Preconditioners For Indefinite Systems Arising In Optimization

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Preconditioners for Indefinite Systems Arising in Optimization

Author : Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Preconditioners for Indefinite Systems Arising in Optimization by : Stanford University. Department of Operations Research. Systems Optimization Laboratory

Download or read book Preconditioners for Indefinite Systems Arising in Optimization written by Stanford University. Department of Operations Research. Systems Optimization Laboratory and published by . This book was released on 1990 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: We discuss the solution of sparse linear equations Ky = z, where K is symmetric and indefinite. Since exact solutions are not always required, direct and iterative methods are both of interest. An important direct method is the Bunch-Parlett factorization K = U sub T DU, where U is triangular and D is block-diagonal. A sparse implementation exists in the form of the Harwell code MA27. An appropriate iterative method is the conjugate-gradient-like algorithm SYMMLQ, which solves indefinite systems with the aid of a positive-definite preconditioner. For any indefinite matrix K, we show that the U sub T DU factorization can be modified at nominal cost to provide an exact preconditioner for SYMMLQ. We give code for overwriting the block-diagonal matrix D produced by MA27. We then study the KKT systems arising in barrier methods for linear and nonlinear programming, and derive preconditioners for use with SYMMLQ. For nonlinear programs we suggest a preconditioner based on the smaller KKT system associated with variables that are not near a bound. For linear programs we propose several preconditioners based on a square nonsingular matrix B that is analogous to the basis matrix in the simplex method. The aim is to facilitate solution of full KKT systems rather than equations of the form AD squared A sub T sub delta pi = r when the latter become excessively ill-conditioned. (kr).

Control and Estimation of Distributed Parameter Systems

Author : W. Desch
Publisher : Springer Science & Business Media
ISBN 13 : 9783764358358
Total Pages : 328 pages
Book Rating : 4.3/5 (583 download)

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Book Synopsis Control and Estimation of Distributed Parameter Systems by : W. Desch

Download or read book Control and Estimation of Distributed Parameter Systems written by W. Desch and published by Springer Science & Business Media. This book was released on 1998-03-24 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of 23 refereed contributions, this volume offers a broad and diverse view of current research in control and estimation of partial differential equations. Topics addressed include, but are not limited to - control and stability of hyperbolic systems related to elasticity, linear and nonlinear; - control and identification of nonlinear parabolic systems; - exact and approximate controllability, and observability; - Pontryagin's maximum principle and dynamic programming in PDE; and - numerics pertinent to optimal and suboptimal control problems. This volume is primarily geared toward control theorists seeking information on the latest developments in their area of expertise. It may also serve as a stimulating reader to any researcher who wants to gain an impression of activities at the forefront of a vigorously expanding area in applied mathematics.

Fast Solution of Discretized Optimization Problems

Author : Karl-Heinz Hoffmann
Publisher : Birkhäuser
ISBN 13 : 3034882335
Total Pages : 292 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Fast Solution of Discretized Optimization Problems by : Karl-Heinz Hoffmann

Download or read book Fast Solution of Discretized Optimization Problems written by Karl-Heinz Hoffmann and published by Birkhäuser. This book was released on 2012-12-06 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of articles summarizing the state of knowledge in a large portion of modern homotopy theory. This welcome reference for many new results and recent methods is addressed to all mathematicians interested in homotopy theory and in geometric aspects of group theory.

Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications

Author : Daniele Bertaccini
Publisher : CRC Press
ISBN 13 : 1498764177
Total Pages : 375 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications by : Daniele Bertaccini

Download or read book Iterative Methods and Preconditioning for Large and Sparse Linear Systems with Applications written by Daniele Bertaccini and published by CRC Press. This book was released on 2018-02-19 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes, in a basic way, the most useful and effective iterative solvers and appropriate preconditioning techniques for some of the most important classes of large and sparse linear systems. The solution of large and sparse linear systems is the most time-consuming part for most of the scientific computing simulations. Indeed, mathematical models become more and more accurate by including a greater volume of data, but this requires the solution of larger and harder algebraic systems. In recent years, research has focused on the efficient solution of large sparse and/or structured systems generated by the discretization of numerical models by using iterative solvers.

Iterative Methods for Sparse Linear Systems

Author : Yousef Saad
Publisher : SIAM
ISBN 13 : 0898715342
Total Pages : 537 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Iterative Methods for Sparse Linear Systems by : Yousef Saad

Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-04-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- General.

Matrix Computations

Author : Gene H. Golub
Publisher : JHU Press
ISBN 13 : 9780801854149
Total Pages : 734 pages
Book Rating : 4.8/5 (541 download)

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Book Synopsis Matrix Computations by : Gene H. Golub

Download or read book Matrix Computations written by Gene H. Golub and published by JHU Press. This book was released on 1996-10-15 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: Revised and updated, the third edition of Golub and Van Loan's classic text in computer science provides essential information about the mathematical background and algorithmic skills required for the production of numerical software. This new edition includes thoroughly revised chapters on matrix multiplication problems and parallel matrix computations, expanded treatment of CS decomposition, an updated overview of floating point arithmetic, a more accurate rendition of the modified Gram-Schmidt process, and new material devoted to GMRES, QMR, and other methods designed to handle the sparse unsymmetric linear system problem.

Encyclopedia of Optimization

Author : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Encyclopedia of Optimization by : Christodoulos A. Floudas

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Recent Developments in Optimization Theory and Nonlinear Analysis

Author : Yair Censor
Publisher : American Mathematical Soc.
ISBN 13 : 0821805150
Total Pages : 290 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Recent Developments in Optimization Theory and Nonlinear Analysis by : Yair Censor

Download or read book Recent Developments in Optimization Theory and Nonlinear Analysis written by Yair Censor and published by American Mathematical Soc.. This book was released on 1997 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the refereed proceedings of the special session on Optimization and Nonlinear Analysis held at the Joint American Mathematical Society-Israel Mathematical Union Meeting which took place at the Hebrew University of Jerusalem in May 1995. Most of the papers in this book originated from the lectures delivered at this special session. In addition, some participants who didn't present lectures and invited speakers who were unable to attend contributed their work. The fields of optimization theory and nonlinear analysis continue to be very active. This book presents not only the wide spectrum and diversity of the results, but also their manifold connections to other areas, such as differential equations, functional analysis, operator theory, calculus of variations, numerical analysis, and mathematical programming. In reading this book one encounters papers that deal, for example, with convex, quasiconvex and generalized convex functions, fixed and periodic points, fractional-linear transformations, moduli of convexity, monontone operators, Morse lemmas, Navier-Stokes equations, nonexpansive maps, nonsmooth analysis, numerical stability, products of projections, steepest descent, the Leray-Schauder degree, the turnpike property, and variational inequalities.

Large-Scale Nonlinear Optimization

Author : Gianni Pillo
Publisher : Springer Science & Business Media
ISBN 13 : 0387300651
Total Pages : 297 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Large-Scale Nonlinear Optimization by : Gianni Pillo

Download or read book Large-Scale Nonlinear Optimization written by Gianni Pillo and published by Springer Science & Business Media. This book was released on 2006-06-03 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Control and Estimation of Distributed Parameter Systems

Author : W. Desch
Publisher : Birkhäuser
ISBN 13 : 303488849X
Total Pages : 308 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Control and Estimation of Distributed Parameter Systems by : W. Desch

Download or read book Control and Estimation of Distributed Parameter Systems written by W. Desch and published by Birkhäuser. This book was released on 2012-12-06 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of 23 refereed contributions, this volume offers a broad and diverse view of current research in control and estimation of partial differential equations. Topics addressed include, but are not limited to - control and stability of hyperbolic systems related to elasticity, linear and nonlinear; - control and identification of nonlinear parabolic systems; - exact and approximate controllability, and observability; - Pontryagin's maximum principle and dynamic programming in PDE; and - numerics pertinent to optimal and suboptimal control problems. This volume is primarily geared toward control theorists seeking information on the latest developments in their area of expertise. It may also serve as a stimulating reader to any researcher who wants to gain an impression of activities at the forefront of a vigorously expanding area in applied mathematics.

Matrix Computations

Author : Gene H. Golub
Publisher : JHU Press
ISBN 13 : 1421407949
Total Pages : 781 pages
Book Rating : 4.4/5 (214 download)

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Book Synopsis Matrix Computations by : Gene H. Golub

Download or read book Matrix Computations written by Gene H. Golub and published by JHU Press. This book was released on 2013-02-15 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: This revised edition provides the mathematical background and algorithmic skills required for the production of numerical software. It includes rewritten and clarified proofs and derivations, as well as new topics such as Arnoldi iteration, and domain decomposition methods.

Algorithms for Continuous Optimization

Author : E. Spedicato
Publisher : Springer Science & Business Media
ISBN 13 : 9400903693
Total Pages : 572 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Algorithms for Continuous Optimization by : E. Spedicato

Download or read book Algorithms for Continuous Optimization written by E. Spedicato and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: The NATO Advanced Study Institute on "Algorithms for continuous optimiza tion: the state of the art" was held September 5-18, 1993, at II Ciocco, Barga, Italy. It was attended by 75 students (among them many well known specialists in optimiza tion) from the following countries: Belgium, Brasil, Canada, China, Czech Republic, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Rumania, Spain, Turkey, UK, USA, Venezuela. The lectures were given by 17 well known specialists in the field, from Brasil, China, Germany, Italy, Portugal, Russia, Sweden, UK, USA. Solving continuous optimization problems is a fundamental task in computational mathematics for applications in areas of engineering, economics, chemistry, biology and so on. Most real problems are nonlinear and can be of quite large size. Devel oping efficient algorithms for continuous optimization has been an important field of research in the last 30 years, with much additional impetus provided in the last decade by the availability of very fast and parallel computers. Techniques, like the simplex method, that were already considered fully developed thirty years ago have been thoroughly revised and enormously improved. The aim of this ASI was to present the state of the art in this field. While not all important aspects could be covered in the fifty hours of lectures (for instance multiob jective optimization had to be skipped), we believe that most important topics were presented, many of them by scientists who greatly contributed to their development.

Automated Practical Reasoning

Author : Jochen Pfalzgraf
Publisher : Springer Science & Business Media
ISBN 13 : 3709166047
Total Pages : 233 pages
Book Rating : 4.7/5 (91 download)

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Book Synopsis Automated Practical Reasoning by : Jochen Pfalzgraf

Download or read book Automated Practical Reasoning written by Jochen Pfalzgraf and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of selected papers written by researchers qf our "RISC" institute (Research Institute for Symbolic Computation) along with the ESPRIT MEDLAR Project (Mechanizing Deduction in the Logics of Practical Reason ing). Naturally, the MEDLAR Project was and is the focal point for our institute whose main objective is the combination of foundational research in the area of symbolic computation and possible applications thereof for high-tech industrial projects. I am grateful to the director of the MEDLAR project, Jim Cunningham, for his enthusiasm, profound expertise, and continuous effort to manage a fruitful cooperation between various European working groups in the area of the project and for giving us the opportunity to be part of this challenging endeavor. I also acknowledge and feel indebted to Jochen Pfalzgraf for managing the RISC part of the MEDLAR project and to both him and Dongming Wang for editing this volume and organizing the refereeing process.

Matrix Preconditioning Techniques and Applications

Author : Ke Chen
Publisher : Cambridge University Press
ISBN 13 : 9780521838283
Total Pages : 616 pages
Book Rating : 4.8/5 (382 download)

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Book Synopsis Matrix Preconditioning Techniques and Applications by : Ke Chen

Download or read book Matrix Preconditioning Techniques and Applications written by Ke Chen and published by Cambridge University Press. This book was released on 2005-07-14 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to preconditioning techniques, now an essential part of successful and efficient iterative solutions of matrices.

Proceedings of the Fifth SIAM Conference on Applied Linear Algebra

Author : John Gregg Lewis
Publisher : SIAM
ISBN 13 : 9780898713367
Total Pages : 606 pages
Book Rating : 4.7/5 (133 download)

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Book Synopsis Proceedings of the Fifth SIAM Conference on Applied Linear Algebra by : John Gregg Lewis

Download or read book Proceedings of the Fifth SIAM Conference on Applied Linear Algebra written by John Gregg Lewis and published by SIAM. This book was released on 1994-01-01 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Optimization and Related Topics

Author : Gianni Pillo
Publisher : Springer Science & Business Media
ISBN 13 : 1475732260
Total Pages : 484 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Nonlinear Optimization and Related Topics by : Gianni Pillo

Download or read book Nonlinear Optimization and Related Topics written by Gianni Pillo and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the edited texts of the lectures presented at the Workshop on Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 23 -July 2, 1998. In the tradition of these meetings, the main purpose was to review and discuss recent advances and promising research trends concerning theory, algorithms and innovative applications in the field of Nonlinear Optimization, and of related topics such as Convex Optimization, Nonsmooth Optimization, Variational Inequalities and Complementarity Problems. The meeting was attended by 83 people from 21 countries. Besides the lectures, several formal and informal discussions took place. The result was a wide and deep knowledge of the present research tendencies in the field. We wish to express our appreciation for the active contribution of all the par ticipants in the meeting. Our gratitude is due to the Ettore Majorana Centre in Erice, which offered its facilities and rewarding environment: its staff was certainly instrumental for the success of the meeting. Our gratitude is also due to Francisco Facchinei and Massimo Roma for the effort and time devoted as members of the Organising Committee. We are indebted to the Italian National Research Council, and in particular to the Group on Functional Analysis and its Applications and to the Committees on Engineering Sciences and on Information Sciences and Technolo gies for their financial support. Finally, we address our thanks to Kluwer Academic Publishers for having offered to publish this volume.

Finite Elements and Fast Iterative Solvers

Author : Howard Elman
Publisher : OUP Oxford
ISBN 13 : 0191667927
Total Pages : 495 pages
Book Rating : 4.1/5 (916 download)

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Book Synopsis Finite Elements and Fast Iterative Solvers by : Howard Elman

Download or read book Finite Elements and Fast Iterative Solvers written by Howard Elman and published by OUP Oxford. This book was released on 2014-06-19 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a description of why and how to do Scientific Computing for fundamental models of fluid flow. It contains introduction, motivation, analysis, and algorithms and is closely tied to freely available MATLAB codes that implement the methods described. The focus is on finite element approximation methods and fast iterative solution methods for the consequent linear(ized) systems arising in important problems that model incompressible fluid flow. The problems addressed are the Poisson equation, Convection-Diffusion problem, Stokes problem and Navier-Stokes problem, including new material on time-dependent problems and models of multi-physics. The corresponding iterative algebra based on preconditioned Krylov subspace and multigrid techniques is for symmetric and positive definite, nonsymmetric positive definite, symmetric indefinite and nonsymmetric indefinite matrix systems respectively. For each problem and associated solvers there is a description of how to compute together with theoretical analysis that guides the choice of approaches and describes what happens in practice in the many illustrative numerical results throughout the book (computed with the freely downloadable IFISS software). All of the numerical results should be reproducible by readers who have access to MATLAB and there is considerable scope for experimentation in the "computational laboratory " provided by the software. Developments in the field since the first edition was published have been represented in three new chapters covering optimization with PDE constraints (Chapter 5); solution of unsteady Navier-Stokes equations (Chapter 10); solution of models of buoyancy-driven flow (Chapter 11). Each chapter has many theoretical problems and practical computer exercises that involve the use of the IFISS software. This book is suitable as an introduction to iterative linear solvers or more generally as a model of Scientific Computing at an advanced undergraduate or beginning graduate level.