Large-Scale and Distributed Optimization

Large-Scale and Distributed Optimization PDF Author: Pontus Giselsson
Publisher: Springer
ISBN: 3319974785
Category : Mathematics
Languages : en
Pages : 412

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Book Description
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

Large-Scale and Distributed Optimization

Large-Scale and Distributed Optimization PDF Author: Pontus Giselsson
Publisher: Springer
ISBN: 3319974785
Category : Mathematics
Languages : en
Pages : 412

Get Book

Book Description
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

Online Optimization of Large Scale Systems

Online Optimization of Large Scale Systems PDF Author: Martin Grötschel
Publisher: Springer Science & Business Media
ISBN: 3662043319
Category : Mathematics
Languages : en
Pages : 789

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Book Description
In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.

Large-scale Optimization

Large-scale Optimization PDF Author: Vladimir Tsurkov
Publisher: Springer Science & Business Media
ISBN: 1475732430
Category : Computers
Languages : en
Pages : 322

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Book Description
Decomposition methods aim to reduce large-scale problems to simpler problems. This monograph presents selected aspects of the dimension-reduction problem. Exact and approximate aggregations of multidimensional systems are developed and from a known model of input-output balance, aggregation methods are categorized. The issues of loss of accuracy, recovery of original variables (disaggregation), and compatibility conditions are analyzed in detail. The method of iterative aggregation in large-scale problems is studied. For fixed weights, successively simpler aggregated problems are solved and the convergence of their solution to that of the original problem is analyzed. An introduction to block integer programming is considered. Duality theory, which is widely used in continuous block programming, does not work for the integer problem. A survey of alternative methods is presented and special attention is given to combined methods of decomposition. Block problems in which the coupling variables do not enter the binding constraints are studied. These models are worthwhile because they permit a decomposition with respect to primal and dual variables by two-level algorithms instead of three-level algorithms. Audience: This book is addressed to specialists in operations research, optimization, and optimal control.

Large Scale Optimization in Supply Chains and Smart Manufacturing

Large Scale Optimization in Supply Chains and Smart Manufacturing PDF Author: Jesús M. Velásquez-Bermúdez
Publisher: Springer Nature
ISBN: 303022788X
Category : Mathematics
Languages : en
Pages : 282

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Book Description
In this book, theory of large scale optimization is introduced with case studies of real-world problems and applications of structured mathematical modeling. The large scale optimization methods are represented by various theories such as Benders’ decomposition, logic-based Benders’ decomposition, Lagrangian relaxation, Dantzig –Wolfe decomposition, multi-tree decomposition, Van Roy’ cross decomposition and parallel decomposition for mathematical programs such as mixed integer nonlinear programming and stochastic programming. Case studies of large scale optimization in supply chain management, smart manufacturing, and Industry 4.0 are investigated with efficient implementation for real-time solutions. The features of case studies cover a wide range of fields including the Internet of things, advanced transportation systems, energy management, supply chain networks, service systems, operations management, risk management, and financial and sales management. Instructors, graduate students, researchers, and practitioners, would benefit from this book finding the applicability of large scale optimization in asynchronous parallel optimization, real-time distributed network, and optimizing the knowledge-based expert system for convex and non-convex problems.

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

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers PDF Author: Stephen Boyd
Publisher: Now Publishers Inc
ISBN: 160198460X
Category : Computers
Languages : en
Pages : 138

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Book Description
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.

Large Scale Linear and Integer Optimization: A Unified Approach

Large Scale Linear and Integer Optimization: A Unified Approach PDF Author: Richard Kipp Martin
Publisher: Springer Science & Business Media
ISBN: 1461549752
Category : Business & Economics
Languages : en
Pages : 739

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Book Description
This is a textbook about linear and integer linear optimization. There is a growing need in industries such as airline, trucking, and financial engineering to solve very large linear and integer linear optimization problems. Building these models requires uniquely trained individuals. Not only must they have a thorough understanding of the theory behind mathematical programming, they must have substantial knowledge of how to solve very large models in today's computing environment. The major goal of the book is to develop the theory of linear and integer linear optimization in a unified manner and then demonstrate how to use this theory in a modern computing environment to solve very large real world problems. After presenting introductory material in Part I, Part II of this book is de voted to the theory of linear and integer linear optimization. This theory is developed using two simple, but unifying ideas: projection and inverse projec tion. Through projection we take a system of linear inequalities and replace some of the variables with additional linear inequalities. Inverse projection, the dual of this process, involves replacing linear inequalities with additional variables. Fundamental results such as weak and strong duality, theorems of the alternative, complementary slackness, sensitivity analysis, finite basis the orems, etc. are all explained using projection or inverse projection. Indeed, a unique feature of this book is that these fundamental results are developed and explained before the simplex and interior point algorithms are presented.

Distributed Optimization: Advances in Theories, Methods, and Applications

Distributed Optimization: Advances in Theories, Methods, and Applications PDF Author: Huaqing Li
Publisher: Springer Nature
ISBN: 9811561095
Category : Technology & Engineering
Languages : en
Pages : 243

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Book Description
This book offers a valuable reference guide for researchers in distributed optimization and for senior undergraduate and graduate students alike. Focusing on the natures and functions of agents, communication networks and algorithms in the context of distributed optimization for networked control systems, this book introduces readers to the background of distributed optimization; recent developments in distributed algorithms for various types of underlying communication networks; the implementation of computation-efficient and communication-efficient strategies in the execution of distributed algorithms; and the frameworks of convergence analysis and performance evaluation. On this basis, the book then thoroughly studies 1) distributed constrained optimization and the random sleep scheme, from an agent perspective; 2) asynchronous broadcast-based algorithms, event-triggered communication, quantized communication, unbalanced directed networks, and time-varying networks, from a communication network perspective; and 3) accelerated algorithms and stochastic gradient algorithms, from an algorithm perspective. Finally, the applications of distributed optimization in large-scale statistical learning, wireless sensor networks, and for optimal energy management in smart grids are discussed.

Large-Scale Convex Optimization

Large-Scale Convex Optimization PDF Author: Ernest K. Ryu
Publisher: Cambridge University Press
ISBN: 1009191063
Category : Mathematics
Languages : en
Pages : 320

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Book Description
Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods – including parallel-distributed algorithms – through the abstraction of monotone operators. With the increased computational power and availability of big data over the past decade, applied disciplines have demanded that larger and larger optimization problems be solved. This text covers the first-order convex optimization methods that are uniquely effective at solving these large-scale optimization problems. Readers will have the opportunity to construct and analyze many well-known classical and modern algorithms using monotone operators, and walk away with a solid understanding of the diverse optimization algorithms. Graduate students and researchers in mathematical optimization, operations research, electrical engineering, statistics, and computer science will appreciate this concise introduction to the theory of convex optimization algorithms.

Control and Optimization of Distributed Generation Systems

Control and Optimization of Distributed Generation Systems PDF Author: Magdi S. Mahmoud
Publisher: Springer
ISBN: 3319169106
Category : Technology & Engineering
Languages : en
Pages : 578

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Book Description
This text is an introduction to the use of control in distributed power generation. It shows the reader how reliable control can be achieved so as to realize the potential of small networks of diverse energy sources, either singly or in coordination, for meeting concerns of energy cost, energy security and environmental protection. The book demonstrates how such microgrids, interconnecting groups of generating units and loads within a local area, can be an effective means of balancing electrical supply and demand. It takes advantage of the ability to connect and disconnect microgrids from the main body of the power grid to give flexibility in response to special events, planned or unplanned. In order to capture the main opportunities for expanding the power grid and to present the plethora of associated open problems in control theory Control and Optimization of Distributed Generation Systems is organized to treat three key themes, namely: system architecture and integration; modelling and analysis; and communications and control. Each chapter makes use of examples and simulations and appropriate problems to help the reader study. Tools helpful to the reader in accessing the mathematical analysis presented within the main body of the book are given in an appendix. Control and Optimization of Distributed Generation Systems will enable readers new to the field of distributed power generation and networked control, whether experienced academic migrating from another field or graduate student beginning a research career, to familiarize themselves with the important points of the control and regulation of microgrids. It will also be useful for practising power engineers wishing to keep abreast of changes in power grids necessitated by the diversification of generating methods.

Lancelot

Lancelot PDF Author: A.R. Conn
Publisher: Springer Science & Business Media
ISBN: 3662122111
Category : Computers
Languages : en
Pages : 347

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Book Description
LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book is our attempt to provide a coherent overview of the package and its use. This includes details of how one might present examples to the package, how the algorithm tries to solve these examples and various technical issues which may be useful to implementors of the software. We hope this book will be of use to both researchers and practitioners in nonlinear programming. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications for the design and im plementation of large-scale optimization algorithms. In particular, the book contains a proposal for a standard input format for large-scale optimization problems. This proposal is at the heart of the interface between a user's problem and the LANCE LOT optimization package. Furthermore, a large collection of over five hundred test ex amples has already been written in this format and will shortly be available to those who wish to use them. We would like to thank the many people and organizations who supported us in our enterprise. We first acknowledge the support provided by our employers, namely the the Facultes Universitaires Notre-Dame de la Paix (Namur, Belgium), Harwell Laboratory (UK), IBM Corporation (USA), Rutherford Appleton Laboratory (UK) and the University of Waterloo (Canada). We are grateful for the support we obtained from NSERC (Canada), NATO and AMOCO (UK).