Environmental Systems Engineering and Economics

by Willis, Robert; Finney, Brad A.

• ISBN13: 9781402076695
• ISBN10: 140207669X
• Format: Hardcover
• Copyright: 2004-02-01
• Publisher: Kluwer Academic Pub

Summary

Environmental Systems Engineering and Economics emphasizes the application of optimization, economics, and systems engineering to problems in environmental resources management. This senior level/graduate textbook introduces optimization theory and algorithms that have been successful in resolving water quality and groundwater management problems. Both linear programming and nonlinear optimization are presented. Multiobjective optimization and the linked simulation-optimization (LSO) methodology are also introduced. The basic principles of economics and engineering economics are also discussed to provide a framework for economic decision making. This text contains numerous example problems. Case studies are presented that address water resources management issues in the north China plain, the control of saltwater intrusion in Jakarta, Indonesia, and groundwater resources management in the Yun Lin basin, Taiwan.

Table of Contents

Introduction to Environmental Systems Engineering
Introduction	1	(3)
Systems Engineering	4	(2)
Mathematical Models	6	(3)
The Systems Engineering Problem	9	(2)
Systems Engineering Problems	11	(2)
The Model Building Process	13	(4)
Simulation Modeling	17	(1)
Optimization Modeling	18	(21)
References	33	(1)
Problems	34	(5)
An Introduction to Optimization Theory
Introduction	39	(1)
Classification of Optimization Models	40	(6)
Geometry of the Mathematical Optimization Problem	46	(2)
Nonlinear Optimization and Types of Maxima	48	(2)
Convex Sets and Functions	50	(9)
Weierstrass Theorems	59	(1)
The Local-Global Theorem	60	(3)
The Kuhn-Tucker Conditions	63	(10)
The Kuhn-Tucker Theorem	73	(4)
Interpretation of the Language Multipliers	77	(1)
The Saddle Point Problem	78	(2)
Maximin Dual Problem	80	(11)
References	83	(1)
Problems	84	(7)
Microeconomics: Theory of Production
Introduction	91	(1)
The Competitive Economy	92	(1)
The Production Function	93	(5)
Theory of the Firm	98	(2)
Maximum Output Model	100	(4)
Production Optimization	104	(7)
Cost Functions	105	(4)
Externalities	109	(2)
Comparative Statics of the Firm	111	(6)
Public Project Evaluation	117	(7)
Case Study 1---Agricultural Benefits	124	(11)
Introduction	124	(1)
Economic Model	125	(1)
Model Results and Conclusions	126	(2)
References	128	(1)
Problems	129	(6)
Microeconomics: Theory of the Household
Introduction	135	(1)
Commodity Space and Preference Relations	136	(2)
Theory of the Household	138	(4)
Comparative Statics	142	(3)
General Equilibrium	145	(9)
Classical General Equilibrium	147	(6)
Neoclassical General Equilibrium	153	(1)
Market Equilibrium	154	(9)
References	159	(1)
Problems	160	(3)
Engineering Economics
Introduction	163	(1)
The Time Value of Money	164	(2)
Engineering Economic Formulas	166	(12)
Evaluation of Alternatives	178	(1)
Present Worth Method	179	(4)
Annual Worth Method	183	(2)
Benefit Cost Ratio	185	(2)
Internal Rate of Return	187	(2)
Depreciation and Income Tax Analysis	189	(4)
Depreciation Methods	190	(1)
Pre-1982 Depreciation Methods	191	(2)
Inflation	193	(14)
References	196	(1)
Problems	197	(10)
Linear Programming
Introduction	207	(12)
Optimality of Linear Programming Problems	219	(1)
Standard Form	220	(3)
Basic and Basic Feasible Solutions	223	(3)
The Simplex Algorithm	226	(8)
The Simplex Tableau	234	(5)
The Two-Phase Method	239	(5)
General Summary of the Simplex Algorithm	244	(5)
Duality	249	(7)
Matrix Representation of the Simplex Method	256	(3)
Economic Interpretation of the Dual Problem	259	(2)
The Revised Simplex Method	261	(2)
Sensitivity Analysis	263	(5)
Changes in the Cost Coefficients	264	(2)
Changes in the Coefficient Matrix	266	(1)
Changes in the Constant Vector	267	(1)
Large-Scale Linear Programming Models	268	(11)
Commercial Codes	268	(1)
Matrix Generators and MPS Data	269	(3)
Computational Efficiency	272	(7)
Case Study 1 Groundwater Planning	279	(18)
Introduction	279	(1)
Groundwater Optimization Model	280	(2)
Model Application	282	(1)
Conclusions	283	(2)
References	285	(1)
Problems	286	(11)
Nonlinear Programming
Introduction	297	(5)
Unconstrained Optimization Methods	302	(12)
Indirect Methods	302	(3)
Direct Methods	305	(1)
Dichotomous Search Method	306	(2)
Cauchy Cyclic Coordinate Ascent	308	(1)
Powell's Conjugate Direction Method	309	(5)
Gradient-Based Methods	314	(6)
Cauchy's Method	314	(3)
Newton's Method	317	(1)
Marquardt's Algorithm	318	(2)
Constrained Optimization Methods	320	(37)
Separable Programming	320	(6)
Frank-Wolfe Algorithm	326	(5)
Tui's Algorithm	331	(1)
The Reduced Gradient Method	332	(6)
The Generalized Reduced Gradient Method	338	(12)
The Convex Simplex Method	350	(5)
Box's Algorithm	355	(2)
Case Study 1 North China Plain Water Management	357	(13)
The Management Model	358	(4)
Production Functions	362	(1)
Model Application	363	(1)
Model Results	364	(5)
Conclusions	369	(1)
Dynamic Programming	370	(8)
Case Study 2 Water Quality Management	378	(7)
Introduction	379	(1)
Mathematical Model	379	(2)
The Management Model	381	(1)
Dynamic Programming Solution	381	(3)
Model Application and Results	384	(1)
Conclusions	385	(1)
Linked Simulation-Optimization Methodology	385	(9)
Case Study 3 Management of Saltwater Intrusion	394	(8)
Introduction	395	(2)
Management Model	397	(2)
Optimization Analysis	399	(3)
Conclusions	402	(1)
Case Study 4 Groundwater Remediation	402	(7)
Introduction	403	(2)
Groundwater Optimization Remediation Model	405	(2)
Optimization Results	407	(2)
Conclusions	409	(1)
Multiobjective Optimization	409	(6)
Kuhn-Tucker Conditions for Nondominated Solutions	412	(1)
Weighting Method	412	(1)
The Constraint Method	413	(1)
Overview of Generating Techniques	414	(1)
Goal Programming	414	(1)
Case Study 5 Equity in Water Quality Management	415	(20)
Equity Measures	417	(1)
Model Application and Results	418	(1)
Conclusions	419	(1)
References	420	(4)
Problems	424	(11)
Appendix A. Review of Mathematics
A.1 Introduction	435	(1)
A.2 Analysis	435	(2)
A.3 Vectors and Matrices	437	(2)
A.4 Matrix Operations	439	(1)
A.5 Determinants and the Matrix Inverse	440	(2)
A.6 Quadratic Forms	442	(2)
A.7 Scalar, Vector, and Matrix Derivatives	444	(2)
A.8 Directional Derivative	446	(1)
A.9 Eigenvalues and Eigenvectors	447	(1)
A.10 Implicit Function Theorem	448	(1)
A.11 Taylor Series	449	(1)
A.12 Leibnitz's Rule	449	(4)
References	451	(2)
Appendix B. Classical Optimization
B.1 Introduction	453	(1)
B.2 The Unconstrained Optimization Problem	453	(3)
B.3 The Lagrange Multiplier Method	456	(5)
B.4 The Lagrange Multiplier	461	(4)
References	463	(2)
Index	465