Mathematical Programming Via Augmented Lagrangians
Author: Donald A. Pierre
Publisher: Addison Wesley Publishing Company
Published: 1975
Total Pages: 470
ISBN-13:
DOWNLOAD EBOOK →Author: Donald A. Pierre
Publisher: Addison Wesley Publishing Company
Published: 1975
Total Pages: 470
ISBN-13:
DOWNLOAD EBOOK →Author: Ernesto G. Birgin
Publisher: SIAM
Published: 2014-04-30
Total Pages: 222
ISBN-13: 161197335X
DOWNLOAD EBOOK →This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result, and they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.
Author: M. Fortin
Publisher: Elsevier
Published: 2000-04-01
Total Pages: 361
ISBN-13: 008087536X
DOWNLOAD EBOOK →The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical solution of boundary-value problems for partial differential equations or inequalities arising in Mathematical Physics, in the Mechanics of Continuous Media and in the Engineering Sciences.
Author: Roland Glowinski
Publisher: SIAM
Published: 1989-01-01
Total Pages: 301
ISBN-13: 0898712300
DOWNLOAD EBOOK →This volume deals with the numerical simulation of the behavior of continuous media by augmented Lagrangian and operator-splitting methods.
Author: Neculai Andrei
Publisher: Springer
Published: 2017-12-04
Total Pages: 506
ISBN-13: 3319583565
DOWNLOAD EBOOK →This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.
Author: Stanford University. Systems Optimization Laboratory
Publisher:
Published: 1986
Total Pages: 32
ISBN-13:
DOWNLOAD EBOOK →We also prove that steps of unity are accepted in a neighborhood of the solution when this merit function is used in a suitable superlinearly convergent algorithm. Finally, some numerical results are presented to illustrate the performance of the associated SQP method."
Author: Karla L. Hoffman
Publisher:
Published: 1987
Total Pages: 204
ISBN-13:
DOWNLOAD EBOOK →An implicit enumeration procedure for the general linear complementarity problem. Recursive quadratic programming methods based on the augmented lagrangian. A primal truncated newton algorithm with application to large-scale nonlinear network optimization. Approximating some convez programs in terms of borel fields. Computer-assisted analysis for diagnosing infeasible or unbounded linear programs. Ventura, restricted simplicial decomposition: computation and extensions.A note solution on approach to linear programming problems with imprecise function and gradient values. Z; a maany, a new algorithm for highly curved constrained optimization. An implementation of an algorithm for univariate minimization and an application to nested optimization. On practical stopping rules for the simplex method. An experimental approach to karmarkar's projective method for linear programming.
Author: Liqun Qi
Publisher: Springer Science & Business Media
Published: 2006-03-30
Total Pages: 587
ISBN-13: 0387242554
DOWNLOAD EBOOK →A collection of 28 refereed papers grouped according to four broad topics: duality and optimality conditions, optimization algorithms, optimal control, and variational inequality and equilibrium problems. Suitable for researchers, practitioners and postgrads.