Large-Scale Nonlinear Optimization

ISBN-13: 9780387300634 / Angielski / Twarda / 2006 / 298 str.

Gianni Di Pillo; Massimo Roma

Opis

Large-Scale Nonlinear Optimization 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. The chapters of the book, authored by some of the most active and well-known researchers in nonlinear optimization, give an updated overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.

Spis treści

Fast Linear Algebra for Multiarc Trajectory Optimization (Nicolas Bérend, J. Frédéric Bonnans, Julien Laurent-Varin, MounirHaddou, Christophe Talbot).- Lagrange Multipliers with Optimal Sensitivity Properties in Constrained Optimization (Dimitri P. Bertsekas).- n O(n^2) Algorithm for Isotonic Regression (Oleg Burdakov, Oleg Sysoev, Anders Grimvall, Mohamed Hussian).- Knitro: An Integrated Package for Nonlinear Optimization (Richard H. Byrd, Jorge Nocedal, Richard A. Waltz).- On implicit-factorization constraint preconditioners (H. Sue Dollar, Nicholas I. M. Gould, Andrew J. Wathen).- Optimal algorithms for large sparse quadratic programming problems with uniformly bounded spectrum (Zdenek Dostál).- Numerical methods for separating two polyhedra (Yury G. Evtushenko, Alexander I. Golikov, Saed Ketabchi).- Exact penalty functions for generalized Nash problems (Francisco Facchinei, Jong-Shi Pang).- Parametric Sensitivity Analysis for Optimal Boundary Control of a 3D Reaction-Diffusion System (Roland Griesse, Stefan Volkwein).- Projected Hessians for Preconditioning in One-Step One-Shot Design Optimization (Andreas Griewank).- Conditions and parametric representations of approximate minimal elements of a set through scalarization (César Gutiérrez, Bienvenido Jiménez, Vicente Novo).- Efficient methods for large-scale unconstrained optimization (Ladislav Lukšan, Jan Vlcek).- A variational approach for minimum cost flow problems (Giandomenico Mastroeni).- Multi-Objective Optimisation of Expensive Objective Functions with Variable Fidelity Models (Daniele Peri, Antonio Pinto, Emilio F. Campana).-Towards the Numerical Solution of a Large Scale PDAE Constrained Optimization Problem Arising in Molten Carbonate Fuel Cell Modeling (Hans Josef Pesch, Kati Sternberg, Kurt Chudej).- The NEWUOA software for unconstrained optimization without derivatives (M.J.D. Powell).

Blurb

Large-Scale Nonlinear Optimization 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.

The chapters of the book, authored by some of the most active and well-known researchers in nonlinear optimization, give an updated overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.

 

Audience

This book is intended for researchers in applied mathematics, advanced engineering, and computer science; it is also recommended for further reading within graduate studies, postgraduate and doctoral programs.