Practical Augmented Lagrangian Methods For Constrained Optimization
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Practical Augmented Lagrangian Methods For Constrained Optimization
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Author : Ernesto G. Birgin
language : en
Publisher: SIAM
Release Date : 2014-04-30
Practical Augmented Lagrangian Methods For Constrained Optimization written by Ernesto G. Birgin and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-30 with Mathematics categories.
This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result, and they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.
Constrained Optimization And Lagrange Multiplier Methods
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Author : Dimitri P. Bertsekas
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Constrained Optimization And Lagrange Multiplier Methods written by Dimitri P. Bertsekas and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Computer Science and Applied Mathematics: Constrained Optimization and Lagrange Multiplier Methods focuses on the advancements in the applications of the Lagrange multiplier methods for constrained minimization. The publication first offers information on the method of multipliers for equality constrained problems and the method of multipliers for inequality constrained and nondifferentiable optimization problems. Discussions focus on approximation procedures for nondifferentiable and ill-conditioned optimization problems; asymptotically exact minimization in the methods of multipliers; duality framework for the method of multipliers; and the quadratic penalty function method. The text then examines exact penalty methods, including nondifferentiable exact penalty functions; linearization algorithms based on nondifferentiable exact penalty functions; differentiable exact penalty functions; and local and global convergence of Lagrangian methods. The book ponders on the nonquadratic penalty functions of convex programming. Topics include large scale separable integer programming problems and the exponential method of multipliers; classes of penalty functions and corresponding methods of multipliers; and convergence analysis of multiplier methods. The text is a valuable reference for mathematicians and researchers interested in the Lagrange multiplier methods.
Core Chasing Algorithms For The Eigenvalue Problem
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Author : Jared L. Aurentz
language : en
Publisher: SIAM
Release Date : 2018-07-06
Core Chasing Algorithms For The Eigenvalue Problem written by Jared L. Aurentz and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-06 with Science categories.
Eigenvalue computations are ubiquitous in science and engineering. John Francis?s implicitly shifted QR algorithm has been the method of choice for small to medium sized eigenvalue problems since its invention in 1959. This book presents a new view of this classical algorithm. While Francis?s original procedure chases bulges, the new version chases core transformations, which allows the development of fast algorithms for eigenvalue problems with a variety of special structures. This also leads to a fast and backward stable algorithm for computing the roots of a polynomial by solving the companion matrix eigenvalue problem. The authors received a SIAM Outstanding Paper prize for this work. This book will be of interest to researchers in numerical linear algebra and their students.
Structure Preserving Doubling Algorithms For Nonlinear Matrix Equations
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Author : Tsung-Ming Huang
language : en
Publisher: SIAM
Release Date : 2018-10-04
Structure Preserving Doubling Algorithms For Nonlinear Matrix Equations written by Tsung-Ming Huang and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-04 with Mathematics categories.
Nonlinear matrix equations arise frequently in applied science and engineering. This is the first book to provide a unified treatment of structure-preserving doubling algorithms that have been recently studied and proven effective for notoriously challenging problems, such as fluid queue theory and vibration analysis for high speed trains; present recent developments and results for the theory of doubling algorithms for nonlinear matrix equations associated with regular matrix pencils; and highlight the use of doubling algorithms in achieving robust solutions for notoriously challenging problems that other methods cannot.? Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations is intended for researchers and computational scientists, and graduate students may also find it of interest.
Numerical Analysis Of Partial Differential Equations Using Maple And Matlab
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Author : Martin J. Gander
language : en
Publisher: SIAM
Release Date : 2018-01-01
Numerical Analysis Of Partial Differential Equations Using Maple And Matlab written by Martin J. Gander and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-01 with Science categories.
This book provides an elementary yet comprehensive introduction to the numerical solution of partial differential equations (PDEs). Used to model important phenomena, such as the heating of apartments and the behavior of electromagnetic waves, these equations have applications in engineering and the life sciences, and most can only be solved approximately using computers. Numerical Analysis of Partial Differential Equations Using Maple and MATLAB provides detailed descriptions of the four major classes of discretization methods for PDEs (finite difference method, finite volume method, spectral method, and finite element method) and runnable MATLAB? code for each of the discretization methods and exercises. It also gives self-contained convergence proofs for each method using the tools and techniques required for the general convergence analysis but adapted to the simplest setting to keep the presentation clear and complete. This book is intended for advanced undergraduate and early graduate students in numerical analysis and scientific computing and researchers in related fields. It is appropriate for a course on numerical methods for partial differential equations.
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.
Biomedical Measurement Systems And Data Science
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Author : Michael Insana
language : en
Publisher: Cambridge University Press
Release Date : 2021-06-17
Biomedical Measurement Systems And Data Science written by Michael Insana 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 2021-06-17 with Medical categories.
Discover the fundamental principles of biomedical measurement design and performance evaluation with this hands-on guide. Whether you develop measurement instruments or use them in novel ways, this practical text will prepare you to be an effective generator and consumer of biomedical data. Designed for both classroom instruction and self-study, it explains how information is encoded into recorded data and can be extracted and displayed in an accessible manner. Describes and integrates experimental design, performance assessment, classification, and system modelling. Combines mathematical concepts with computational models, providing the tools needed to answer advanced biomedical questions. Includes MATLAB® scripts throughout to help readers model all types of biomedical systems, and contains numerous homework problems, with a solutions manual available online. This is an essential text for advanced undergraduate and graduate students in bioengineering, electrical and computer engineering, computer science, medical physics, and anyone preparing for a career in biomedical sciences and engineering.
More Test Examples For Nonlinear Programming Codes
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Author : Klaus Schittkowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
More Test Examples For Nonlinear Programming Codes written by Klaus Schittkowski 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 Business & Economics categories.
This collection of 188 nonlinear programming test examples is a supplement of the test problem collection published by Hock and Schittkowski [2]. As in the former case, the intention is to present an extensive set of nonlinear programming problems that were used by other authors in the past to develop, test or compare optimization algorithms. There is no distinction between an "easy" or "difficult" test problem, since any related classification must depend on the underlying algorithm and test design. For instance, a nonlinear least squares problem may be solved easily by a special purpose code within a few iterations, but the same problem can be unsolvable for a general nonlinear programming code due to ill-conditioning. Thus one should consider both collections as a possible offer to choose some suitable problems for a specific test frame. One difference between the new collection and the former one pub lished by Hock and Schittkowski [2], is the attempt to present some more realistic or "real world" problems. Moreover a couple of non linear least squares test problems were collected which can be used e. g. to test data fitting algorithms. The presentation of the test problems is somewhat simplified and numerical solutions are computed only by one nonlinear programming code, the sequential quadratic programming algorithm NLPQL of Schittkowski [3]. But both test problem collections are implemeted in the same way in form of special FORTRAN subroutines, so that the same test programs can be used.
Encyclopedia Of Optimization
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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".
Quasi Newton Acceleration For Equality Constrained Minimization
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Author : L. Ferreira-Mendonça
language : en
Publisher:
Release Date : 2006
Quasi Newton Acceleration For Equality Constrained Minimization written by L. Ferreira-Mendonça and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematical optimization categories.