Index 811
Reciprocal approximation, 685
Recurrence relationship, 551
Reduced basis technique, 737
Reduction ratio, 265
Reduction of size, 737
Refitting, 277
Reflection, 328
Reflection coefficient, 330
Reflection process, 329
Regression analysis, 3
Regular simplex, 328
Relative frequency of occurrence, 636
Relative minimum, 63
Reliability theory, 3
Renewal theory, 3
Reproduction, 697
Reservoir pump installation, 505
Reservoir system, 160
Return function, 546
Revised simplex method, 177
step-by-step procedure, 182
theoretical development, 178
Rigid frame, 120
Rocket in outer space, 16
Rosenbrock’s parabolic valley
function, 363
Rosen’s gradient projection method, 404
algorithm, 409
determination of step length, 407
projection matrix, 405
Roulette-wheel selection scheme, 698
S
Saddle point, 73
Scaffolding system, 26, 57
Scaling of constraints, 787
Scaling of design variables, 305, 787
Search with accelerated step size, 255
Search with fixed step size, 254
Secant method, 253, 290
Second level problem, 757
Second order methods, 305
Semidefinite matrix, 71
Sensitivity analysis, 207
Sensitivity equations, 751
using Kuhn-Tucker conditions, 752
using the concept of feasible
direction, 754
Sensitivity of optimum solution, 751
Sensitivity to problem parameters, 751
Separability, 547
Separability of functions, 31
Separable function, 31
Separable programming, 3, 31
Sequential decision problem, 544
Sequential linear discrete programming,
614
Sequential linear integer programming,
614
Sequential linear programming, 387
geometric interpretation, 388
Sequential quadratic programming, 422
derivation, 422
solution procedure, 425
Sequential unconstrained minimization,
431
Serial multistage decision process, 545
Shadow prices, 92
Shell and tube heat exchanger, 51
Side constraints, 7
Sigmoid function, 728
Signum function, 509
Simplex, 328, 384
Simplex algorithm, 139
flow chart, 143
Simplex method, 138, 304, 328
flow chart, 153
two phases, 150
Simplex multipliers, 180
Simply supported beam, 58
Simulated annealing, 3, 693, 702
Simulation methods, 3
Simultaneous equations, 133
Simultaneous search method, 257
Single stage decision problem, 546
Single variable optimization, 63
Slack variable, 123
Slider crank mechanism, 49
Solid body of revolution, 672
Solution by direct substitution, 76
Solution of linear equations, 133
Spring-cart system, 71
Stamping of circular discs, 49