Solving Large Sparse Quadratic Programs with Simple Bounds
Author: Laurie Ann Hulbert
Publisher:
Published: 1990
Total Pages: 288
ISBN-13:
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Author: Laurie Ann Hulbert
Publisher:
Published: 1990
Total Pages: 288
ISBN-13:
DOWNLOAD EBOOKAuthor: Zdenek Dostál
Publisher: Springer Science & Business Media
Published: 2009-04-03
Total Pages: 293
ISBN-13: 0387848061
DOWNLOAD EBOOKQuadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Author: Nicolas Hadjisavvas
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 422
ISBN-13: 3642566456
DOWNLOAD EBOOKVarious generalizations of convex functions have been introduced in areas such as mathematical programming, economics, management science, engineering, stochastics and applied sciences, for example. Such functions preserve one or more properties of convex functions and give rise to models which are more adaptable to real-world situations than convex models. Similarly, generalizations of monotone maps have been studied recently. A growing literature of this interdisciplinary field has appeared, and a large number of international meetings are entirely devoted or include clusters on generalized convexity and generalized monotonicity. The present book contains a selection of refereed papers presented at the 6th International Symposium on Generalized Convexity/Monotonicity, and aims to review the latest developments in the field.
Author: Immanuel M. Bomze
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 350
ISBN-13: 1475726007
DOWNLOAD EBOOKIn recent years global optimization has found applications in many interesting areas of science and technology including molecular biology, chemical equilibrium problems, medical imaging and networks. The collection of papers in this book indicates the diverse applicability of global optimization. Furthermore, various algorithmic, theoretical developments and computational studies are presented. Audience: All researchers and students working in mathematical programming.
Author: Thomas Frederick Coleman
Publisher: SIAM
Published: 1990-01-01
Total Pages: 278
ISBN-13: 9780898712681
DOWNLOAD EBOOKPapers from a workshop held at Cornell University, Oct. 1989, and sponsored by Cornell's Mathematical Sciences Institute. Annotation copyright Book News, Inc. Portland, Or.
Author: D. Butnariu
Publisher: Elsevier
Published: 2001-06-18
Total Pages: 515
ISBN-13: 0080508766
DOWNLOAD EBOOKThe Haifa 2000 Workshop on "Inherently Parallel Algorithms for Feasibility and Optimization and their Applications" brought together top scientists in this area. The objective of the Workshop was to discuss, analyze and compare the latest developments in this fast growing field of applied mathematics and to identify topics of research which are of special interest for industrial applications and for further theoretical study.Inherently parallel algorithms, that is, computational methods which are, by their mathematical nature, parallel, have been studied in various contexts for more than fifty years. However, it was only during the last decade that they have mostly proved their practical usefulness because new generations of computers made their implementation possible in order to solve complex feasibility and optimization problems involving huge amounts of data via parallel processing. These led to an accumulation of computational experience and theoretical information and opened new and challenging questions concerning the behavior of inherently parallel algorithms for feasibility and optimization, their convergence in new environments and in circumstances in which they were not considered before their stability and reliability. Several research groups all over the world focused on these questions and it was the general feeling among scientists involved in this effort that the time has come to survey the latest progress and convey a perspective for further development and concerted scientific investigations. Thus, the editors of this volume, with the support of the Israeli Academy for Sciences and Humanities, took the initiative of organizing a Workshop intended to bring together the leading scientists in the field. The current volume is the Proceedings of the Workshop representing the discussions, debates and communications that took place. Having all that information collected in a single book will provide mathematicians and engineers interested in the theoretical and practical aspects of the inherently parallel algorithms for feasibility and optimization with a tool for determining when, where and which algorithms in this class are fit for solving specific problems, how reliable they are, how they behave and how efficient they were in previous applications. Such a tool will allow software creators to choose ways of better implementing these methods by learning from existing experience.
Author: Neculai Andrei
Publisher: Springer
Published: 2017-12-04
Total Pages: 514
ISBN-13: 3319583565
DOWNLOAD EBOOKThis book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.
Author: Ake Bjorck
Publisher: SIAM
Published: 1996-12-01
Total Pages: 421
ISBN-13: 0898713609
DOWNLOAD EBOOKThe method of least squares: the principal tool for reducing the influence of errors when fitting models to given observations.
Author: R. Horst
Publisher: Springer Science & Business Media
Published: 2013-12-11
Total Pages: 891
ISBN-13: 1461520258
DOWNLOAD EBOOKGlobal optimization is concerned with the computation and characterization of global optima of nonlinear functions. During the past three decades the field of global optimization has been growing at a rapid pace, and the number of publications on all aspects of global optimization has been increasing steadily. Many applications, as well as new theoretical, algorithmic, and computational contributions have resulted. The Handbook of Global Optimization is the first comprehensive book to cover recent developments in global optimization. Each contribution in the Handbook is essentially expository in nature, but scholarly in its treatment. The chapters cover optimality conditions, complexity results, concave minimization, DC programming, general quadratic programming, nonlinear complementarity, minimax problems, multiplicative programming, Lipschitz optimization, fractional programming, network problems, trajectory methods, homotopy methods, interval methods, and stochastic approaches. The Handbook of Global Optimization is addressed to researchers in mathematical programming, as well as all scientists who use optimization methods to model and solve problems.
Author: Yousef Saad
Publisher: SIAM
Published: 2003-04-01
Total Pages: 537
ISBN-13: 0898715342
DOWNLOAD EBOOKMathematics of Computing -- General.