Practical Augmented Lagrangian Methods for Constrained Optimization

Download Practical Augmented Lagrangian Methods for Constrained Optimization PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 1611973368
Total Pages : 222 pages
Book Rating : 4.6/5 (119 download)

DOWNLOAD NOW!


Book Synopsis Practical Augmented Lagrangian Methods for Constrained Optimization by : Ernesto G. Birgin

Download or read book Practical Augmented Lagrangian Methods for Constrained Optimization written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors: rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

Practical Augmented Lagrangian Methods for Constrained Optimization

Download Practical Augmented Lagrangian Methods for Constrained Optimization PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 161197335X
Total Pages : 222 pages
Book Rating : 4.6/5 (119 download)

DOWNLOAD NOW!


Book Synopsis Practical Augmented Lagrangian Methods for Constrained Optimization by : Ernesto G. Birgin

Download or read book Practical Augmented Lagrangian Methods for Constrained Optimization written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result, and they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

Constrained Optimization and Lagrange Multiplier Methods

Download Constrained Optimization and Lagrange Multiplier Methods PDF Online Free

Author :
Publisher : Academic Press
ISBN 13 : 148326047X
Total Pages : 412 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!


Book Synopsis Constrained Optimization and Lagrange Multiplier Methods by : Dimitri P. Bertsekas

Download or read book Constrained Optimization and Lagrange Multiplier Methods written by Dimitri P. Bertsekas and published by Academic Press. This book was released on 2014-05-10 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer Science and Applied Mathematics: Constrained Optimization and Lagrange Multiplier Methods focuses on the advancements in the applications of the Lagrange multiplier methods for constrained minimization. The publication first offers information on the method of multipliers for equality constrained problems and the method of multipliers for inequality constrained and nondifferentiable optimization problems. Discussions focus on approximation procedures for nondifferentiable and ill-conditioned optimization problems; asymptotically exact minimization in the methods of multipliers; duality framework for the method of multipliers; and the quadratic penalty function method. The text then examines exact penalty methods, including nondifferentiable exact penalty functions; linearization algorithms based on nondifferentiable exact penalty functions; differentiable exact penalty functions; and local and global convergence of Lagrangian methods. The book ponders on the nonquadratic penalty functions of convex programming. Topics include large scale separable integer programming problems and the exponential method of multipliers; classes of penalty functions and corresponding methods of multipliers; and convergence analysis of multiplier methods. The text is a valuable reference for mathematicians and researchers interested in the Lagrange multiplier methods.

Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics

Download Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 0898712300
Total Pages : 301 pages
Book Rating : 4.8/5 (987 download)

DOWNLOAD NOW!


Book Synopsis Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics by : Roland Glowinski

Download or read book Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics written by Roland Glowinski and published by SIAM. This book was released on 1989-01-01 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume deals with the numerical simulation of the behavior of continuous media by augmented Lagrangian and operator-splitting methods.

A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

Download A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (317 download)

DOWNLOAD NOW!


Book Synopsis A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds by : Robert Michael Lewis

Download or read book A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds written by Robert Michael Lewis and published by . This book was released on 1998 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Non-Smooth and Complementarity-Based Distributed Parameter Systems

Download Non-Smooth and Complementarity-Based Distributed Parameter Systems PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3030793931
Total Pages : 518 pages
Book Rating : 4.0/5 (37 download)

DOWNLOAD NOW!


Book Synopsis Non-Smooth and Complementarity-Based Distributed Parameter Systems by : Michael Hintermüller

Download or read book Non-Smooth and Complementarity-Based Distributed Parameter Systems written by Michael Hintermüller and published by Springer Nature. This book was released on 2022-02-18 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many of the most challenging problems in the applied sciences involve non-differentiable structures as well as partial differential operators, thus leading to non-smooth distributed parameter systems. This edited volume aims to establish a theoretical and numerical foundation and develop new algorithmic paradigms for the treatment of non-smooth phenomena and associated parameter influences. Other goals include the realization and further advancement of these concepts in the context of robust and hierarchical optimization, partial differential games, and nonlinear partial differential complementarity problems, as well as their validation in the context of complex applications. Areas for which applications are considered include optimal control of multiphase fluids and of superconductors, image processing, thermoforming, and the formation of rivers and networks. Chapters are written by leading researchers and present results obtained in the first funding phase of the DFG Special Priority Program on Nonsmooth and Complementarity Based Distributed Parameter Systems: Simulation and Hierarchical Optimization that ran from 2016 to 2019.

Practical Optimization

Download Practical Optimization PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 1611975603
Total Pages : 421 pages
Book Rating : 4.6/5 (119 download)

DOWNLOAD NOW!


Book Synopsis Practical Optimization by : Philip E. Gill

Download or read book Practical Optimization written by Philip E. Gill and published by SIAM. This book was released on 2019-12-16 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Numerical Optimization

Download Numerical Optimization PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387400656
Total Pages : 686 pages
Book Rating : 4.3/5 (874 download)

DOWNLOAD NOW!


Book Synopsis Numerical Optimization by : Jorge Nocedal

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Lagrange Multiplier Approach to Variational Problems and Applications

Download Lagrange Multiplier Approach to Variational Problems and Applications PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 0898716497
Total Pages : 354 pages
Book Rating : 4.8/5 (987 download)

DOWNLOAD NOW!


Book Synopsis Lagrange Multiplier Approach to Variational Problems and Applications by : Kazufumi Ito

Download or read book Lagrange Multiplier Approach to Variational Problems and Applications written by Kazufumi Ito and published by SIAM. This book was released on 2008-11-06 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.

Evaluation Complexity of Algorithms for Nonconvex Optimization

Download Evaluation Complexity of Algorithms for Nonconvex Optimization PDF Online Free

Author :
Publisher : SIAM
ISBN 13 : 1611976995
Total Pages : 549 pages
Book Rating : 4.6/5 (119 download)

DOWNLOAD NOW!


Book Synopsis Evaluation Complexity of Algorithms for Nonconvex Optimization by : Coralia Cartis

Download or read book Evaluation Complexity of Algorithms for Nonconvex Optimization written by Coralia Cartis and published by SIAM. This book was released on 2022-07-06 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: A popular way to assess the “effort” needed to solve a problem is to count how many evaluations of the problem functions (and their derivatives) are required. In many cases, this is often the dominating computational cost. Given an optimization problem satisfying reasonable assumptions—and given access to problem-function values and derivatives of various degrees—how many evaluations might be required to approximately solve the problem? Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation, and Perspectives addresses this question for nonconvex optimization problems, those that may have local minimizers and appear most often in practice. This is the first book on complexity to cover topics such as composite and constrained optimization, derivative-free optimization, subproblem solution, and optimal (lower and sharpness) bounds for nonconvex problems. It is also the first to address the disadvantages of traditional optimality measures and propose useful surrogates leading to algorithms that compute approximate high-order critical points, and to compare traditional and new methods, highlighting the advantages of the latter from a complexity point of view. This is the go-to book for those interested in solving nonconvex optimization problems. It is suitable for advanced undergraduate and graduate students in courses on advanced numerical analysis, data science, numerical optimization, and approximation theory.

Advances in Mathematics and Applications

Download Advances in Mathematics and Applications PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319940155
Total Pages : 408 pages
Book Rating : 4.3/5 (199 download)

DOWNLOAD NOW!


Book Synopsis Advances in Mathematics and Applications by : Carlile Lavor

Download or read book Advances in Mathematics and Applications written by Carlile Lavor and published by Springer. This book was released on 2018-09-07 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book celebrates the 50th anniversary of the Institute of Mathematics, Statistics and Scientific Computing (IMECC) of the University of Campinas, Brazil, by offering reviews of selected research developed at one of the most prestigious mathematics institutes in Latin America. Written by senior professors at the IMECC, it covers topics in pure and applied mathematics and statistics ranging from differential geometry, dynamical systems, Lie groups, and partial differential equations to computational optimization, mathematical physics, stochastic process, time series, and more. A report on the challenges and opportunities of research in applied mathematics - a highly active field of research in the country - and highlights of the Institute since its foundation in 1968 completes this historical volume, which is unveiled in the same year that the International Mathematical Union (IMU) names Brazil as a member of the Group V of countries with the most relevant contributions in mathematics.

Combinatorial Optimization Under Uncertainty

Download Combinatorial Optimization Under Uncertainty PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1000859851
Total Pages : 184 pages
Book Rating : 4.0/5 (8 download)

DOWNLOAD NOW!


Book Synopsis Combinatorial Optimization Under Uncertainty by : Ritu Arora

Download or read book Combinatorial Optimization Under Uncertainty written by Ritu Arora and published by CRC Press. This book was released on 2023-05-12 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the basic ideas, underlying principles, mathematical formulations, analysis and applications of the different combinatorial problems under uncertainty and attempts to provide solutions for the same. Uncertainty influences the behaviour of the market to a great extent. Global pandemics and calamities are other factors which affect and augment unpredictability in the market. The intent of this book is to develop mathematical structures for different aspects of allocation problems depicting real life scenarios. The novel methods which are incorporated in practical scenarios under uncertain circumstances include the STAR heuristic approach, Matrix geometric method, Ranking function and Pythagorean fuzzy numbers, to name a few. Distinct problems which are considered in this book under uncertainty include scheduling, cyclic bottleneck assignment problem, bilevel transportation problem, multi-index transportation problem, retrial queuing, uncertain matrix games, optimal production evaluation of cotton in different soil and water conditions, the healthcare sector, intuitionistic fuzzy quadratic programming problem, and multi-objective optimization problem. This book may serve as a valuable reference for researchers working in the domain of optimization for solving combinatorial problems under uncertainty. The contributions of this book may further help to explore new avenues leading toward multidisciplinary research discussions.

Adaptive Augmented Lagrangian Methods

Download Adaptive Augmented Lagrangian Methods PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (12 download)

DOWNLOAD NOW!


Book Synopsis Adaptive Augmented Lagrangian Methods by :

Download or read book Adaptive Augmented Lagrangian Methods written by and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Practical Extrapolation Methods

Download Practical Extrapolation Methods PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521661591
Total Pages : 546 pages
Book Rating : 4.6/5 (615 download)

DOWNLOAD NOW!


Book Synopsis Practical Extrapolation Methods by : Avram Sidi

Download or read book Practical Extrapolation Methods written by Avram Sidi and published by Cambridge University Press. This book was released on 2003-06-05 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents

Mathematical Programming The State of the Art

Download Mathematical Programming The State of the Art PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642688748
Total Pages : 662 pages
Book Rating : 4.6/5 (426 download)

DOWNLOAD NOW!


Book Synopsis Mathematical Programming The State of the Art by : A. Bachem

Download or read book Mathematical Programming The State of the Art written by A. Bachem and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the late forties, Mathematical Programming became a scientific discipline in its own right. Since then it has experienced a tremendous growth. Beginning with economic and military applications, it is now among the most important fields of applied mathematics with extensive use in engineering, natural sciences, economics, and biological sciences. The lively activity in this area is demonstrated by the fact that as early as 1949 the first "Symposium on Mathe matical Programming" took place in Chicago. Since then mathematical programmers from all over the world have gath ered at the intfrnational symposia of the Mathematical Programming Society roughly every three years to present their recent research, to exchange ideas with their colleagues and to learn about the latest developments in their own and related fields. In 1982, the XI. International Symposium on Mathematical Programming was held at the University of Bonn, W. Germany, from August 23 to 27. It was organized by the Institut fUr Okonometrie und Operations Re search of the University of Bonn in collaboration with the Sonderforschungs bereich 21 of the Deutsche Forschungsgemeinschaft. This volume constitutes part of the outgrowth of this symposium and docu ments its scientific activities. Part I of the book contains information about the symposium, welcoming addresses, lists of committees and sponsors and a brief review about the Ful kerson Prize and the Dantzig Prize which were awarded during the opening ceremony.

Applications + Practical Conceptualization + Mathematics = fruitful Innovation

Download Applications + Practical Conceptualization + Mathematics = fruitful Innovation PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 4431553428
Total Pages : 282 pages
Book Rating : 4.4/5 (315 download)

DOWNLOAD NOW!


Book Synopsis Applications + Practical Conceptualization + Mathematics = fruitful Innovation by : Robert S. Anderssen

Download or read book Applications + Practical Conceptualization + Mathematics = fruitful Innovation written by Robert S. Anderssen and published by Springer. This book was released on 2015-10-11 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of papers presented at the conference “Forum Math-for-Industry 2014” for which the unifying theme was “Applications + Practical Conceptualization + Mathematics = fruitful Innovation” in October 2014. This epigram encapsulates the dynamics of the process that takes an application through to an innovation. Industrial mathematics can be viewed as the causal engine that implements the epigram by taking an Application such as input and convolving it with a mixture of Practical Conceptualization and Mathematics to generate a fruitful Innovation as output. The book illustrates various aspects of the two-way interaction between applications and their association highlighting how practical conceptualization assists with the linking of the question that encapsulates the current application to the relevant mathematics. The contents of this volume address productive and successful interaction between industry and mathematicians, as well as the cross-fertilization and collaboration that result when mathematics is involved with the advancement of science and technology.

Augmented Lagrangian Methods

Download Augmented Lagrangian Methods PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 008087536X
Total Pages : 361 pages
Book Rating : 4.0/5 (88 download)

DOWNLOAD NOW!


Book Synopsis Augmented Lagrangian Methods by : M. Fortin

Download or read book Augmented Lagrangian Methods written by M. Fortin and published by Elsevier. This book was released on 2000-04-01 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical solution of boundary-value problems for partial differential equations or inequalities arising in Mathematical Physics, in the Mechanics of Continuous Media and in the Engineering Sciences.