Review of optimization techniques

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John Wiley & Sons Ltd.
A basic overview of optimization techniques is provided. The standard form of the general nonlinear, constrained optimization problem is presented, and various techniques for solving the resulting optimization problem are discussed. The techniques are classified as either local (typically gradient-based) or global (typically non-gradient based or evolutionary) algorithms. A great many optimization techniques exist and it is not possible to provide a complete review in the limited space available here. Instead, an effort is made to concentrate on techniques that are commonly used in engineering optimization applications. The review is kept general in nature, without considering special cases like linear programming, convex problems, multi-objective optimization, multi-disciplinary optimization, etc. The advantages and disadvantages of the different techniques are highlighted, and suggestions are made to aid the designer in selecting an appropriate technique for a specific problem at hand. Where possible, a short overview of a representative method is presented to aid the discussion of that particular class of algorithms.
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Local algorithms, Gradient-based algorithms, Global algorithms, Non-gradient based algorithms, Evolutionary algorithms, Global optimization
Venter, G. 2010. Review of optimization techniques, In: Encyclopedia of aerospace engineering, Wiley & Sons, 2010.