High Performance Algorithms and Software for Nonlinear Optimization

ISBN-13: 9781461379560 / Angielski / Miękka / 2011 / 416 str.

Gianni Pillo; Almerico Murli

Opis

This volume contains the edited texts of the lectures presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 30 - July 8, 2001. In the first year of the new century, the aim of the Workshop was to assess the past and to discuss the future of Nonlinear Optimization, and to highlight recent achieve ments and promising research trends in this field. An emphasis was requested on algorithmic and high performance software developments and on new computational experiences, as well as on theoretical advances. We believe that such goal was basically achieved. The Workshop was attended by 71 people from 22 countries. Although not all topics were covered, the presentations gave indeed a wide overview of the field, from different and complementary stand points. Besides the lectures, several formal and informal discussions took place. We wish to express our appreciation for the active contribution of all the participants in the meeting. The 18 papers included in this volume represent a significant selection of the most recent developments in nonlinear programming theory and practice. They show that there is plenty of exciting ideas, implementation issues and new applications which produce a very fast evolution in the field."

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.