Computational Issues in High Performance Software for Nonlinear Optimization

Computational Issues in High Performance Software for Nonlinear Optimization PDF Author: Almerico Murli
Publisher: Springer
ISBN: 0585267782
Category : Business & Economics
Languages : en
Pages : 158

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Book Description
Computational Issues in High Performance Software for Nonlinear Research brings together in one place important contributions and up-to-date research results in this important area. Computational Issues in High Performance Software for Nonlinear Research serves as an excellent reference, providing insight into some of the most important research issues in the field.

Computational Issues in High Performance Software for Nonlinear Optimization

Computational Issues in High Performance Software for Nonlinear Optimization PDF Author: Almerico Murli
Publisher: Springer
ISBN: 0585267782
Category : Business & Economics
Languages : en
Pages : 158

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Book Description
Computational Issues in High Performance Software for Nonlinear Research brings together in one place important contributions and up-to-date research results in this important area. Computational Issues in High Performance Software for Nonlinear Research serves as an excellent reference, providing insight into some of the most important research issues in the field.

High Performance Algorithms and Software in Nonlinear Optimization

High Performance Algorithms and Software in Nonlinear Optimization PDF Author: Renato de Leone
Publisher: Springer Science & Business Media
ISBN: 1461332796
Category : Mathematics
Languages : en
Pages : 379

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Book Description
This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.

High Performance Algorithms and Software for Nonlinear Optimization

High Performance Algorithms and Software for Nonlinear Optimization PDF Author: Gianni Pillo
Publisher: Springer Science & Business Media
ISBN: 1461302412
Category : Mathematics
Languages : en
Pages : 418

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Book Description
This volume contains the edited texts of the lectures presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 30 - July 8, 2001. In the first year of the new century, the aim of the Workshop was to assess the past and to discuss the future of Nonlinear Optimization, and to highlight recent achieve ments and promising research trends in this field. An emphasis was requested on algorithmic and high performance software developments and on new computational experiences, as well as on theoretical advances. We believe that such goal was basically achieved. The Workshop was attended by 71 people from 22 countries. Although not all topics were covered, the presentations gave indeed a wide overview of the field, from different and complementary stand points. Besides the lectures, several formal and informal discussions took place. We wish to express our appreciation for the active contribution of all the participants in the meeting. The 18 papers included in this volume represent a significant selection of the most recent developments in nonlinear programming theory and practice. They show that there is plenty of exciting ideas, implementation issues and new applications which produce a very fast evolution in the field.

High Performance Algorithms and Software for Nonlinear Optimization

High Performance Algorithms and Software for Nonlinear Optimization PDF Author: Almerico Murli
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


High Performance Optimization

High Performance Optimization PDF Author: Hans Frenk
Publisher: Springer Science & Business Media
ISBN: 1475732163
Category : Mathematics
Languages : en
Pages : 485

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Book Description
For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new `golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such `High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization. Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.

AIRO 2006. 37° Annual Conference of the italian operations research society optimization and decision sciences: urban and regional logistic and trasportation

AIRO 2006. 37° Annual Conference of the italian operations research society optimization and decision sciences: urban and regional logistic and trasportation PDF Author: Associazione italiana di ricerca operativa
Publisher: Alinea Editrice
ISBN: 8860550742
Category : Technology & Engineering
Languages : en
Pages : 184

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Book Description


Introduction to Stochastic Programming

Introduction to Stochastic Programming PDF Author: John R. Birge
Publisher: Springer Science & Business Media
ISBN: 1461402379
Category : Business & Economics
Languages : en
Pages : 485

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Book Description
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology PDF Author: Neculai Andrei
Publisher: Springer
ISBN: 3319583565
Category : Mathematics
Languages : en
Pages : 506

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Book Description
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.

Modern Numerical Nonlinear Optimization

Modern Numerical Nonlinear Optimization PDF Author: Neculai Andrei
Publisher: Springer Nature
ISBN: 3031087208
Category : Mathematics
Languages : en
Pages : 824

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Book Description
This book includes a thorough theoretical and computational analysis of unconstrained and constrained optimization algorithms and combines and integrates the most recent techniques and advanced computational linear algebra methods. Nonlinear optimization methods and techniques have reached their maturity and an abundance of optimization algorithms are available for which both the convergence properties and the numerical performances are known. This clear, friendly, and rigorous exposition discusses the theory behind the nonlinear optimization algorithms for understanding their properties and their convergence, enabling the reader to prove the convergence of his/her own algorithms. It covers cases and computational performances of the most known modern nonlinear optimization algorithms that solve collections of unconstrained and constrained optimization test problems with different structures, complexities, as well as those with large-scale real applications. The book is addressed to all those interested in developing and using new advanced techniques for solving large-scale unconstrained or constrained complex optimization problems. Mathematical programming researchers, theoreticians and practitioners in operations research, practitioners in engineering and industry researchers, as well as graduate students in mathematics, Ph.D. and master in mathematical programming will find plenty of recent information and practical approaches for solving real large-scale optimization problems and applications.

Solving Computationally Expensive Engineering Problems

Solving Computationally Expensive Engineering Problems PDF Author: Slawomir Koziel
Publisher: Springer
ISBN: 3319089854
Category : Mathematics
Languages : en
Pages : 335

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Book Description
Computational complexity is a serious bottleneck for the design process in virtually any engineering area. While migration from prototyping and experimental-based design validation to verification using computer simulation models is inevitable and has a number of advantages, high computational costs of accurate, high-fidelity simulations can be a major issue that slows down the development of computer-aided design methodologies, particularly those exploiting automated design improvement procedures, e.g., numerical optimization. The continuous increase of available computational resources does not always translate into shortening of the design cycle because of the growing demand for higher accuracy and necessity to simulate larger and more complex systems. Accurate simulation of a single design of a given system may be as long as several hours, days or even weeks, which often makes design automation using conventional methods impractical or even prohibitive. Additional problems include numerical noise often present in the simulation data, possible presence of multiple locally optimum designs, as well as multiple conflicting objectives. In this edited book, various techniques that can alleviate solving computationally expensive engineering design problems are presented. One of the most promising approaches is the use of fast replacement models, so-called surrogates, that reliably represent the expensive, simulation-based model of the system/device of interest but they are much cheaper and analytically tractable. Here, a group of international experts summarize recent developments in the area and demonstrate applications in various disciplines of engineering and science. The main purpose of the work is to provide the basic concepts and formulations of the surrogate-based modeling and optimization paradigm, as well as discuss relevant modeling techniques, optimization algorithms and design procedures. Therefore, this book should be useful to researchers and engineers from any discipline where computationally heavy simulations are used on daily basis in the design process.