A Single-phase Method for Quadratic Programming

A Single-phase Method for Quadratic Programming
Author: Stanford University. Systems Optimization Laboratory
Publisher:
Total Pages: 80
Release: 1986
Genre:
ISBN:

This report describes a single-phase quadratic programming method, an active-set method which solves a sequence of equality-constraint quadratic programs.

Inertia-controlling Methods for Quadratic Programming

Inertia-controlling Methods for Quadratic Programming
Author: Philip E. Gill
Publisher:
Total Pages: 48
Release: 1988
Genre: Quadratic programming
ISBN:

We also derive recurrance relations that facilitate the efficient implementation of a class of inertia-controlling methods that maintain the factorization of a nonsingular matrix associated with the Karush-Kuhn-Tucker conditions."

Practical Optimization

Practical Optimization
Author: Philip E. Gill
Publisher: SIAM
Total Pages: 421
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.

Electric Power System Applications of Optimization

Electric Power System Applications of Optimization
Author: James A. Momoh
Publisher: CRC Press
Total Pages: 602
Release: 2017-12-19
Genre: Technology & Engineering
ISBN: 1420065874

As the demand for energy continues to grow, optimization has risen to the forefront of power engineering research and development. Continuing in the bestselling tradition of the first edition, Electric Power System Applications of Optimization, Second Edition presents the theoretical background of optimization from a practical power system point of view, exploring advanced techniques, new directions, and continuous application problems. The book provides both the analytical formulation of optimization and various algorithmic issues that arise in the application of various methods in power system planning and operation. The second edition adds new functions involving market programs, pricing, reliability, and advances in intelligent systems with implemented algorithms and illustrative examples. It describes recent developments in the field of Adaptive Critics Design and practical applications of approximate dynamic programming. To round out the coverage, the final chapter combines fundamental theories and theorems from functional optimization, optimal control, and dynamic programming to explain new Adaptive Dynamic Programming concepts and variants. With its one-of-a-kind integration of cornerstone optimization principles with application examples, this second edition propels power engineers to new discoveries in providing optimal supplies of energy.

Optimal Control from Theory to Computer Programs

Optimal Control from Theory to Computer Programs
Author: Viorel Arnăutu
Publisher: Springer Science & Business Media
Total Pages: 337
Release: 2013-04-17
Genre: Computers
ISBN: 9401724881

The aim of this book is to present the mathematical theory and the know-how to make computer programs for the numerical approximation of Optimal Control of PDE's. The computer programs are presented in a straightforward generic language. As a consequence they are well structured, clearly explained and can be translated easily into any high level programming language. Applications and corresponding numerical tests are also given and discussed. To our knowledge, this is the first book to put together mathematics and computer programs for Optimal Control in order to bridge the gap between mathematical abstract algorithms and concrete numerical ones. The text is addressed to students and graduates in Mathematics, Mechanics, Applied Mathematics, Numerical Software, Information Technology and Engineering. It can also be used for Master and Ph.D. programs.