A new inexact nonmonotone filter sequential quadratic programming algorithm (Mahdavi-Amiri et al.).- Behavior of Limited Memory BFGS when Applied to Nonsmooth Functions and their Nesterov Smoothings(Overton et al.).- Subgradient smoothing method for nonsmooth nonconvex optimization(Roos et al.).- On some optimization problems that can be solved in O(n) time(Facchinei et al.).- Iteration complexity of a fixed-stepsize SQP method for nonconvex optimization with convex constraints(Facchinei et al.).- Modelling and Inferring the Triggering Function in a Self-Exciting Point Process(Mahdavi-Amiri et al.).- A new multi-point stepsize gradient method for optimization(Higham et al.).- A Julia implementation of Algorithm NCL for constrained optimization(Dai et al.).- A Survey on Modeling Approaches for Generation and Transmission Expansion Planning Analysis (Vespucci et al.).-
Second Order Adjoints in Optimization (Sachs).- Largest Small n-polygons: Numerical Optimum Estimates for n ≥ 6 (Pintér).- Computational Science in the 17th century. Numerical solution of algebraic equations:digit–by–digit computation (Steihaug).
This book gathers selected, peer-reviewed contributions presented at the Fifth International Conference on Numerical Analysis and Optimization (NAO-V), which was held at Sultan Qaboos University, Oman, on January 6-9, 2020. Each chapter reports on developments in key fields, such as numerical analysis, numerical optimization, numerical linear algebra, numerical differential equations, optimal control, approximation theory, applied mathematics, derivative-free optimization methods, programming models, and challenging applications that frequently arise in statistics, econometrics, finance, physics, medicine, biology, engineering and industry.
Many real-world, complex problems can be formulated as optimization tasks, and can be characterized further as large scale, unconstrained, constrained, non-convex, nondifferentiable or discontinuous, and therefore require adequate computational methods, algorithms and software tools. These same tools are often employed by researchers working in current IT hot topics, such as big data, optimization and other complex numerical algorithms in the cloud, devising special techniques for supercomputing systems. This interdisciplinary view permeates the work included in this volume.
The NAO conference series is held every three years at Sultan Qaboos University, with the aim of bringing together a group of international experts and presenting novel and advanced applications to facilitate interdisciplinary studies among pure scientific and applied knowledge. It is a venue where prominent scientists gather to share innovative ideas and know-how relating to new scientific methodologies, to promote scientific exchange, to discuss possible future cooperations, and to promote the mobility of local and young researchers.