Solving nonsmooth optimization (NSO) problems is critical in many practical applications and real-world modeling systems. The aim of this book is to survey various numerical methods for solving NSO problems and to provide an overview of the latest developments in the field. Experts from around the w
Algorithms for Continuous Optimization: The State of the Art
β Scribed by Franco Giannessi (auth.), Emilio Spedicato (eds.)
- Publisher
- Springer Netherlands
- Year
- 1994
- Tongue
- English
- Leaves
- 571
- Series
- NATO ASI Series 434
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
The NATO Advanced Study Institute on "Algorithms for continuous optimizaΒ tion: the state of the art" was held September 5-18, 1993, at II Ciocco, Barga, Italy. It was attended by 75 students (among them many well known specialists in optimizaΒ tion) from the following countries: Belgium, Brasil, Canada, China, Czech Republic, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Rumania, Spain, Turkey, UK, USA, Venezuela. The lectures were given by 17 well known specialists in the field, from Brasil, China, Germany, Italy, Portugal, Russia, Sweden, UK, USA. Solving continuous optimization problems is a fundamental task in computational mathematics for applications in areas of engineering, economics, chemistry, biology and so on. Most real problems are nonlinear and can be of quite large size. DevelΒ oping efficient algorithms for continuous optimization has been an important field of research in the last 30 years, with much additional impetus provided in the last decade by the availability of very fast and parallel computers. Techniques, like the simplex method, that were already considered fully developed thirty years ago have been thoroughly revised and enormously improved. The aim of this ASI was to present the state of the art in this field. While not all important aspects could be covered in the fifty hours of lectures (for instance multiobΒ jective optimization had to be skipped), we believe that most important topics were presented, many of them by scientists who greatly contributed to their development.
β¦ Table of Contents
Front Matter....Pages i-xv
General Optimality Conditions via a Separation Scheme....Pages 1-23
Linear Equations in Optimisation....Pages 25-35
Generalized and Sparse Least Squares Problems....Pages 37-80
Algorithms for Solving Nonlinear Systems of Equations....Pages 81-108
An Overview of Unconstrained Optimization....Pages 109-143
Nonquadratic Model Methods in Unconstrained Optimization....Pages 145-168
Algorithms for General Constrained Nonlinear Optimization....Pages 169-207
Exact Penalty Methods....Pages 209-253
Stable Barrier-Projection and Barrier-Newton Methods for Linear and Nonlinear Programming....Pages 255-285
Large-scale Nonlinear Constrained Optimization: a Current Survey....Pages 287-332
ABS Methods for Nonlinear Optimization....Pages 333-356
A Condensed Introduction to Bundle Methods in Nonsmooth Optimization....Pages 357-382
Computational Methods For Linear Programming....Pages 383-413
Infeasible Interior Point Methods for Solving Linear Programs....Pages 415-434
Algorithms for Linear Complementarity Problems....Pages 435-474
A Homework Exercise β The βBig-Mβ Problem....Pages 475-479
Deterministic Global Optimization....Pages 481-500
On Automatic Differentiation and Continuous Optimization....Pages 501-512
Neural Networks and Unconstrained Optimization....Pages 513-530
Parallel Nonlinear Optimization: Limitations, Challenges, and Opportunities....Pages 531-559
Back Matter....Pages 561-565
β¦ Subjects
Optimization; Numeric Computing; Computational Mathematics and Numerical Analysis; Algorithms; Theory of Computation
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