Computable Error Bounds in Mathematical Programming
Author | : Jun Ren |
Publisher | : |
Total Pages | : 212 |
Release | : 1993 |
Genre | : Linear complementarity problem |
ISBN | : |
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Author | : Jun Ren |
Publisher | : |
Total Pages | : 212 |
Release | : 1993 |
Genre | : Linear complementarity problem |
ISBN | : |
Author | : Anthony V. Fiacco |
Publisher | : CRC Press |
Total Pages | : 456 |
Release | : 2020-09-23 |
Genre | : Mathematics |
ISBN | : 1000117111 |
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.
Author | : Jean-Pierre Crouzeix |
Publisher | : Springer Science & Business Media |
Total Pages | : 469 |
Release | : 2013-12-01 |
Genre | : Mathematics |
ISBN | : 1461333415 |
A function is convex if its epigraph is convex. This geometrical structure has very strong implications in terms of continuity and differentiability. Separation theorems lead to optimality conditions and duality for convex problems. A function is quasiconvex if its lower level sets are convex. Here again, the geo metrical structure of the level sets implies some continuity and differentiability properties for quasiconvex functions. Optimality conditions and duality can be derived for optimization problems involving such functions as well. Over a period of about fifty years, quasiconvex and other generalized convex functions have been considered in a variety of fields including economies, man agement science, engineering, probability and applied sciences in accordance with the need of particular applications. During the last twenty-five years, an increase of research activities in this field has been witnessed. More recently generalized monotonicity of maps has been studied. It relates to generalized convexity off unctions as monotonicity relates to convexity. Generalized monotonicity plays a role in variational inequality problems, complementarity problems and more generally, in equilibrium prob lems.
Author | : Anthony V. Fiacco |
Publisher | : CRC Press |
Total Pages | : 460 |
Release | : 1997-09-19 |
Genre | : Mathematics |
ISBN | : 9780824700591 |
Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.
Author | : Mokhtar S. Bazaraa |
Publisher | : John Wiley & Sons |
Total Pages | : 885 |
Release | : 2006-05-05 |
Genre | : Mathematics |
ISBN | : 0471486000 |
COMPREHENSIVE COVERAGE OF NONLINEAR PROGRAMMING THEORY AND ALGORITHMS, THOROUGHLY REVISED AND EXPANDED Nonlinear Programming: Theory and Algorithms—now in an extensively updated Third Edition—addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction. Concentration on the three major parts of nonlinear programming is provided: Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programming Optimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions Algorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems Important features of the Third Edition include: New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and more Updated discussion and new applications in each chapter Detailed numerical examples and graphical illustrations Essential coverage of modeling and formulating nonlinear programs Simple numerical problems Advanced theoretical exercises The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.
Author | : Fiacco |
Publisher | : Academic Press |
Total Pages | : 381 |
Release | : 1983-11-02 |
Genre | : Computers |
ISBN | : 0080956718 |
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author | : Alberto Seeger |
Publisher | : Springer Science & Business Media |
Total Pages | : 457 |
Release | : 2006-01-26 |
Genre | : Mathematics |
ISBN | : 3540282580 |
The contributions appearing in this book give an overview of recent research done in optimization and related areas, such as optimal control, calculus of variations, and game theory. They do not only address abstract issues of optimization theory, but are also concerned with the modeling and computer resolution of specific optimization problems arising in industry and applied sciences.
Author | : Aimo Törn |
Publisher | : Springer Science & Business Media |
Total Pages | : 362 |
Release | : 2007-04-08 |
Genre | : Mathematics |
ISBN | : 0387367217 |
The research of Antanas Zilinskas has focused on developing models for global optimization, implementing and investigating the corresponding algorithms, and applying those algorithms to practical problems. This volume, dedicated to Professor Zilinskas on the occasion of his 60th birthday, contains new survey papers in which leading researchers from the field present various models and algorithms for solving global optimization problems.
Author | : Mordecai Avriel |
Publisher | : Springer Science & Business Media |
Total Pages | : 457 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1461582857 |
In 1961, C. Zener, then Director of Science at Westinghouse Corpora tion, and a member of the U. S. National Academy of Sciences who has made important contributions to physics and engineering, published a short article in the Proceedings of the National Academy of Sciences entitled" A Mathe matical Aid in Optimizing Engineering Design. " In this article Zener considered the problem of finding an optimal engineering design that can often be expressed as the problem of minimizing a numerical cost function, termed a "generalized polynomial," consisting of a sum of terms, where each term is a product of a positive constant and the design variables, raised to arbitrary powers. He observed that if the number of terms exceeds the number of variables by one, the optimal values of the design variables can be easily found by solving a set of linear equations. Furthermore, certain invariances of the relative contribution of each term to the total cost can be deduced. The mathematical intricacies in Zener's method soon raised the curiosity of R. J. Duffin, the distinguished mathematician from Carnegie Mellon University who joined forces with Zener in laying the rigorous mathematical foundations of optimizing generalized polynomials. Interes tingly, the investigation of optimality conditions and properties of the optimal solutions in such problems were carried out by Duffin and Zener with the aid of inequalities, rather than the more common approach of the Kuhn-Tucker theory.
Author | : Francisco Facchinei |
Publisher | : Springer Science & Business Media |
Total Pages | : 724 |
Release | : 2007-06-14 |
Genre | : Mathematics |
ISBN | : 0387218149 |
This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.