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Relevant bibliographies by topics / Optimisation by simplex method

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Academic literature on the topic 'Optimisation by simplex method'

Author: Grafiati

Published: 24 April 2022

Last updated: 30 July 2025

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Journal articles on the topic "Optimisation by simplex method"

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Bellezza, Ivo. "Optimisation of landfill volume by the simplex method." Engineering Computations 21, no. 1 (2004): 53–65. http://dx.doi.org/10.1108/02644400410511837.

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Palahudin, Palahudin, Adinda Maha Dewi, Resti Rohayati, Salsa Septia Putri, Muhammad Syehan, and Ogin Herdiana. "Profit Optimisation On Risol Products By Using Simplex Method." Jurnal Fokus Manajemen 5, no. 1 (2025): 33–38. https://doi.org/10.37676/jfm.v5i1.7783.

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In an era of increasingly fierce business competition, the food industry faces the challenge of meeting consumer demand while managing resources efficiently to maximize profits. This research focuses on optimizing the profitability of risol products, snacks made from flour dough with various fillings, using the simplex method. The research method used is a quantitative approach with descriptive analysis. Data was collected from the Risol XYZ Plant through observations, interviews, and questionnaires. Data analysis is carried out by compiling a mathematical model that describes the function of

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Clayton, R. P., and R. F. Martinez-Botas. "Application of generic algorithms in aerodynamic optimisation design procedures." Aeronautical Journal 108, no. 1090 (2004): 611–20. http://dx.doi.org/10.1017/s0001924000000440.

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AbstractDirect optimisation techniques using different methods are presented and compared for the solution of two common flows: a two dimensional diffuser and a drag minimisation problem of a fixed area body. The methods studied are a truncated Newton algorithm (gradient method), a simplex approach (direct search method) and a genetic algorithm (stochastic method). The diffuser problem has a known solution supported by experimental data, it has one design performance measure (the pressure coefficient) and two design variables. The fixed area body also has one performance measure (the drag coef

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Siemek, Jakub, and Jerzy Stopa. "Optimisation of the wells placement in gas reservoirs using SIMPLEX method." Journal of Petroleum Science and Engineering 54, no. 3-4 (2006): 164–72. http://dx.doi.org/10.1016/j.petrol.2006.08.013.

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Da Costa, Julyane Karolyne Teixeira, Karina Gomes Angilelli, Kelly Roberta Spacino, Elisangela Tavares Da Silva, Livia Ramazzoti Chanan Silva, and Dionisio Borsato. "APPLICATION OF THE MULTIRESPONSE OPTIMISATION SIMPLEX METHOD TO THE BIODIESEL - B100 OBTAINING PROCESS." Semina: Ciências Exatas e Tecnológicas 37, no. 1 (2016): 107. http://dx.doi.org/10.5433/1679-0375.2016v37n1p107.

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<p>O processo de obtenção de biodiesel B100, a partir da transesterificação em meio básico, de uma mistura de óleo vegetal e gordura animal foi otimizado utilizando o método simplex supermodificado. Para otimização simultânea foram usados como respostas o rendimento, custo, estabilidade oxidativa e ponto de entupimento de filtro a frio (CFPP), e os limites foram estabelecidos de acordo com os dados experimentais e os parâmetros de conformidade estabelecidos pela legislação. A otimização multirresposta utilizando as equações preditivas, obtidas a partir do delineamento simplex-centroide a

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Zde Zar, U. "Simple Optimisation Method in Mammography." Radiation Protection Dosimetry 90, no. 1 (2000): 221–23. http://dx.doi.org/10.1093/oxfordjournals.rpd.a033124.

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Chmielewski, Tomasz, Tomasz Kuczek, and Piotr Oramus. "Optimisation of electric arc model parameters based on simplex annealing and genetic algorithms." MATEC Web of Conferences 252 (2019): 05001. http://dx.doi.org/10.1051/matecconf/201925205001.

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This paper presents the method for obtaining the coefficients of the dynamic Cassie-Mayr electric arc model by means of annealing and genetic optimisation algorithms. The extraction of the coefficients can be obtained by means of the iterative fitting process based on e.g. multiple measurements results. However, this requires a significant effort and can generate significant costs. The approach presented in this paper relies solely on simulations. The methodology used herein consists in finding the match to the maximum produced TRV generated during high-voltage shunt reactor current breaking,

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Lampart, Piotr, Łukasz Witanowski, and Piotr Klonowicz. "Efficiency Optimisation of Blade Shape in Steam and ORC Turbines." Mechanics and Mechanical Engineering 22, no. 2 (2020): 553–64. http://dx.doi.org/10.2478/mme-2018-0044.

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AbstractThis paper is devoted to direct constrained optimisation of blading systems of large power and small power turbines so as to increase their internal efficiency. The optimisation is carried out using hybrid stochastic-deterministic methods such as a combination of a direct search method of Hooke-Jeeves and simulated annealing or a combination of a bat algorithm and simplex method of Nelder-Mead. Among free shape parameters are blade number and stagger angle, stacking blade line parameters and blade section (profile) parameters.One practical example of efficiency optimisation of turbine

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Vivaldi, Valentina, Sara Sommariva, and Alberto Sorrentino. "A simplex method for the calibration of a MEG device." Communications in Applied and Industrial Mathematics 10, no. 2 (2019): 35–46. http://dx.doi.org/10.2478/caim-2019-0005.

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Abstract MagnetoEncephaloGraphy (MEG) devices are helmet–shaped arrays of sensors that measure the tiny magnetic fields produced by neural currents. As they operate at low temperature, they are typically immersed in liquid helium. However, during the cooling process the sensor position and shape can change, with respect to nominal values, due to thermal stress. This implies that an accurate sensor calibration is required before a MEG device is utilized in either neuroscientific research or clinical workflow. Here we describe a calibration scheme developed for the optimal use of a MEG system re

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Usenik, Janez. "FUZZY DYNAMIC LINEAR PROGRAMMING IN ENERGY SUPPLY PLANNING." Journal of Energy Technology 4, no. 4 (2024): 45–62. https://doi.org/10.18690/jet.4.4.45-62.2011.

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Linear programming is an important field of optimisation. Many practical problems can be expressed as linear programming problems and be solved with a simplex method. When all data in a linear program are determined and quantities are known in advance, the simplex algorithm, i.e. the simplex method, is explicit. However, in special cases the coefficients in the linear programming problem can be a) fuzzy numbers or b) functions of time with specific requests. In this manner, we have either fuzzy linear programming in the first situation or continuous dynamic linear programming in the second. Th

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Dissertations / Theses on the topic "Optimisation by simplex method"

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Luangpaiboon, Pongchanun. "A comparison of algorithms for automatic process optimisation." Thesis, University of Newcastle Upon Tyne, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.324922.

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Guertler, Marion. "Modelling and solution methods for portfolio optimisation." Thesis, Brunel University, 2004. http://bura.brunel.ac.uk/handle/2438/4855.

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In this thesis modelling and solution methods for portfolio optimisation are presented. The investigations reported in this thesis extend the Markowitz mean-variance model to the domain of quadratic mixed integer programming (QMIP) models which are 'NP-hard' discrete optimisation problems. In addition to the modelling extensions a number of challenging aspects of solution algorithms are considered. The relative performances of sparse simplex (SSX) as well as the interior point method (IPM) are studied in detail. In particular, the roles of 'warmstart' and dual simplex are highlighted as applie

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Lewis, Andrew. "Parallel Optimisation Algorithms for Continuous, Non-Linear Numerical solutions." Thesis, Griffith University, 2004. http://hdl.handle.net/10072/367382.

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In computational science and engineering there are growing numbers of increasingly sophisticated, rigorous and realistic numerical simulations of physical systems. Detailed knowledge of a particular area of enquiry is expressed in mathematical terms, realised in computer programs and run on increasingly powerful computer systems. The use of such simulations is now commonplace in a growing collection of industrial design areas. Often, users of these models want to understand their behaviour in response to a variety of input stimuli, bounded by various operational parameters. Commonplace in the

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Hamilton, Daniel. "Decomposition and diet problems." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/3798.

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The purpose of this thesis is to efficiently solve real life problems. We study LPs. We study an NLP and an MINLP based on what is known as the generalised pooling problem (GPP), and we study an MIP that we call the cattle mating problem. These problems are often very large or otherwise difficult to solve by direct methods, and are best solved by decomposition methods. During the thesis we introduce algorithms that exploit the structure of the problems to decompose them. We are able to solve row-linked, column-linked and general LPs efficiently by modifying the tableau simplex method, and sugg

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Wang, Yang. "Robust and stable discrete adjoint solver development for shape optimisation of incompressible flows with industrial applications." Thesis, Queen Mary, University of London, 2017. http://qmro.qmul.ac.uk/xmlui/handle/123456789/24870.

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This thesis investigates stabilisation of the SIMPLE-family discretisations for incompressible flow and their discrete adjoint counterparts. The SIMPLE method is presented from typical \prediction-correction" point of view, but also using a pressure Schur complement approach, which leads to a wider class of schemes. A novel semicoupled implicit solver with velocity coupling is proposed to improve stability. Skewness correction methods are applied to enhance solver accuracy on non-orthogonal grids. An algebraic multi grid linear solver from the HYPRE library is linked to flow and discrete adjoi

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Koulibaly, Issa. "Automatisation et optimisation de la synthèse du ((pyridyl-4)-2 ethyl)-3 indole, précurseur d'un antidépresseur." Paris 6, 1986. http://www.theses.fr/1986PA066413.

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Dans le cadre des recherches concernant l'application des techniques d'automatisation et des méthodes d'optimisation, sur les procédés de fabrications industrielles de produits pharmaceutiques, nous avons choisi l'automatisation et l'optimisation de la synthèse d'un précurseur de l'indalpine, qui est un produit pharmaceutique important par ses propriétés d'antidépresseur. Nous montrons, dans la première partie de ce travail, qu'il est possible d'automatiser, à l'échelle du laboratoire, et pour un cout réduit, une synthèse organique complexe à l'aide d'un automate de bas de gamme et de capteurs

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Ao, Wai Kei. "Electromagnetic damping for control of vibration in civil structures." Thesis, University of Exeter, 2017. http://hdl.handle.net/10871/31145.

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This thesis investigates an alternative solution to deal with the civil structure vibration. Non-contact electromagnetic or Eddy current damping is selected as a score of vibration suppression. Electromagnetic damping relies on the interaction between a permanent magnet and conductor. An electromagnetic damper (EMD) is applied both to a laboratory footbridge structure and 6-storey model-scale aluminium moment resisting frame (AMRF). In this first study the EMD is connected in series with an electronic shunt circuit to construct an electromagnetic shunt damper (EMSD). A robust optimisation meth

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AIDO, LAETITIA. "Optimisation de la fabrication de l'indole-2 carboxylate d'ethyle : automatisation de la reaction de wislicenus et thoma et de la reaction d'hydrogenation de brehm, etude de differents systemes de commande : correlateur logique (...) microprocesseur." Paris 6, 1986. http://www.theses.fr/1986PA066370.

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Cette etude a ete faite pour demontrer l'efficacite des methodes d'optimisation et d'automatisation; elle a permis un gain de rendement de 36 points (de 41 a 77%) associe a une forte diminution de la duree globale de la reaction (76h a 2h30)

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Francis, Kimberley. "Optimisation of distributed generation using simplex algorithm." Thesis, Francis, Kimberley (2014) Optimisation of distributed generation using simplex algorithm. Other thesis, Murdoch University, 2014. https://researchrepository.murdoch.edu.au/id/eprint/24192/.

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The traditional centralised power grid was based upon the concept that central power sources would feed power through the transmission system and then the distribution system where the power would be utilised by the connected loads (ITP 2010). The concept of the traditional power grid is changing with the increasing connection of distributed generation (DG) or embedded generation sources (Jenkins, et al. 2010). Grid controls and operations need to be redesigned for DG sources which introduce conditions, such as voltage rise and reverse power flow, for which a grid may not have been designe

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Huangfu, Qi. "High performance simplex solver." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/7952.

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The dual simplex method is frequently the most efficient technique for solving linear programming (LP) problems. This thesis describes an efficient implementation of the sequential dual simplex method and the design and development of two parallel dual simplex solvers. In serial, many advanced techniques for the (dual) simplex method are implemented, including sparse LU factorization, hyper-sparse linear system solution technique, efficient approaches to updating LU factors and sophisticated dual simplex pivoting rules. These techniques, some of which are novel, lead to serial performance whic

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Books on the topic "Optimisation by simplex method"

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Seidel, Mike. The simplex method for linear constrained optimisation. Oxford Brookes University, 2002.

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Borgwardt, Karl Heinz. The Simplex Method. Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-61578-8.

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Maros, István. Computational Techniques of the Simplex Method. Springer US, 2003. http://dx.doi.org/10.1007/978-1-4615-0257-9.

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Borgwardt, Karl Heinz. The simplex method, a probabilistic analysis. Springer-Verlag, 1987.

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Maros, Istv n. Computational techniques of the simplex method. Kluwer Academic Publishers, 2003.

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Maros, István. Computational Techniques of the Simplex Method. Springer US, 2003.

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Kidd, J. L. An implementation of the simplex method. UMIST, 1993.

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Reeb, J. E. Using the simplex method to solve linear programming maximization problems. Oregon State University Extension Service, 1998.

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Moore, G. L. Optimization of an inductively coupled plasma by the simplex method. Council for Mineral Technology, 1985.

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Anciant, M. Optimisation methods for solving separable nonlinear least squares problems. University of Southampton, Institute of Sound and Vibration Research, 1993.

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Book chapters on the topic "Optimisation by simplex method"

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Dowson, Nicholas, Paul Thomas, Jye Smith, Olivier Salvado, and Stephen Rose. "Large Scale Simplex Optimisation to Accelerate Kinetic Analysis." In Computational Methods for Molecular Imaging. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-18431-9_4.

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Vasilyev, F. P., and A. Yu Ivanitskiy. "Simplex Method." In In-Depth Analysis of Linear Programming. Springer Netherlands, 2001. http://dx.doi.org/10.1007/978-94-015-9759-3_1.

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PAN, Ping-Qi. "Simplex Method." In Linear Programming Computation. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40754-3_3.

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PAN, Ping-Qi. "Simplex Method." In Linear Programming Computation. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-0147-8_3.

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Bhunia, Asoke Kumar, Laxminarayan Sahoo, and Ali Akbar Shaikh. "Simplex Method." In Springer Optimization and Its Applications. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-32-9967-2_3.

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Stanimirović, Ivan. "Simplex Method." In Advances in Optimization and Linear Programming. Apple Academic Press, 2021. http://dx.doi.org/10.1201/9781003256052-2.

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Vanderbei, Robert J. "The Simplex Method." In International Series in Operations Research & Management Science. Springer US, 2008. http://dx.doi.org/10.1007/978-0-387-74388-2_2.

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Luenberger, David G., and Yinyu Ye. "The Simplex Method." In Linear and Nonlinear Programming. Springer US, 2008. http://dx.doi.org/10.1007/978-0-387-74503-9_3.

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Luc, Dinh The. "Multiobjective Simplex Method." In Multiobjective Linear Programming. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-21091-9_7.

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Gass, Saul I., and Carl M. Harris. "Simplex method (algorithm)." In Encyclopedia of Operations Research and Management Science. Springer US, 2001. http://dx.doi.org/10.1007/1-4020-0611-x_953.

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Conference papers on the topic "Optimisation by simplex method"

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Herbert, Luke T., and Robin Sharp. "Optimisation of BPMN Business Models via Model Checking." In ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-13047.

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We present a framework for the optimisation of business processes modelled in the business process modelling language BPMN, which builds upon earlier work, where we developed a model checking based method for the analysis of BPMN models. We define a structure for expressing optimisation goals for synthesized BPMN components, based on probabilistic computation tree logic and real-valued reward structures of the BPMN model, allowing for the specification of complex quantitative goals. We here present a simple algorithm, inspired by concepts from evolutionary algorithms, which iteratively generat

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Sanliturk, Kenan Y., David J. Ewins, Robert Elliott, and Jeff S. Green. "Friction Damper Optimisation: Simulation of Rainbow Tests." In ASME 1999 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/99-gt-336.

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Friction dampers have been used to reduce turbine blade vibration levels for a considerable period of time. However, optimal design of these dampers has been quite difficult due both to a lack of adequate theoretical predictions and to difficulties in conducting reliable experiments. One of the difficulties of damper weight optimisation via the experimental route has been the inevitable effects of mistuning. Also, conducting separate experiments for different damper weights involves excessive cost. Therefore, current practice in the turbomachinery industry has been to conduct so-called ‘rainbo

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Treleaven, Nicholas C. W., Guillaume J. J. Fournier, Julien Leparoux, and Renaud Mercier. "Optimisation of a Hydrogen-Fuelled Parametric Strut Injector Using an Automated Workflow CFD Method." In ASME Turbo Expo 2024: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2024. http://dx.doi.org/10.1115/gt2024-128828.

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Abstract A strut injector for burning hydrogen has been optimised using an automated workflow system. The design process began with a parametric CAD model that allowed for various design features to be altered and various different designs to be generated from a given list of parameters. In order to choose the optimal set of injectors to cover the design space, an optimised design of experiments (DOE) method was used to automatically choose the parameters that best spanned the design space. One hundred candidate designs were chosen and a script used to generate a series of stereolithography (S

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Pitman, Mark W., and Anthony D. Lucey. "Optimal Swimming Modes of a Homo-Sapien Performing Butterfly-Stroke Kick." In ASME 2006 Pressure Vessels and Piping/ICPVT-11 Conference. ASMEDC, 2006. http://dx.doi.org/10.1115/pvp2006-icpvt-11-93938.

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This paper outlines the development and application of a computational method that finds the most efficient two-dimensional swimming mode of a human performing fully submerged butterfly-stroke kick at high Reynolds number. The optimal solution of this non-linear problem is found using a Genetic Algorithm (GA) search method where possible solutions compete in a ‘survival of the fittest’ scheme to ‘breed’ the optimal solution. The swimming is modelled using Discrete Vortex Method (DVM) and Boundary Element Method (BEM) computational techniques. The BEM solves for the inviscid flow field around t

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Gobbi, Massimiliano. "Optimal and Robust Design of Ground Vehicle Systems." In ASME 8th Biennial Conference on Engineering Systems Design and Analysis. ASMEDC, 2006. http://dx.doi.org/10.1115/esda2006-95471.

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A new approach for the design of vehicle subsystems is addressed in the paper. The new approach is based not only on the theory of multi-objective optimisation but also on robust design. The method is characterised both by the optimisation of the objective functions (corresponding to system performance indices) and by the reduction (or minimisation) of the sensitivity (variance) of the performance indices to stochastic perturbations. Such variances are computed (very quickly) by means of an original procedure based on the global approximation of the objective functions. Additionally, with resp

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Holgate, Philip, and Alexander Rasa. "Optimisation of a viscoelastic damping material using dynamic mechanical analysis." In SNAME 5th World Maritime Technology Conference. SNAME, 2015. http://dx.doi.org/10.5957/wmtc-2015-039.

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Reducing vibration in marine craft can return a wide range of benefits from a reduction in noise output, resulting in increased passenger and crew comfort, to increasing component life. Damping is one method of reducing structural vibration, by which mechanical vibrational energy is dissipated into heat through a viscoelastic material. In order for these materials to be effective, their properties must be well understood. Dynamic mechanical analysis (DMA) is one method to determine parameters relating to material behaviour under flexural stress. In this paper it is used to optimise a viscoelas

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Coppinger, Miles, Graham Cox, John Hannis, and Nigel Cox. "Cycle Optimisation Using an Advanced, Real Engine Performance Prediction Model." In ASME Turbo Expo 2002: Power for Land, Sea, and Air. ASMEDC, 2002. http://dx.doi.org/10.1115/gt2002-30515.

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A whole gas-turbine engine model has been developed incorporating all of the key turbomachinery aerothermal relationships. The aim of the model has been to predict trends in gas-turbine performance with a high degree of confidence that they reflect real engine design limitations. Simple cycles, recuperated, inter-cooled, and inter-cooled recuperated cycles can be assessed across a wide of range of operating parameters. The model is spreadsheet-based with additional macro programming. The major part of it is concerned with establishing representative overall turbine characteristics. A non-integ

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Duclos, Gaelle, Aurelien Babarit, and Alain H. Clement. "Power Take Off Damping Optimisation With Regard to Wave Climate." In ASME 2004 23rd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2004. http://dx.doi.org/10.1115/omae2004-51256.

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Considered as a source of renewable energy, wave is a resource which exhibit high variability at all time scales. Furthermore wave climate also changes significatively from place to place. Wave energy converters are very often tuned to suit the more frequent significant wave period of the project site. In this paper we show that optimizing the device necessitates to account for all possible wave conditions weighted by their occurrence frequency, as generally given by the classical wave climate scatter diagrams. Instead of a real device, a generic and very simple wave energy converter was consi

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Dennis, R. J., N. A. Leggatt, and E. A. Kutarski. "Investigation of the Performance of the Contour Residual Stress Measurement Method When Applied to Welded Pipe Structures." In ASME 2009 Pressure Vessels and Piping Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/pvp2009-77470.

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The ‘Contour Method’ is a relatively new relaxation method for residual stress measurement and may be seen as an evolution of established methods such as hole drilling. The general procedure when applying the Contour Method is cutting, measurement and calculation of residual stress normal to the cut plane using Bueckner’s principle of elastic superposition. That is the residual stresses are determined from the measured profile of a cut surface. While the Contour Method is simple in concept there are certain underlying issues relating to the cutting process that may lead to uncertainties in the

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Day, Sandy. "The Design of Yacht Sailplans for Maximal Upwind Speed." In SNAME 12th Chesapeake Sailing Yacht Symposium. SNAME, 1995. http://dx.doi.org/10.5957/csys-1995-001.

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A great deal of research, both computational and experiment based, has been carried out on the optimisation of hull geometry for minimal hydrodynamic resistance; however, rather less effort has been expended on the equivalent problem of optimising the sailplan geometry. The goals of the optimisation procedures which have been adopted for sail optimisation are somewhat diverse; some researchers have concentrated on the maximisation of aerodynamic drive force, with or without constraints on heeling moment, whilst other approaches have included simple representations of hydrodynamic sideforce and

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Reports on the topic "Optimisation by simplex method"

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Ayoul-Guilmard, Q., S. Ganesh, F. Nobile, R. Rossi, and C. Soriano. D6.3 Report on stochastic optimisation for simple problems. Scipedia, 2021. http://dx.doi.org/10.23967/exaqute.2021.2.001.

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This report addresses the general matter of optimisation under uncertainties, following a previous report on stochastic sensitivities (deliverable 6.2). It describes several theoretical methods, as well their application into implementable algorithms. The specific case of the conditional value at risk chosen as risk measure, with its challenges, is prominently discussed. In particular, the issue of smoothness – or lack thereof – is addressed through several possible approaches. The whole report is written in the context of high-performance computing, with concern for parallelisation and cost-e

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Bixby, Robert E. Implementing the Simplex Method: The Initial Basis. Defense Technical Information Center, 1991. http://dx.doi.org/10.21236/ada453079.

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Thompson, Gerald L. An Integral Simplex Method for Solving Combinatorial Optimization Problems. Defense Technical Information Center, 1996. http://dx.doi.org/10.21236/ada352010.

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Ye, Yinyu. Eliminating columns in the simplex method for linear programming. Office of Scientific and Technical Information (OSTI), 1987. http://dx.doi.org/10.2172/5761063.

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Nobile, F., Q. Ayoul-Guilmard, S. Ganesh, et al. D6.5 Report on stochastic optimisation for wind engineering. Scipedia, 2022. http://dx.doi.org/10.23967/exaqute.2022.3.04.

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This report presents the latest methods of optimisation under uncertainties investigated in the ExaQUte project, and their applications to problems related to civil and wind engineering. The measure of risk throughout the report is the conditional value at risk. First, the reference method is presented: the derivation of sensitivities of the risk measure; their accurate computation; and lastly, a practical optimisation algorithm with adaptive statistical estimation. Second, this method is directly applied to a nonlinear relaxation oscillator (FitzHugh–Nagumo model) with numerical experiments t

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Ayoul-Guilmard, Q., F. Nobile, S. Ganesh, et al. D6.4 Report on stochastic optimisation for unsteady problems. Scipedia, 2021. http://dx.doi.org/10.23967/exaqute.2021.2.003.

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This report brings together methodological research on stochastic optimisation and work on benchmark and target applications of the ExaQute project, with a focus on unsteady problems. A practical, general method for the optimisation of the conditional value at risk is proposed. Three different optimisation problems are described: an oscillator problem selected as a suitable trial and illustration case; the shape optimisation of an airfoil, chosen as a benchmark application in the project; the shape optimisation of a tall building, which is the challenging target application set for ExaQUte. Fo

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Gill, Philip E., Walter Murray, and Michael A. Saunders. Interior-Point Methods for Linear Programming: A Challenge to the Simplex Method. Defense Technical Information Center, 1988. http://dx.doi.org/10.21236/ada198944.

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Lee, Yubin. The Optimization of Machining Parameters for Milling Operations by Using the Nelder Mead Simplex Method. Portland State University Library, 2000. http://dx.doi.org/10.15760/etd.7271.

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