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APPLIED OPTIMIZATION
Formulation and Algorithms for Engineering Systems
The starting point in the formulation of any numerical problem is to take an intu-
itive idea about the problem in question and to translate it into precise mathematical
language. This book provides step-by-step descriptions of how to formulate numer-
ical problems so that they can be solved by existing software. It examines various
types of numerical problems and develops techniques for solving them. A number
of engineering case studies are used to illustrate in detail the formulation process.
The case studies motivate the development of efficient algorithms that involve, in
some cases, transformation of the problem from its initial formulation into a more
tractable form.
Five general problem classes are considered: linear systems of equations,
non-linear systems of equations, unconstrained optimization, equality-constrained
optimization, and inequality-constrained optimization.
The book contains many worked examples and homework exercises and is suit-
able for students of engineering or operations research taking courses in optimiza-
tion. Supplementary material including solutions, lecture slides, and appendices,
are available online at www.cambridge.org/9780521855648.
Ross Baldick
is a professor of electrical and computer engineering at The Uni-
versity of Texas at Austin. His current research involves optimization and economic
theory applied to electric power system operations, and the public policy and tech-
nical issues associated with electric transmission under deregulation. He is an editor
of
IEEE Transactions on Power Systems.
APPLIED OPTIMIZATION
Formulation and Algorithms for
Engineering Systems
ROSS BALDICK
Department of Electrical and Computer Engineering
The University of Texas at Austin
CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo, Delhi
Cambridge University Press
The Edinburgh Building, Cambridge CB2 8RU, UK
Published in the United States of America by Cambridge University Press, New York
www.cambridge.org
Information on this title: www.cambridge.org/9780521855648
© Cambridge University Press 2006
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2006
This digitally printed version 2008
A catalogue record for this publication is available from the British Library
ISBN 978 0 521 85564 8 hardback
ISBN 978 0 521 10028 1 paperback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third party Internet websites referred to in this publication,
and does not guarantee that any content on such websites is, or will remain, accurate
or appropriate.
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