Algorithms For Linear Quadratic Optimization
DOWNLOAD
Download Algorithms For Linear Quadratic Optimization PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Algorithms For Linear Quadratic Optimization book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Algorithms For Linear Quadratic Optimization
DOWNLOAD
Author : Vasile Sima
language : en
Publisher: CRC Press
Release Date : 2021-12-24
Algorithms For Linear Quadratic Optimization written by Vasile Sima and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-24 with Mathematics categories.
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Interior Point Approach To Linear Quadratic And Convex Programming
DOWNLOAD
Author : D. den Hertog
language : en
Publisher: Springer
Release Date : 1994-03-31
Interior Point Approach To Linear Quadratic And Convex Programming written by D. den Hertog and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-03-31 with Computers categories.
This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.
Quadratic Programming With Computer Programs
DOWNLOAD
Author : Michael J. Best
language : en
Publisher: CRC Press
Release Date : 2017-07-12
Quadratic Programming With Computer Programs written by Michael J. Best and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Business & Economics categories.
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Convex Optimization
DOWNLOAD
Author : Stephen P. Boyd
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-08
Convex Optimization written by Stephen P. Boyd and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-08 with Business & Economics categories.
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Nonlinear Optimization
DOWNLOAD
Author : Stephen A. Vavasis
language : en
Publisher: Oxford University Press, USA
Release Date : 1991
Nonlinear Optimization written by Stephen A. Vavasis and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Computers categories.
The fields of computer science and optimization greatly influence each other, and this book is about one important connection between the two: complexity theory. Complexity theory underlies computer algorithms and is used to address such questions as the efficiency of algorithms and the possibility of algorithmic solutions for particular problems. Furthermore, as optimization problems increase in size with hardware capacity, complexity theory plays a steadily growing role in the exploration of optimization algorithms. As larger and more complicated problems are addressed, it is more important than ever to understand the asymptotic complexity issues. This book describes some of the key developments in the complexity aspects of optimization during the last decade. It will be a valuable source of information for computer scientists and computational mathematicians.
Complexity In Numerical Optimization
DOWNLOAD
Author : Panos M. Pardalos
language : en
Publisher: World Scientific
Release Date : 1993
Complexity In Numerical Optimization written by Panos M. Pardalos and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.
Computational complexity, originated from the interactions between computer science and numerical optimization, is one of the major theories that have revolutionized the approach to solving optimization problems and to analyzing their intrinsic difficulty.The main focus of complexity is the study of whether existing algorithms are efficient for the solution of problems, and which problems are likely to be tractable.The quest for developing efficient algorithms leads also to elegant general approaches for solving optimization problems, and reveals surprising connections among problems and their solutions.This book is a collection of articles on recent complexity developments in numerical optimization. The topics covered include complexity of approximation algorithms, new polynomial time algorithms for convex quadratic minimization, interior point algorithms, complexity issues regarding test generation of NP-hard problems, complexity of scheduling problems, min-max, fractional combinatorial optimization, fixed point computations and network flow problems.The collection of articles provide a broad spectrum of the direction in which research is going and help to elucidate the nature of computational complexity in optimization. The book will be a valuable source of information to faculty, students and researchers in numerical optimization and related areas.
Interior Point Algorithms
DOWNLOAD
Author : Yinyu Ye
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-11
Interior Point Algorithms written by Yinyu Ye and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-11 with Mathematics categories.
The first comprehensive review of the theory and practice of one oftoday's most powerful optimization techniques. The explosive growth of research into and development of interiorpoint algorithms over the past two decades has significantlyimproved the complexity of linear programming and yielded some oftoday's most sophisticated computing techniques. This book offers acomprehensive and thorough treatment of the theory, analysis, andimplementation of this powerful computational tool. Interior Point Algorithms provides detailed coverage of all basicand advanced aspects of the subject. Beginning with an overview offundamental mathematical procedures, Professor Yinyu Ye movesswiftly on to in-depth explorations of numerous computationalproblems and the algorithms that have been developed to solve them.An indispensable text/reference for students and researchers inapplied mathematics, computer science, operations research,management science, and engineering, Interior Point Algorithms: * Derives various complexity results for linear and convexprogramming * Emphasizes interior point geometry and potential theory * Covers state-of-the-art results for extension, implementation,and other cutting-edge computational techniques * Explores the hottest new research topics, including nonlinearprogramming and nonconvex optimization.
Linear Programming With Matlab
DOWNLOAD
Author : Michael C. Ferris
language : en
Publisher: SIAM
Release Date : 2007-01-01
Linear Programming With Matlab written by Michael C. Ferris and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-01 with Mathematics categories.
A self-contained introduction to linear programming using MATLAB® software to elucidate the development of algorithms and theory. Exercises are included in each chapter, and additional information is provided in two appendices and an accompanying Web site. Only a basic knowledge of linear algebra and calculus is required.
Algorithms For Optimization
DOWNLOAD
Author : Mykel J. Kochenderfer
language : en
Publisher: MIT Press
Release Date : 2019-03-12
Algorithms For Optimization written by Mykel J. Kochenderfer and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-12 with Computers categories.
A comprehensive introduction to optimization with a focus on practical algorithms for the design of engineering systems. This book offers a comprehensive introduction to optimization with a focus on practical algorithms. The book approaches optimization from an engineering perspective, where the objective is to design a system that optimizes a set of metrics subject to constraints. Readers will learn about computational approaches for a range of challenges, including searching high-dimensional spaces, handling problems where there are multiple competing objectives, and accommodating uncertainty in the metrics. Figures, examples, and exercises convey the intuition behind the mathematical approaches. The text provides concrete implementations in the Julia programming language. Topics covered include derivatives and their generalization to multiple dimensions; local descent and first- and second-order methods that inform local descent; stochastic methods, which introduce randomness into the optimization process; linear constrained optimization, when both the objective function and the constraints are linear; surrogate models, probabilistic surrogate models, and using probabilistic surrogate models to guide optimization; optimization under uncertainty; uncertainty propagation; expression optimization; and multidisciplinary design optimization. Appendixes offer an introduction to the Julia language, test functions for evaluating algorithm performance, and mathematical concepts used in the derivation and analysis of the optimization methods discussed in the text. The book can be used by advanced undergraduates and graduate students in mathematics, statistics, computer science, any engineering field, (including electrical engineering and aerospace engineering), and operations research, and as a reference for professionals.
Encyclopedia Of Optimization
DOWNLOAD
Author : Christodoulos A. Floudas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-04
Encyclopedia Of Optimization written by Christodoulos A. Floudas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-04 with Mathematics categories.
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".