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Journal of Applied Mathematics and Stochastic Analysis, 14:4 (2001), 427-428. THE SEARCH FOR OPTIMIZATION AND A REVIEW OF OPTIMIZATION: FOUNDATION AND APPLICATIONS by Ronald Miller A BOOK REVIEW BRADFORD ALLEN Florida Institute of Technology Department of Mathematical Sciences and Science and Mathematics Education Melbourne, FL 32901 USA [email protected] (Received April, 2001; Revised July, 2001) Mathematical modeling is increasingly being utilized and valued in every branch of science and technology. Modeling serves as a means of analyzing, synthesizing, and evaluating an operation, process or activity while providing insights into modifications to make the process perform better. But it is not enough to improve a process through arbitrary adjustments that rarely lead to optimal solutions. Anything less than optimality is not satisfactory because the compelling goal is to make the process perform in the best possible way. In a world where small changes in performance can mean the difference between success and failure, suboptimal solutions are just cheap plausibilities and thus ought to be distrusted. Optimization is a universal goal that has been strived after by mankind for centur- ies. Archimedes (287-212 B.C.E.) proposed that the circle enclosed the largest area for a given perimeter. In 1615, Kepler proved that a cube is the largest parallelepiped that could fit into a sphere. Before the development of calculus, Fermat and Des- cartes in the 1630’s provided methods for finding maxima and minima of curves. The development and implementation of new and improved optimization techni- ques has been motivated by both purely mathematical interests and by the desire to solve important applied problems. In many recently developed optimization methods, computers play a central role. But with a flood of optimization methods available, analysts must take a broader view in solving optimization problems. Atten- tion no longer can be directed solely at finding optimal solutions. Instead, analysts now strive to meet the goal of meta-optimization. That is, analysts now try to opti- mize the optimization itself by achieving the best solution in the most efficient and reliable way possible. To this end, college and university faculty, students and professional analysts in policy and decision sciences, social sciences, management, operations research, and Printed in the U.S.A. @2001 by North Atlantic Science Publishing Company 427

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Journal of Applied Mathematics and Stochastic Analysis, 14:4 (2001), 427-428.

THE SEARCH FOR OPTIMIZATION AND A REVIEWOF OPTIMIZATION: FOUNDATION AND

APPLICATIONSby Ronald Miller

A BOOK REVIEW

BRADFORD ALLENFlorida Institute of Technology

Department of Mathematical Sciences andScience and Mathematics Education

Melbourne, FL 32901 [email protected]

(Received April, 2001; Revised July, 2001)

Mathematical modeling is increasingly being utilized and valued in every branch ofscience and technology. Modeling serves as a means of analyzing, synthesizing, andevaluating an operation, process or activity while providing insights intomodifications to make the process perform better. But it is not enough to improve a

process through arbitrary adjustments that rarely lead to optimal solutions.Anything less than optimality is not satisfactory because the compelling goal is tomake the process perform in the best possible way. In a world where small changesin performance can mean the difference between success and failure, suboptimalsolutions are just cheap plausibilities and thus ought to be distrusted.

Optimization is a universal goal that has been strived after by mankind for centur-ies. Archimedes (287-212 B.C.E.) proposed that the circle enclosed the largest areafor a given perimeter. In 1615, Kepler proved that a cube is the largest parallelepipedthat could fit into a sphere. Before the development of calculus, Fermat and Des-cartes in the 1630’s provided methods for finding maxima and minima of curves.

The development and implementation of new and improved optimization techni-ques has been motivated by both purely mathematical interests and by the desire tosolve important applied problems. In many recently developed optimizationmethods, computers play a central role. But with a flood of optimization methodsavailable, analysts must take a broader view in solving optimization problems. Atten-tion no longer can be directed solely at finding optimal solutions. Instead, analystsnow strive to meet the goal of meta-optimization. That is, analysts now try to opti-mize the optimization itself by achieving the best solution in the most efficient andreliable way possible.

To this end, college and university faculty, students and professional analysts inpolicy and decision sciences, social sciences, management, operations research, and

Printed in the U.S.A. @2001 by North Atlantic Science Publishing Company 427

428 BRADFORD ALLEN

engineering should welcome Ronald E. Miller’s new book Optimization: Foundationsand Applications as a valuable course textbook and/or reference text. Dr. Miller isan emeritus professor, an award-winning educator, and the author of severaltextbooks. The field of optimization, however, is burgeoning in its diversity andcomplexity and a great many books are available on the subject. An Internet searchfound over 1600 book titles in optimization areas that ranged from abstract convex

analysis to the Zen of optimization. Bestselling optimization subjects include geneticalgorithms, response surface modeling, applied probability models, and dynamicoptimization. Ronald Miller’s text stands out, however, with its unique blend of newand classical techniques.

Throughout Ronald Miller’s text, one finds the effective use of symbolic andgeometric interpretations, useful and effective tables and charts, and attention to theimportant details needed to apply the methods. End-of-chapter problems withanswers to selected exercises supplement and deepen the concepts and, moreover, helpreaders apply and develop extensions to the methods to solve many diverse problemsfrom varied and unorthodox contexts. An ftp web site is also available to providesupport above and beyond the text. Topics in the book include classic linear andnonlinear methods, and modern numerical approaches. The numerical approaches,while useful in their own right, are also helpful in understanding and applyingcomputer optimization packages, their software manuals, and advertising for thesepackages. (For an extensive list of optimization software products, see the web sitewww.library,arizona,edu/users/cmacha/math/software.htm.

Miller’s book starts with chapters on unconstrained and constrained maximizationand minimization problems followed with several derivative and modern non-derivative iterative methods. These topics are followed by linear programming andinterior point methods. The last chapters of the book contain sections on constrainednonlinear optimization methods including various Kuhn-Tucker based approaches,nonlinear duality, and computational methods. Not included in the book, however,are dynamic optimization techniques such as calculus of variations and optimalcontrol theory.

Because of interactions and trade-offs between competing constraints, optimizationis not a piecemeal process and generally cannot be achieved simply by optimizing thecomponent parts. But too often, sort-cut solutions are very seductive, particularlywhen a global solution is obscured by good partial solutions. The pitfalls ofoptimization are many and the ideas on productive thinking of gestalt psychologistMax Wertheimer is pertinent. Wertheimer suggests that impatient desires for asolution create an over-focused mind that may inhibit problem solving. The effect issimilar to a partially-caged animal focusing on the bars in front of its face, unable tosee that a simple, detour would lead to the solution of the problem. Therefore, iftempted by the seduction of short-cut solutions, or blinded by an over-focused mind,the analyst may turn to the field of optimization which has grown from the desire tofind structural solutions and the drive to explore, make sense of, and interpretcomplex and conflicting information.

Optimization: Foundations and Applicationsby Ronald MillerPublisher John Wiley and SonsPublication Year 2000ISBN 0-471-35169-5Price: $94.95

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