High Performance Algorithms and Software for Nonlinear Optimization

ISBN-13: 9781402075322 / Angielski / Twarda / 2003 / 416 str.

Gianni Di Pillo

Opis

The chapters included in this volume, which are authored by some of the most well-known researchers in nonlinear optimization, give an updated overview of the field from different and complementary standpoints: theoretical analysis, algorithmic developments, software evaluation, implementation issues, and applications. Audience: This volume would be useful to researchers and professionals working in applied mathematics, advanced engineering, computer sciences, as well as graduate students.

Recenzje

From the reviews:

"The present book is a collection of 18 papers which were presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization in 2001. ... The book is a worthwhile and understandable collection of high performance tools for large scale optimization problems. It gives an insight into the recent developments in serial and parallel computing and a lot of food for thought." (Kirsten Henken, OR-News, Issue 23, March, 2005)

"This book contains the edited text of 18 lectures presented at the Workshop on high Performance Algorithms and Software for Nonlinear Optmization held ... between 30 July and 8 July 2001 in Erice, Sicily. ... The book layout is neat and the quality of type-setting, graphs, paper and binding is of high quality. It is suitable for graduate students, researchers and professionals working in Applied Mathematics, Computer Science and Engineering." (H Yousef, Journal of the Operational Research Society, Vol. 57 (11), 2006)

Spis treści

1. Quasi-Newton Algorithms for Large-Scale Nonlinear Least-Squares.- 2. The Extended Ritz Method in Stochastic Functional Optimizazion: An Example of Dynamic Routing in Traffic Networks.- 3. Efficient Serial and Parallel Implementation of the Cutting Angle Method.- 4. A Globalization Strategy for Interior Point Methods for Mixed Complementarity Problems.- 5. A Comparative Study of Large-Scale Nonlinear Optimization Algorithms.- 6. A Software System for PDE-Constrained Optimization Problems.- 7. A Truncated SQP Algorithm for Solving Nonconvex Equality Constrained Optimization Problems.- 8. Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time.- 9. Fruitful Uses of Smooth Exact Merit Functions in Constrained Optimization.- 10. New Perspective on the Theorems of Alternative.- 11. Planar-CG Methods and Matrix Tridiagonalization in Large Scale Unconstrained Optimization.- 12. Filter-type Algorithms for Solving Systems of Algebraic Equations and Inequalities.- 13. A New Algorithm for Solving Large Scale Molecular Distance Geometry Problems.- 14. PENNON A generalized Augmented Lagrangian Method for Semidefinite Programming.- 15. Understanding Asynchronous Parallel Pattern Search.- 16. Smoothing Techniques for the Solution of Finite and Semi-Infinite Min-Max-Min Problems.- 17. Exploiting Optimality Conditions in Accurate Static Circuit Tuning.- 18. Efficient Analysis on a Truncated Newton Method with Preconditioned Conjugate Gradient Technique for Optimization.