Mixed Integer Nonlinear Programming

Mixed Integer Nonlinear Programming

Author: Jon Lee

Publisher: Springer Science & Business Media

Published: 2011-12-02

Total Pages: 687

ISBN-13: 1461419271

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Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.


ICIAM 91

ICIAM 91

Author: Robert E. O'Malley

Publisher: SIAM

Published: 1992-01-01

Total Pages: 424

ISBN-13: 9780898713022

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Proceedings -- Computer Arithmetic, Algebra, OOP.


The Method of Response Function in Psychology & Sociology

The Method of Response Function in Psychology & Sociology

Author: Irina G. Malkina-Pykh

Publisher: WIT Press

Published: 2013

Total Pages: 269

ISBN-13: 184564686X

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Social (psychological and sociological) systems present considerable difficulties for modellers due to their complexity, multidimensionality, uncertainty and irreducibility. The book proposes that response functions (MRF) be used as a method of constructing purposeful, credible and integrated social systems' models from data and prior knowledge or information. A semi-empirical, or "grey-box", MRF model may be regarded as a trade-off between a knowledge-based model and a "black-box" (empirical) model. It may embody all the existing knowledge on the process (or a part thereof) and, in addition, it relies on parameterised functions, whose parameters are determined from measurements. Observations contain hidden information on the processes under consideration and one of the main purposes of the proposed method is to "extract" and describe these hidden relationships. Parameterisation offers ways to couple qualitative with quantitative analysis. This combination makes it possible to take into account all the phenomena that are not modelled with the required accuracy through prior knowledge. Although only a simplified picture of the processes is modelled, a "grey box" system model provides some insight into the system processes. These processes are featured by chains of causality, highlighting stressors and variables responsive to stressors. The method of response functions is a nonlinear regression method that implies credible models in the sense that they are identifiable and, hopefully, explain system output behaviour satisfactorily. For case studies the authors have selected the problems usually studied by psychologists and sociologists with statistical procedures, such as investigation of variance and discriminant analysis based on the general linear model or one of its multivariate generalisations (structural equation models, etc.); disordered eating and obesity; subjective well-being and alexithymia. An accompanying CD-ROM contains the demonstration versions of three models that are discussed in the various chapters.The Method of Response Functions in Psychology and Sociology is aimed at Mathematical Psychologists; Mathematical Sociologists; Applied Psychologists; Sociologists and Social Practitioners. It will also be suitable for use on undergraduate as well as graduate and postgraduate courses specializing in these areas.


High Performance Algorithms and Software in Nonlinear Optimization

High Performance Algorithms and Software in Nonlinear Optimization

Author: Renato de Leone

Publisher: Springer Science & Business Media

Published: 2013-12-01

Total Pages: 379

ISBN-13: 1461332796

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This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.


Numerical Optimization

Numerical Optimization

Author: Jorge Nocedal

Publisher: Springer Science & Business Media

Published: 2006-12-11

Total Pages: 686

ISBN-13: 0387400656

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Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.


Variational Calculus, Optimal Control and Applications

Variational Calculus, Optimal Control and Applications

Author: Leonhard Bittner

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 354

ISBN-13: 3034888023

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The 12th conference on "Variational Calculus, Optimal Control and Applications" took place September 23-27, 1996, in Trassenheide on the Baltic Sea island of Use dom. Seventy mathematicians from ten countries participated. The preceding eleven conferences, too, were held in places of natural beauty throughout West Pomerania; the first time, in 1972, in Zinnowitz, which is in the immediate area of Trassenheide. The conferences were founded, and led ten times, by Professor Bittner (Greifswald) and Professor KlCitzler (Leipzig), who both celebrated their 65th birthdays in 1996. The 12th conference in Trassenheide, was, therefore, also dedicated to L. Bittner and R. Klotzler. Both scientists made a lasting impression on control theory in the former GDR. Originally, the conferences served to promote the exchange of research results. In the first years, most of the lectures were theoretical, but in the last few conferences practical applications have been given more attention. Besides their pioneering theoretical works, both honorees have also always dealt with applications problems. L. Bittner has, for example, examined optimal control of nuclear reactors and associated safety aspects. Since 1992 he has been working on applications in optimal control in flight dynamics. R. Klotzler recently applied his results on optimal autobahn planning to the south tangent in Leipzig. The contributions published in these proceedings reflect the trend to practical problems; starting points are often questions from flight dynamics.


Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Author: J. E. Dennis, Jr.

Publisher: SIAM

Published: 1996-12-01

Total Pages: 394

ISBN-13: 9781611971200

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This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.


Large-Scale Nonlinear Optimization

Large-Scale Nonlinear Optimization

Author: Gianni Pillo

Publisher: Springer Science & Business Media

Published: 2006-06-03

Total Pages: 297

ISBN-13: 0387300651

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This book reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research. Individual chapters, contributed by eminent authorities, provide an up-to-date overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.