7 Sequential Linear Discrete Programming 614 108 Generalized Penalty Function Method 619 109 Solution of Binary Programming Problems Using MATLAB 624 References and Bibliography 625 Review Questions 626 Problems 627 U1 Stochastic Programming 632 111 Introduction 632 11.2 Basie Concepts of Probability Theory 632 1121 Definition of Probability 632Contents 11.22. Random Variables and Probability Density Functions 633 11.23 Mean and Standard Deviation 635 11.24 Function ofa Random Variable 638 11.25 Jointly Distibuted Random Variables 639 11.26 Covariance and Correlation 640 1.27 Functions of Several Random Variables 640 11.28 Probsbilty Distributions 643 11.29 Central Limit Theorem 647 113 Stochastic Linear Programming 647 HA Stochastic Nonlinear Programming 652 HAL Objective Function — 652 1142 Constraints 653, 115 Stochastic Geomettic Programming 659 References and Bibliography 661 Review Questions 662 Problems 663 12 Optimal Control and Optimality Criteria Methods 668 12.1 Introduction 68 122 Caleulus of Variations 668 1221 Introduction — 668 12.22 Problem of Calculus of Variations 669 1223 Lagrange Multipliers and Constraints 675 1224 Generalization 678 123 Optimal Control Theory 678 123.1 Necessary Conditions for Optimal Control 679 1232 Necessary Conditions for a General Problem 681 124 Optimality Criteria Methods 683, 124.1 Optimality Criteria witha Single Displacement Constraint 683 1242 Optimality Criteria with Multiple Displacement Constraints 684 1243. Reciprocal Approximations 685 References and Bibliography 689 Review Questions 689 Problems 690 13 Modern Methods of Optimization 693 13.1 Introduction 693, 132 Genetic Algorithms 694 132.1 Introduction — 694 15.22. Representation of Design Variables 694 1323. Representation of Objective Function and Constainss 696 1324 Genetic Operators 697 1325 Algorithm 701