Optimization Methods and Applications

Optimization Methods and Applications
Author: Xiao-qi Yang
Publisher: Springer Science & Business Media
Total Pages: 439
Release: 2013-03-14
Genre: Computers
ISBN: 147573333X

This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non linear optimization and optimization applications. They are mainly the im proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con trol problem.

Progress in Optimization

Progress in Optimization
Author: Xiao-qi Yang
Publisher: Springer Science & Business Media
Total Pages: 347
Release: 2013-12-01
Genre: Mathematics
ISBN: 146130301X

'Optimization Day' (OD) has been a series of annual mini-conferences in Aus tralia since 1994. The purpose of this series of events is to gather researchers in optimization and its related areas from Australia and their collaborators, in order to exchange new developments of optimization theories, methods and their applications. The first four OD mini-conferences were held in The Uni versity of Ballarat (1994), The University of New South Wales (1995), The University of Melbourne (1996) and Royal Melbourne Institute of Technology (1997), respectively. They were all on the eastern coast of Australia. The fifth mini-conference Optimization Days was held at the Centre for Ap plied Dynamics and Optimization (CADO), Department of Mathematics and Statistics, The University of Western Australia, Perth, from 29 to 30 June 1998. This is the first time the OD mini-conference has been held at the west ern coast of Australia. This fifth OD preceded the International Conference on Optimization: Techniques and Applications (ICOTA) held at Curtin Uni versity of Technology. Many participants attended both events. There were 28 participants in this year's mini-conference and 22 presentations in the mini conference. The presentations in this volume are refereed contributions based on papers presented at the fifth Optimization Days mini-conference. The volume is di vided into the following parts: Global Optimization, Nonsmooth Optimization, Optimization Methods and Applications.

Optimization and Control with Applications

Optimization and Control with Applications
Author: Liqun Qi
Publisher: Springer Science & Business Media
Total Pages: 587
Release: 2006-03-30
Genre: Mathematics
ISBN: 0387242554

A collection of 28 refereed papers grouped according to four broad topics: duality and optimality conditions, optimization algorithms, optimal control, and variational inequality and equilibrium problems. Suitable for researchers, practitioners and postgrads.

Modern Numerical Nonlinear Optimization

Modern Numerical Nonlinear Optimization
Author: Neculai Andrei
Publisher: Springer Nature
Total Pages: 824
Release: 2022-10-18
Genre: Mathematics
ISBN: 3031087208

This book includes a thorough theoretical and computational analysis of unconstrained and constrained optimization algorithms and combines and integrates the most recent techniques and advanced computational linear algebra methods. Nonlinear optimization methods and techniques have reached their maturity and an abundance of optimization algorithms are available for which both the convergence properties and the numerical performances are known. This clear, friendly, and rigorous exposition discusses the theory behind the nonlinear optimization algorithms for understanding their properties and their convergence, enabling the reader to prove the convergence of his/her own algorithms. It covers cases and computational performances of the most known modern nonlinear optimization algorithms that solve collections of unconstrained and constrained optimization test problems with different structures, complexities, as well as those with large-scale real applications. The book is addressed to all those interested in developing and using new advanced techniques for solving large-scale unconstrained or constrained complex optimization 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 in mathematical programming will find plenty of recent information and practical approaches for solving real large-scale optimization problems and applications.

Interior Point Algorithms

Interior Point Algorithms
Author: Yinyu Ye
Publisher: John Wiley & Sons
Total Pages: 440
Release: 2011-10-11
Genre: Mathematics
ISBN: 1118030958

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.

Practical Optimization

Practical Optimization
Author: Philip E. Gill
Publisher: SIAM
Total Pages: 422
Release: 2019-12-16
Genre: Mathematics
ISBN: 1611975603

In the intervening years since this book was published in 1981, the field of optimization has been exceptionally lively. This fertility has involved not only progress in theory, but also faster numerical algorithms and extensions into unexpected or previously unknown areas such as semidefinite programming. Despite these changes, many of the important principles and much of the intuition can be found in this Classics version of Practical Optimization. This book provides model algorithms and pseudocode, useful tools for users who prefer to write their own code as well as for those who want to understand externally provided code. It presents algorithms in a step-by-step format, revealing the overall structure of the underlying procedures and thereby allowing a high-level perspective on the fundamental differences. And it contains a wealth of techniques and strategies that are well suited for optimization in the twenty-first century, and particularly in the now-flourishing fields of data science, “big data,” and machine learning. Practical Optimization is appropriate for advanced undergraduates, graduate students, and researchers interested in methods for solving optimization problems.

Computational Mathematical Programming

Computational Mathematical Programming
Author: Klaus Schittkowski
Publisher: Springer Science & Business Media
Total Pages: 455
Release: 2013-06-29
Genre: Mathematics
ISBN: 3642824501

This book contains the written versions of main lectures presented at the Advanced Study Institute (ASI) on Computational Mathematical Programming, which was held in Bad Windsheim, Germany F. R., from July 23 to August 2, 1984, under the sponsorship of NATO. The ASI was organized by the Committee on Algorithms (COAL) of the Mathematical Programming Society. Co-directors were Karla Hoffmann (National Bureau of Standards, Washington, U.S.A.) and Jan Teigen (Rabobank Nederland, Zeist, The Netherlands). Ninety participants coming from about 20 different countries attended the ASI and contributed their efforts to achieve a highly interesting and stimulating meeting. Since 1947 when the first linear programming technique was developed, the importance of optimization models and their mathematical solution methods has steadily increased, and now plays a leading role in applied research areas. The basic idea of optimization theory is to minimize (or maximize) a function of several variables subject to certain restrictions. This general mathematical concept covers a broad class of possible practical applications arising in mechanical, electrical, or chemical engineering, physics, economics, medicine, biology, etc. There are both industrial applications (e.g. design of mechanical structures, production plans) and applications in the natural, engineering, and social sciences (e.g. chemical equilibrium problems, christollography problems).