Encyclopedia of Optimization

4645 Pages·2009·72.866 MB·English

by  Emilio Spedicato (auth.), Christodoulos A. Floudas, Panos M. Pardalos (eds.)

EncyclopediaofOptimization
SecondEdition
C.A. Floudas and P.M. Pardalos(Eds.)
Encyclopedia of Optimization
Second Edition
With613Figuresand247Tables
123
CHRISTODOULOSA.FLOUDAS
DepartmentofChemicalEngineering
PrincetonUniversity
Princeton,NJ08544-5263
USA
[email protected]
PANOSM.PARDALOS
CenterforAppliedOptimization
DepartmentofIndustrialandSystemsEngineering
UniversityofFlorida
Gainesville,FL32611-6595
USA
[email protected]
LibraryofCongressControlNumber:2008927531
ISBN:978-0-387-74759-0
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Preface to the Second Edition
Optimizationmayberegardedasthecornerstoneofmanyareasofappliedmathematics,computerscience,engi-
neering,andanumberofotherscientificdisciplines.Amongotherthings,optimizationplaysakeyroleinfinding
feasiblesolutionstoreal-lifeproblems,frommathematicalprogrammingtooperationsresearch,economics,man-
agementscience,business,medicine,lifescience,andartificialintelligence,tomentiononlyseveral.
Optimizationentails engaginginanactiontofindthebestsolution. Asaflourishing researchactivity, ithas
ledtotheoretical andcomputational advances, newtechnologies andnewmethodsindevelopingmoreoptimal
designs of different systems, efficiency, and robustness, in minimizing the costs of operations in a process, and
maximizingtheprofitsofacompany.
The firstedition ofthe encyclopedia ofoptimization was wellreceived bythescientific community and has
beenaninvaluablesourceofscientificinformationforresearchers,practitioners,andstudents.
Given the enormous yearly increases in this field since the appearance of the first edition, additional opti-
mizationknowledgehasbeenaddedtothissecondedition.Asbefore,entriesarearrangedinalphabeticalorder;
thestyleoftheentrieshasbeenretainedtoemphasizetheexpositoryandsurvey-typenatureofthearticles.Also
manyolderentrieshavebeenupdatedand revised inlightofnew developments. Finally,several improvements
havebeenmadeintheformattoallowformorelinkstoappropriateinternetcitesandelectronicavailability.
Acknowledgments
Wewishtothankallinvitedcontributorsfortheirexcellenteffortsinwritingtheirarticleinanexpositorywayso
thatitisaccessibletomostscientists.Theeditorswanttoalsotakethisopportunitytoexpressgratitudetoallthe
contributors,theirresearchgroups,theirfamiliesfortheirsupportandencouragement,theirresearchsponsors,
andtoPrincetonUniversity,andtheUniversityofFlorida.
Many thanks go especially to Kerstin Kindler at Springer for her efficiency, terrific organization skills, and
friendlyspiritthroughtheentire project. Wewould likealso tothank theadvisory board fortheir supportand
suggestions. Finally, wewould liketo thank the editors of Springer, Ann Kostant and Elizabeth Loew,for their
thoughtfulguidance,assistanceandsupportduringtheplanningandpreparationofthesecondedition.
C.A.FloudasandP.M.Pardalos
Editors
About the Editors
ChristodoulosA.Floudas
ChristodoulosA.FloudasistheStephenC.Macaleer’63ProfessorinEngineeringandAppliedScienceandProfes-
sorofChemicalEngineeringatPrincetonUniversity.ConcurrentFacultypositionsincludeCenterforQuantita-
tiveBiologyattheLewis-SiglerInstitute,PrograminAppliedandComputationalMathematics,andDepartment
ofOperationsResearchandFinancialEngineering.HehasheldVisitingProfessorpositionsatImperialCollege,
SwissFederalInstituteofTechnology,ETH,UniversityofVienna,andtheChemicalProcessEngineeringResearch
Institute(CPERI),Thessaloniki,Greece.
Dr.Floudas obtained his Ph.D. fromCarnegie Mellon University, and today is aworld authority inmath-
ematical modeling and optimization of complex systems. His research interests lie at the interface of chemical
engineering,appliedmathematics,andoperationsresearchwithprincipalareasoffocusincludingchemicalpro-
cesssynthesisanddesign,processcontrolandoperations,discrete-continuousnonlinearoptimization,localand
globaloptimization,andcomputationalchemistryandmolecularbiology.
Hehasreceived numerousawardsforteaching andresearchincludingtheNSFPresidentialYoungInvesti-
gator Award, theEngineering Council Teaching Award, theBodossaki Foundation Award inAppliedSciences,
theBestPaperAwardinComputersandChemicalEngineering,AspenTechExcellenceinTeachingAward,the
2001 AIChE Professional Progress Award for Outstanding Progress in Chemical Engineering, the 2006 AIChE
Computing inChemicalEngineering Award,andthe2007Graduate Mentoring Award.Dr.Floudashasserved
ontheeditorialboardsofIndustrialEngineeringChemistryResearch,JournalofGlobalOptimization,Computers
andChemicalEngineering,andvariousbookseries.Hehasauthored2graduatetextbooks,hasco-editedseveral
volumes,haspublishedover200articles,andhasdeliveredover300invitedlecturesandseminars.
VIII AbouttheEditors
PanosM.Pardalos
PanosM.PardalosisDistinguished ProfessorofIndustrialandSystemsEngineeringattheUniversityofFlorida
andthedirectoroftheCenterforAppliedOptimization.HeisalsoanaffiliatedfacultymemberoftheComputer
Science Department, the Hellenic Studies Center, and the Biomedical Engineering Program. Pardalos has held
visitingappointmentsatPrincetonUniversity,DIMACSCenter,InstituteofMathematicsandApplications,Fields
Institute,AT&TLabsResearch,TrierUniversity,LinkopingInstituteofTechnology,anduniversitiesinGreece.
Dr. Pardalos obtained his Ph.D. from the University of Minnesota, and today is a world leading expert in
global and combinatorial optimization. His primary research interests include network design problems, opti-
mizationintelecommunications,e-commerce,datamining,biomedicalapplications,andmassivecomputing.He
has been an invited lecturer at several universities and research institutes around the world and has organized
severalinternationalconferences.
HehasreceivednumerousawardsincludingUniversityofFloridaResearchFoundationProfessor,UFDoc-
toralDissertationAdvisor/MentoringAward,ForeignMemberoftheRoyalAcademyofDoctors(Spain),Foreign
MemberLithuanianAcademyofSciences,ForeignMemberoftheUkrainianAcademyofSciences,ForeignMem-
berofthePetrovskayaAcademyofSciencesandArts(Russia),andHonoraryMemberoftheMongolianAcademy
of Sciences. Hehas also received anHonorary Doctorate degreefrom Lobachevski University, he isa fellow of
AAAS,afellowofINFORMS,andin2001hewasawardedtheGreekNationalAwardandGoldMedalforOpera-
tionsResearch.PanosPardalosistheeditor-in-chiefoftheJournalofGlobalOptimization,JournalofOptimization
Letters,andComputationalManagementScience.Dr.Pardalosisalsothemanagingeditorofseveralbookseries,
andamemberoftheeditorialboardofvariousinternationaljournals.Hehasauthored8books,haseditedseveral
volumes,haswrittennumerousarticles,andhasalsodevelopedseveralwellknownsoftwarepackages.
Editorial Board Members
DIMITRIP.BERTSEKAS WALTERMURRAY
McAfeeProfessorofEngineering DepartmentofManagementScienceandEngineering
MassachusettsInstituteofTechnology StanfordUniversity
Cambridge,MA,USA Stanford,CA,USA
JOHNR.BIRGE
GEORGEL.NEMHAUSER
JerryW.andCarolLeeLevin
ChandlerChairedProfessor
ProfessorofOperationsManagement
SchoolofIndustrialandSystemsEngineering
TheUniversityofChicagoGraduateSchool
GeorgiaInstituteofTechnology
ofBusiness
Atlanta,GA,USA
Chicago,IL,USA
JONATHANM.BORWEIN JAMESB.ORLIN
FRSC,CanadaResearchChair EdwardPennellBrooksProfessor
ComputerScienceDepartment ofOperationsResearch
DalhousieUniversity MITSloanSchoolofManagement
Halifax,NS,Canada Cambridge,MA,USA
VLADIMIRF.DEMYANOV
J.BENROSEN
AppliedMathematicsDepartment
ComputerScienceDepartment
St.PetersburgStateUniversity
UCSDandUniversityofMinnesota
St.Petersburg,Russia
LaJolla,CA,andMinneapolis,MN,USA
FREDGLOVER
UniversityofColorado ROBERTB.SCHNABEL
Boulder,CO,USA ComputerScienceDepartment
UniversityofColorado
OLVIL.MANGASARIAN
Boulder,CO,USA
ComputerSciencesDepartment
UniversityofWisconsin
Madison,WI,USA HANIFD.SHERALI
W.ThomasRiceChairedProfessorofEngineering
ROBERTR.MEYER VirginiaPolytechnicInstituteandStateUniversity
ComputerSciencesDepartment
Blacksburg,VA,USA
UniversityofWisconsin
Madison,WI,USA
RALPHE.STEUER
BORISMORDUKHOVICH DepartmentofBanking&Finance
DepartmentofMathematics TerryCollegeofBusiness
WayneStateUniversity UniversityofGeorgia
Detroit,MI,USA Athens,GA,USA
X EditorialBoardMembers
TAMÁSTERLAKY J.-PH.VIAL
CanadaResearchChairinOptimization OperationsManagement
Director,McMasterSchoolofComputational UniversityofGeneva
EngineeringandScience Geneva,Switzerland
McMasterUniversity
Hamilton,ON,Canada
HOANGTUY HENRYWOLKOWICZ
DepartmentofOptimizationandControl FacultyofMathematics
InstituteofMathematics,VAST UniversityofWaterloo
Hanoi,Vietnam Waterloo,ON,Canada
List of Contributors
ACKERMANN,JUERGEN ANASTASSIOU,GEORGEA.
DLROberpfaffenhofen UniversityofMemphis
Wessling,Germany Memphis,TN,USA
ADJIMAN,CLAIRES. ANDERSEN,ERLINGD.
ImperialCollege OdenseUniversity
London,UK OdenseM,Denmark
AGGOUN,ABDERRAHMANE ANDREI,NECULAI
KLS-OPTIM
CenterforAdvancedModelingandOptimization
VillebonsurYvette,France
and
AHMED,SHABBIR AcademyofRomanianScientists
UniversityofIllinois Bucharest,Romania
Urbana-Champaign,IL,USA
ANDRICIOAEI,IOAN
AHUJA,RAVINDRAK. BostonUniversity
UniversityofFlorida Boston,MA,USA
Gainesville,FL,USA
ANDROULAKIS,IOANNISP.
AITSAHLIA,FARID RutgersUniversity
UniversityofFlorida Piscataway,NJ,USA
Gainesville,FL,USA
ANSTREICHER,KURTM.
ALEVRAS,DIMITRIS
UniversityofIowa
IBMCorporation
IowaCity,IA,USA
WestChester,PA,USA
ARABIE,P.
ALEXANDROV,NATALIAM.
RutgersUniversity
NASALangleyRes.Center
Newark,DE,USA
Hampton,VA,USA
ALIZAMIR,SAED AURENHAMMER,FRANZ
GrazUniversityofTechnology
UniversityofFlorida
Graz,Austria
Gainesville,FL,USA
ALKAYA,DILEK AUSTIN-RODRIGUEZ,JENNIFER
CarnegieMellonUniversity LouisianaStateUniversity
Pittsburgh,PA,USA BatonRouge,LA,USA
ALVES,MARIAJOÃO BAGIROV,ADIL
UniversityCoimbraandINESC UniversityofBallarat
Coimbra,Portugal Victoria,Australia
XII ListofContributors
BALAS,EGON BENDSØE,MARTINP.
CarnegieMellonUniversity TechnicalUniversityofDenmark
Pittsburgh,PA,USA Lyngby,Denmark
BALASUNDARAM,B. BENHAMOU,FRÉDÉRIC
TexasA&MUniversity UniversitédeNantes
CollegeStation,TX,USA Nantes,France
BANERJEE,IPSITA BENSON,HAROLDP.
RutgersUniversity UniversityofFlorida
Piscataway,NJ,USA Gainesville,FL,USA
BAO,GANG BEN-TAL,AHARON
MichiganStateUniversity Technion–IsraelInstituteofTechnology
EastLansing,MI,USA Haifa,Israel
BARD,JONATHANF. BERTSEKAS,DIMITRIP.
UniversityofTexas MassachusettsInstituteofTechnology
Austin,TX,USA Cambridge,MA,USA
BARDOW,ANDRÉ BIEGLER,L.T.
RWTHAachenUniversity CarnegieMellonUniversity
Aachen,Germany Pittsburgh,PA,USA
BARNETTE,GREGORY BILLUPS,STEPHENC.
UniversityofFlorida UniversityofColorado,Denver
Gainsville,FL,USA Denver,CO,USA
BARNHART,CYNTHIA BIRGE,JOHNR.
MassachusettsInstituteofTechnology NorthwesternUniversity
Cambridge,MA,USA Evanston,IL,USA
BATTITI,ROBERTO BIRGIN,ERNESTOG.
UniversitáTrento UniversityofSãoPaulo
Povo(Trento),Italy SãoPaulo,Brazil
BEASLEY,JOHNE. BISCHOF,CHRISTIANH.
TheManagementSchool,ImperialCollege RWTHAachenUniversity
London,England Aachen,Germany
BECKER,OTWIN BJÖRCK,ÅKE
UniversityofHeidelberg LinköpingUniversity
Heidelberg,Germany Linköping,Sweden
BEHNKE,HENNING BOARD,JOHNL.G.
InstituteMath.TUClausthal LondonSchoolofEconomicsandPoliticalSci.
Clausthal,Germany London,UK
BELIAKOV,GLEB BOMZE,IMMANUELM.
DeakinUniversity UniversityofVienna
Victoria,Australia Wien,Austria