Properties of an Interior Embedding for Solving Nonlinear Optimization Problems
Author: Walter Gómez Bofill
Publisher:
Published: 1996
Total Pages: 30
ISBN-13:
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Properites of an Interior Embedding for Solving Nonlinear Optimization Problems
Author: Walter Gömez Bofill
Publisher:
Published: 1996
Total Pages:
ISBN-13:
DOWNLOAD EBOOKLinear and Nonlinear Optimization
Author: Richard W. Cottle
Publisher: Springer
Published: 2017-06-11
Total Pages: 644
ISBN-13: 1493970550
DOWNLOAD EBOOKThis textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia
Nonlinear Optimization
Author: Immanuel M. Bomze
Publisher: Springer
Published: 2010-03-17
Total Pages: 301
ISBN-13: 3642113397
DOWNLOAD EBOOKThis volume collects the expanded notes of four series of lectures given on the occasion of the CIME course on Nonlinear Optimization held in Cetraro, Italy, from July 1 to 7, 2007. The Nonlinear Optimization problem of main concern here is the problem n of determining a vector of decision variables x ? R that minimizes (ma- n mizes) an objective function f(·): R ? R,when x is restricted to belong n to some feasible setF? R , usually described by a set of equality and - n n m equality constraints: F = {x ? R : h(x)=0,h(·): R ? R ; g(x) ? 0, n p g(·): R ? R }; of course it is intended that at least one of the functions f,h,g is nonlinear. Although the problem canbe stated in verysimpleterms, its solution may result very di?cult due to the analytical properties of the functions involved and/or to the number n,m,p of variables and constraints. On the other hand, the problem has been recognized to be of main relevance in engineering, economics, and other applied sciences, so that a great lot of e?ort has been devoted to develop methods and algorithms able to solve the problem even in its more di?cult and large instances. The lectures have been given by eminent scholars, who contributed to a great extent to the development of Nonlinear Optimization theory, methods and algorithms. Namely, they are: – Professor Immanuel M.
Interior-point Polynomial Algorithms in Convex Programming
Author: Yurii Nesterov
Publisher: SIAM
Published: 1994-01-01
Total Pages: 414
ISBN-13: 9781611970791
DOWNLOAD EBOOKSpecialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Nonlinear Programming
Author: Lorenz T. Biegler
Publisher: SIAM
Published: 2010-01-01
Total Pages: 411
ISBN-13: 0898719380
DOWNLOAD EBOOKThis book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.
Acta Numerica 2008: Volume 17
Author: A. Iserles
Publisher: Cambridge University Press
Published: 2008-06-12
Total Pages: 424
ISBN-13: 9780521516426
DOWNLOAD EBOOKA high-impact, prestigious annual publication containing invited surveys by subject leaders: essential reading for all practitioners and researchers.
Taming Heterogeneity and Complexity of Embedded Control
Author: Françoise Lamnabhi-Lagarrigu
Publisher: John Wiley & Sons
Published: 2013-05-21
Total Pages: 605
ISBN-13: 1118615131
DOWNLOAD EBOOKThis book gathers together a selection of papers presented at the Joint CTS-HYCON Workshop on Nonlinear and Hybrid Control held at the Paris Sorbonne, France, 10-12 July 2006. The main objective of the Workshop was to promote the exchange of ideas and experiences and reinforce scientific contacts in the large multidisciplinary area of the control of nonlinear and hybrid systems.
Topics in Semidefinite and Interior-Point Methods
Author: Panos M. Pardalos and Henry Wolkowicz
Publisher: American Mathematical Soc.
Published:
Total Pages: 276
ISBN-13: 9780821871256
DOWNLOAD EBOOKThis volume presents refereed papers presented at the workshop Semidefinite Programming and Interior-Point Approaches for Combinatorial Problems: held at The Fields Institute in May 1996. Semidefinite programming (SDP) is a generalization of linear programming (LP) in that the non-negativity constraints on the variables is replaced by a positive semidefinite constraint on matrix variables. Many of the elegant theoretical properties and powerful solution techniques follow through from LP to SDP. In particular, the primal-dual interior-point methods, which are currently so successful for LP, can be used to efficiently solve SDP problems. In addition to the theoretical and algorithmic questions, SDP has found many important applications in combinatorial optimization, control theory and other areas of mathematical programming. The papers in this volume cover a wide spectrum of recent developments in SDP. The volume would be suitable as a textbook for advanced courses in optimization. It is intended for graduate students and researchers in mathematics, computer science, engineering and operations.
Nonlinear Model Predictive Control
Author: Frank Allgöwer
Publisher: Birkhäuser
Published: 2012-12-06
Total Pages: 463
ISBN-13: 3034884079
DOWNLOAD EBOOKDuring the past decade model predictive control (MPC), also referred to as receding horizon control or moving horizon control, has become the preferred control strategy for quite a number of industrial processes. There have been many significant advances in this area over the past years, one of the most important ones being its extension to nonlinear systems. This book gives an up-to-date assessment of the current state of the art in the new field of nonlinear model predictive control (NMPC). The main topic areas that appear to be of central importance for NMPC are covered, namely receding horizon control theory, modeling for NMPC, computational aspects of on-line optimization and application issues. The book consists of selected papers presented at the International Symposium on Nonlinear Model Predictive Control – Assessment and Future Directions, which took place from June 3 to 5, 1998, in Ascona, Switzerland. The book is geared towards researchers and practitioners in the area of control engineering and control theory. It is also suited for postgraduate students as the book contains several overview articles that give a tutorial introduction into the various aspects of nonlinear model predictive control, including systems theory, computations, modeling and applications.
