Nonlinear Programming

Nonlinear Programming
Author: Lorenz T. Biegler
Publisher: SIAM
Total Pages: 411
Release: 2010-01-01
Genre: Science
ISBN: 0898719380

This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.

Nonlinear Programming 4

Nonlinear Programming 4
Author: Olvi L. Mangasarian
Publisher: Academic Press
Total Pages: 560
Release: 2014-05-10
Genre: Mathematics
ISBN: 1483260178

Nonlinear Programming, 4 focuses on linear, quadratic, and nonlinear programming, unconstrained minimization, nonsmooth and discrete optimization, ellipsoidal methods, linear complementarity problems, and software evaluation. The selection first elaborates on an upper triangular matrix method for quadratic programming, solving quadratic programs by an exact penalty function, and QP-based methods for large-scale nonlinearly constrained optimization. Discussions focus on large-scale linearly constrained optimization, search direction for superbasic variables, finite convergence, basic properties, comparison of three active set methods, and QP-based methods for dense problems. The book then examines an iterative linear programming algorithm based on an augmented Lagrangian and iterative algorithms for singular minimization problems. The publication ponders on the derivation of symmetric positive definite secant updates, preconditioned conjugate gradient methods, and finding the global minimum of a function of one variable using the method of constant signed higher order derivatives. Topics include effects of calculation errors, application to polynomial minimization, using moderate additional storage, updating Cholesky factors, and utilizing sparse second order information. The selection is a valuable source of data for researchers interested in nonlinear programming.

Nonlinear Programming

Nonlinear Programming
Author: Mokhtar S. Bazaraa
Publisher: John Wiley & Sons
Total Pages: 818
Release: 2013-06-12
Genre: Mathematics
ISBN: 1118626303

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.

Linear and Nonlinear Programming

Linear and Nonlinear Programming
Author: David G. Luenberger
Publisher: Springer Science & Business Media
Total Pages: 546
Release: 2008-06-20
Genre: Business & Economics
ISBN: 0387745033

This third edition of the classic textbook in Optimization has been fully revised and updated. It comprehensively covers modern theoretical insights in this crucial computing area, and will be required reading for analysts and operations researchers in a variety of fields. The book connects the purely analytical character of an optimization problem, and the behavior of algorithms used to solve it. Now, the third edition has been completely updated with recent Optimization Methods. The book also has a new co-author, Yinyu Ye of California’s Stanford University, who has written lots of extra material including some on Interior Point Methods.

Nonlinear Programming

Nonlinear Programming
Author: Anthony V. Fiacco
Publisher: SIAM
Total Pages: 226
Release: 1990-01-01
Genre: Mathematics
ISBN: 9781611971316

Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.

Nonlinear Programming Techniques for Equilibria

Nonlinear Programming Techniques for Equilibria
Author: Giancarlo Bigi
Publisher: Springer
Total Pages: 127
Release: 2018-09-20
Genre: Business & Economics
ISBN: 3030002055

This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book subsumes all these models under a common structure that allows them to be formulated in a unique format: the Ky Fan inequality. It subsequently focuses on this unifying equilibrium format, providing a comprehensive overview of the main theoretical results and solution algorithms, together with a wealth of applications and numerical examples. Particular emphasis is placed on the role of nonlinear optimization techniques – e.g. convex optimization, nonsmooth calculus, proximal point and descent algorithms – as valuable tools for analyzing and solving Ky Fan inequalities.

Nonlinear Optimization

Nonlinear Optimization
Author: Andrzej Ruszczynski
Publisher: Princeton University Press
Total Pages: 463
Release: 2011-09-19
Genre: Mathematics
ISBN: 1400841054

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems. Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

Nonlinear Programming

Nonlinear Programming
Author: Peter Zörnig
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 402
Release: 2014-08-22
Genre: Mathematics
ISBN: 3110372517

This book is an introduction to nonlinear programming. It deals with the theoretical foundations and solution methods, beginning with the classical procedures and reaching up to “modern” methods like trust region methods or procedures for nonlinear and global optimization. A comprehensive bibliography including diverse web sites with information about nonlinear programming, in particular software, is presented. Without sacrificing the necessary mathematical rigor, excessive formalisms are avoided. Several examples, exercises with detailed solutions, and applications are provided, making the text adequate for individual studies. The book is written for students from the fields of applied mathematics, engineering, economy, and computation.

Mixed Integer Nonlinear Programming

Mixed Integer Nonlinear Programming
Author: Jon Lee
Publisher: Springer Science & Business Media
Total Pages: 687
Release: 2011-12-02
Genre: Mathematics
ISBN: 1461419271

Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.