A Single-phase Method for Quadratic Programming

A Single-phase Method for Quadratic Programming

Author: Stanford University. Systems Optimization Laboratory

Publisher:

Published: 1986

Total Pages: 80

ISBN-13:

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This report describes a single-phase quadratic programming method, an active-set method which solves a sequence of equality-constraint quadratic programs.


Inertia-controlling Methods for Quadratic Programming

Inertia-controlling Methods for Quadratic Programming

Author: Philip E. Gill

Publisher:

Published: 1988

Total Pages: 48

ISBN-13:

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We also derive recurrance relations that facilitate the efficient implementation of a class of inertia-controlling methods that maintain the factorization of a nonsingular matrix associated with the Karush-Kuhn-Tucker conditions."


Practical Optimization

Practical Optimization

Author: Philip E. Gill

Publisher: SIAM

Published: 2019-12-16

Total Pages: 421

ISBN-13: 1611975603

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In the intervening years since this book was published in 1981, the field of optimization has been exceptionally lively. This fertility has involved not only progress in theory, but also faster numerical algorithms and extensions into unexpected or previously unknown areas such as semidefinite programming. Despite these changes, many of the important principles and much of the intuition can be found in this Classics version of Practical Optimization. This book provides model algorithms and pseudocode, useful tools for users who prefer to write their own code as well as for those who want to understand externally provided code. It presents algorithms in a step-by-step format, revealing the overall structure of the underlying procedures and thereby allowing a high-level perspective on the fundamental differences. And it contains a wealth of techniques and strategies that are well suited for optimization in the twenty-first century, and particularly in the now-flourishing fields of data science, “big data,” and machine learning. Practical Optimization is appropriate for advanced undergraduates, graduate students, and researchers interested in methods for solving optimization problems.


Nonlinear Lp-Norm Estimation

Nonlinear Lp-Norm Estimation

Author: Rene Gonin

Publisher: Routledge

Published: 2017-10-02

Total Pages: 318

ISBN-13: 1351428179

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Complete with valuable FORTRAN programs that help solve nondifferentiable nonlinear LtandLo.-norm estimation problems, this important reference/text extensively delineates ahistory of Lp-norm estimation. It examines the nonlinear Lp-norm estimation problem that isa viable alternative to least squares estimation problems where the underlying errordistribution is nonnormal, i.e., non-Gaussian.Nonlinear LrNorm Estimation addresses both computational and statistical aspects ofLp-norm estimation problems to bridge the gap between these two fields . . . contains 70useful illustrations ... discusses linear Lp-norm as well as nonlinear Lt, Lo., and Lp-normestimation problems . . . provides all appropriate computational algorithms and FORTRANlistings for nonlinear Lt- and Lo.-norm estimation problems . . . guides readers with clear endof-chapter notes on related topics and outstanding research publications . . . contains numericalexamples plus several practical problems .. . and shows how the data can prescribe variousapplications of Lp-norm alternatives.Nonlinear Lp-Norm Estimation is an indispensable reference for statisticians,operations researchers, numerical analysts, applied mathematicians, biometricians, andcomputer scientists, as well as a text for graduate students in statistics or computer science.


Electric Power System Applications of Optimization

Electric Power System Applications of Optimization

Author: James A. Momoh

Publisher: CRC Press

Published: 2017-12-19

Total Pages: 602

ISBN-13: 1420065874

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As the demand for energy continues to grow, optimization has risen to the forefront of power engineering research and development. Continuing in the bestselling tradition of the first edition, Electric Power System Applications of Optimization, Second Edition presents the theoretical background of optimization from a practical power system point of view, exploring advanced techniques, new directions, and continuous application problems. The book provides both the analytical formulation of optimization and various algorithmic issues that arise in the application of various methods in power system planning and operation. The second edition adds new functions involving market programs, pricing, reliability, and advances in intelligent systems with implemented algorithms and illustrative examples. It describes recent developments in the field of Adaptive Critics Design and practical applications of approximate dynamic programming. To round out the coverage, the final chapter combines fundamental theories and theorems from functional optimization, optimal control, and dynamic programming to explain new Adaptive Dynamic Programming concepts and variants. With its one-of-a-kind integration of cornerstone optimization principles with application examples, this second edition propels power engineers to new discoveries in providing optimal supplies of energy.


Optimal Control from Theory to Computer Programs

Optimal Control from Theory to Computer Programs

Author: Viorel Arnăutu

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 337

ISBN-13: 9401724881

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The aim of this book is to present the mathematical theory and the know-how to make computer programs for the numerical approximation of Optimal Control of PDE's. The computer programs are presented in a straightforward generic language. As a consequence they are well structured, clearly explained and can be translated easily into any high level programming language. Applications and corresponding numerical tests are also given and discussed. To our knowledge, this is the first book to put together mathematics and computer programs for Optimal Control in order to bridge the gap between mathematical abstract algorithms and concrete numerical ones. The text is addressed to students and graduates in Mathematics, Mechanics, Applied Mathematics, Numerical Software, Information Technology and Engineering. It can also be used for Master and Ph.D. programs.