Nonlinear Conjugate Gradient Methods For Unconstrained Optimization

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Nonlinear Conjugate Gradient Methods For Unconstrained Optimization
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Author : Neculai Andrei
language : en
Publisher: Springer Nature
Release Date : 2020-06-23
Nonlinear Conjugate Gradient Methods For Unconstrained Optimization written by Neculai Andrei and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-23 with Mathematics categories.
Two approaches are known for solving large-scale unconstrained optimization problems—the limited-memory quasi-Newton method (truncated Newton method) and the conjugate gradient method. This is the first book to detail conjugate gradient methods, showing their properties and convergence characteristics as well as their performance in solving large-scale unconstrained optimization problems and applications. Comparisons to the limited-memory and truncated Newton methods are also discussed. Topics studied in detail include: linear conjugate gradient methods, standard conjugate gradient methods, acceleration of conjugate gradient methods, hybrid, modifications of the standard scheme, memoryless BFGS preconditioned, and three-term. Other conjugate gradient methods with clustering the eigenvalues or with the minimization of the condition number of the iteration matrix, are also treated. For each method, the convergence analysis, the computational performances and the comparisons versus other conjugate gradient methods are given. The theory behind the conjugate gradient algorithms presented as a methodology is developed with a clear, rigorous, and friendly exposition; the reader will gain an understanding of their properties and their convergence and will learn to develop and prove the convergence of his/her own methods. Numerous numerical studies are supplied with comparisons and comments on the behavior of conjugate gradient algorithms for solving a collection of 800 unconstrained optimization problems of different structures and complexities with the number of variables in the range [1000,10000]. The book is addressed to all those interested in developing and using new advanced techniques for solving unconstrained optimization complex problems. Mathematical programming researchers, theoreticians and practitioners in operations research, practitioners in engineering and industry researchers, as well as graduate students in mathematics, Ph.D. and master students in mathematical programming, will find plenty of information and practical applications for solving large-scale unconstrained optimization problems and applications by conjugate gradient methods.
Nonlinear Conjugate Gradient Methods For Unconstrained Optimization
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Author : Neculai Andrei
language : en
Publisher: Springer
Release Date : 2020-06-29
Nonlinear Conjugate Gradient Methods For Unconstrained Optimization written by Neculai Andrei and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-29 with Mathematics categories.
Two approaches are known for solving large-scale unconstrained optimization problems—the limited-memory quasi-Newton method (truncated Newton method) and the conjugate gradient method. This is the first book to detail conjugate gradient methods, showing their properties and convergence characteristics as well as their performance in solving large-scale unconstrained optimization problems and applications. Comparisons to the limited-memory and truncated Newton methods are also discussed. Topics studied in detail include: linear conjugate gradient methods, standard conjugate gradient methods, acceleration of conjugate gradient methods, hybrid, modifications of the standard scheme, memoryless BFGS preconditioned, and three-term. Other conjugate gradient methods with clustering the eigenvalues or with the minimization of the condition number of the iteration matrix, are also treated. For each method, the convergence analysis, the computational performances and the comparisons versus other conjugate gradient methods are given. The theory behind the conjugate gradient algorithms presented as a methodology is developed with a clear, rigorous, and friendly exposition; the reader will gain an understanding of their properties and their convergence and will learn to develop and prove the convergence of his/her own methods. Numerous numerical studies are supplied with comparisons and comments on the behavior of conjugate gradient algorithms for solving a collection of 800 unconstrained optimization problems of different structures and complexities with the number of variables in the range [1000,10000]. The book is addressed to all those interested in developing and using new advanced techniques for solving unconstrained optimization complex problems. Mathematical programming researchers, theoreticians and practitioners in operations research, practitioners in engineering and industry researchers, as well as graduate students in mathematics, Ph.D. and master students in mathematical programming, will find plenty of information and practical applications for solving large-scale unconstrained optimization problems and applications by conjugate gradient methods.
Linear And Nonlinear Conjugate Gradient Related Methods
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Author : Loyce M. Adams
language : en
Publisher: SIAM
Release Date : 1996-01-01
Linear And Nonlinear Conjugate Gradient Related Methods written by Loyce M. Adams and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-01 with Mathematics categories.
Proceedings of the AMS-IMS-SIAM Summer Research Conference held at the University of Washington, July 1995.
Practical Methods Of Optimization
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Author : R. Fletcher
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-06
Practical Methods Of Optimization written by R. Fletcher 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 2013-06-06 with Mathematics categories.
Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.
Numerical Optimization
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Author : Jorge Nocedal
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-12-11
Numerical Optimization written by Jorge Nocedal 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 2006-12-11 with Mathematics categories.
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Calculus Of Variations And Optimal Control
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Author : N. P. Osmolovskii
language : en
Publisher: American Mathematical Soc.
Release Date : 1998-08-18
Calculus Of Variations And Optimal Control written by N. P. Osmolovskii and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-08-18 with Mathematics categories.
The theory of a Pontryagin minimum is developed for problems in the calculus of variations. The application of the notion of a Pontryagin minimum to the calculus of variations is a distinctive feature of this book. A new theory of quadratic conditions for a Pontryagin minimum, which covers broken extremals, is developed, and corresponding sufficient conditions for a strong minimum are obtained. Some classical theorems of the calculus of variations are generalized.
Unconstrained Optimization And Quantum Calculus
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Author : Bhagwat Ram
language : en
Publisher: Springer Nature
Release Date : 2024-05-27
Unconstrained Optimization And Quantum Calculus written by Bhagwat Ram and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-27 with Business & Economics categories.
This book provides a better clue to apply quantum derivative instead of classical derivative in the modified optimization methods, compared with the competing books which employ a number of standard derivative optimization techniques to address large-scale, unconstrained optimization issues. Essential proofs and applications of the various techniques are given in simple manner without sacrificing accuracy. New concepts are illustrated with the help of examples. This book presents the theory and application of given optimization techniques in generalized and comprehensive manner. Methods such as steepest descent, conjugate gradient and BFGS are generalized and comparative analyses will show the efficiency of the techniques.
Introduction To Unconstrained Optimization With R
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Author : Shashi Kant Mishra
language : en
Publisher: Springer Nature
Release Date : 2019-12-17
Introduction To Unconstrained Optimization With R written by Shashi Kant Mishra and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-17 with Mathematics categories.
This book discusses unconstrained optimization with R—a free, open-source computing environment, which works on several platforms, including Windows, Linux, and macOS. The book highlights methods such as the steepest descent method, Newton method, conjugate direction method, conjugate gradient methods, quasi-Newton methods, rank one correction formula, DFP method, BFGS method and their algorithms, convergence analysis, and proofs. Each method is accompanied by worked examples and R scripts. To help readers apply these methods in real-world situations, the book features a set of exercises at the end of each chapter. Primarily intended for graduate students of applied mathematics, operations research and statistics, it is also useful for students of mathematics, engineering, management, economics, and agriculture.
Riemannian Optimization And Its Applications
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Author : Hiroyuki Sato
language : en
Publisher: Springer Nature
Release Date : 2021-02-17
Riemannian Optimization And Its Applications written by Hiroyuki Sato and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-17 with Technology & Engineering categories.
This brief describes the basics of Riemannian optimization—optimization on Riemannian manifolds—introduces algorithms for Riemannian optimization problems, discusses the theoretical properties of these algorithms, and suggests possible applications of Riemannian optimization to problems in other fields. To provide the reader with a smooth introduction to Riemannian optimization, brief reviews of mathematical optimization in Euclidean spaces and Riemannian geometry are included. Riemannian optimization is then introduced by merging these concepts. In particular, the Euclidean and Riemannian conjugate gradient methods are discussed in detail. A brief review of recent developments in Riemannian optimization is also provided. Riemannian optimization methods are applicable to many problems in various fields. This brief discusses some important applications including the eigenvalue and singular value decompositions in numerical linear algebra, optimal model reduction in control engineering, and canonical correlation analysis in statistics.
Mathematical Programming The State Of The Art
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Author : A. Bachem
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Mathematical Programming The State Of The Art written by A. Bachem 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 2012-12-06 with Mathematics categories.
In the late forties, Mathematical Programming became a scientific discipline in its own right. Since then it has experienced a tremendous growth. Beginning with economic and military applications, it is now among the most important fields of applied mathematics with extensive use in engineering, natural sciences, economics, and biological sciences. The lively activity in this area is demonstrated by the fact that as early as 1949 the first "Symposium on Mathe matical Programming" took place in Chicago. Since then mathematical programmers from all over the world have gath ered at the intfrnational symposia of the Mathematical Programming Society roughly every three years to present their recent research, to exchange ideas with their colleagues and to learn about the latest developments in their own and related fields. In 1982, the XI. International Symposium on Mathematical Programming was held at the University of Bonn, W. Germany, from August 23 to 27. It was organized by the Institut fUr Okonometrie und Operations Re search of the University of Bonn in collaboration with the Sonderforschungs bereich 21 of the Deutsche Forschungsgemeinschaft. This volume constitutes part of the outgrowth of this symposium and docu ments its scientific activities. Part I of the book contains information about the symposium, welcoming addresses, lists of committees and sponsors and a brief review about the Ful kerson Prize and the Dantzig Prize which were awarded during the opening ceremony.