Optimization and Control of Bilinear Systems

Optimization and Control of Bilinear Systems
Author: Panos M. Pardalos
Publisher: Springer Science & Business Media
Total Pages: 388
Release: 2010-03-14
Genre: Science
ISBN: 0387736697

Covers developments in bilinear systems theory Focuses on the control of open physical processes functioning in a non-equilibrium mode Emphasis is on three primary disciplines: modern differential geometry, control of dynamical systems, and optimization theory Includes applications to the fields of quantum and molecular computing, control of physical processes, biophysics, superconducting magnetism, and physical information science

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers
Author: Stephen Boyd
Publisher: Now Publishers Inc
Total Pages: 138
Release: 2011
Genre: Computers
ISBN: 160198460X

Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.

Parallel Algorithms for Optimal Control of Large Scale Linear Systems

Parallel Algorithms for Optimal Control of Large Scale Linear Systems
Author: Zoran Gajic
Publisher: Springer Science & Business Media
Total Pages: 462
Release: 2012-12-06
Genre: Technology & Engineering
ISBN: 144713219X

Parallel Algorithms for Optimal Control of Large Scale Linear Systems is a comprehensive presentation for both linear and bilinear systems. The parallel algorithms presented in this book are applicable to a wider class of practical systems than those served by traditional methods for large scale singularly perturbed and weakly coupled systems based on the power-series expansion methods. It is intended for scientists and advance graduate students in electrical engineering and computer science who deal with parallel algorithms and control systems, especially large scale systems. The material presented is both comprehensive and unique.

Design of Distributed and Robust Optimization Algorithms. A Systems Theoretic Approach

Design of Distributed and Robust Optimization Algorithms. A Systems Theoretic Approach
Author: Simon Michalowsky
Publisher: Logos Verlag Berlin GmbH
Total Pages: 169
Release: 2020-04-17
Genre: Technology & Engineering
ISBN: 3832550909

Optimization algorithms are the backbone of many modern technologies. In this thesis, we address the analysis and design of optimization algorithms from a systems theoretic viewpoint. By properly recasting the algorithm design as a controller synthesis problem, we derive methods that enable a systematic design of tailored optimization algorithms. We consider two specific classes of optimization algorithms: (i) distributed, and (ii) robust optimization algorithms. Concerning (i), we utilize ideas from geometric control in an innovative fashion to derive a novel methodology that enables the design of distributed optimization algorithms under minimal assumptions on the graph topology and the structure of the optimization problem. Concerning (ii), we employ robust control techniques to establish a framework for the analysis of existing algorithms as well as the design of novel robust optimization algorithms with specified guarantees.

Optimization of Complex Systems: Theory, Models, Algorithms and Applications

Optimization of Complex Systems: Theory, Models, Algorithms and Applications
Author: Hoai An Le Thi
Publisher: Springer
Total Pages: 1164
Release: 2019-06-15
Genre: Technology & Engineering
ISBN: 3030218031

This book contains 112 papers selected from about 250 submissions to the 6th World Congress on Global Optimization (WCGO 2019) which takes place on July 8–10, 2019 at University of Lorraine, Metz, France. The book covers both theoretical and algorithmic aspects of Nonconvex Optimization, as well as its applications to modeling and solving decision problems in various domains. It is composed of 10 parts, each of them deals with either the theory and/or methods in a branch of optimization such as Continuous optimization, DC Programming and DCA, Discrete optimization & Network optimization, Multiobjective programming, Optimization under uncertainty, or models and optimization methods in a specific application area including Data science, Economics & Finance, Energy & Water management, Engineering systems, Transportation, Logistics, Resource allocation & Production management. The researchers and practitioners working in Nonconvex Optimization and several application areas can find here many inspiring ideas and useful tools & techniques for their works.

Convex Optimization

Convex Optimization
Author: Stephen P. Boyd
Publisher: Cambridge University Press
Total Pages: 744
Release: 2004-03-08
Genre: Business & Economics
ISBN: 9780521833783

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Optimization Algorithms on Matrix Manifolds

Optimization Algorithms on Matrix Manifolds
Author: P.-A. Absil
Publisher: Princeton University Press
Total Pages: 240
Release: 2009-04-11
Genre: Mathematics
ISBN: 1400830249

Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent and conjugate gradients are generalized to abstract manifolds. The book provides a generic development of each of these methods, building upon the material of the geometric chapters. It then guides readers through the calculations that turn these geometrically formulated methods into concrete numerical algorithms. The state-of-the-art algorithms given as examples are competitive with the best existing algorithms for a selection of eigenspace problems in numerical linear algebra. Optimization Algorithms on Matrix Manifolds offers techniques with broad applications in linear algebra, signal processing, data mining, computer vision, and statistical analysis. It can serve as a graduate-level textbook and will be of interest to applied mathematicians, engineers, and computer scientists.

Computational Optimization of Systems Governed by Partial Differential Equations

Computational Optimization of Systems Governed by Partial Differential Equations
Author: Alfio Borzi
Publisher: SIAM
Total Pages: 295
Release: 2012-01-26
Genre: Mathematics
ISBN: 1611972043

This book provides a bridge between continuous optimization and PDE modelling and focuses on the numerical solution of the corresponding problems. Intended for graduate students in PDE-constrained optimization, it is also suitable as an introduction for researchers in scientific computing or optimization.