Author: Janice H. HammondPublisher:
ISBN:
Category :
Languages : en
Pages : 378
Book Description
Solving Asymmetric Variational Inequality Problems and Systems of Equations with Generalized Nonlinear Programming Algorithms
Author: Janice H. HammondNonlinear Programming and Variational Inequality Problems
Author: Michael PatrikssonPublisher: Springer Science & Business Media
ISBN: 147572991X
Category : Mathematics
Languages : en
Pages : 343
Book Description
Since I started working in the area of nonlinear programming and, later on, variational inequality problems, I have frequently been surprised to find that many algorithms, however scattered in numerous journals, monographs and books, and described rather differently, are closely related to each other. This book is meant to help the reader understand and relate algorithms to each other in some intuitive fashion, and represents, in this respect, a consolidation of the field. The framework of algorithms presented in this book is called Cost Approxi mation. (The preface of the Ph.D. thesis [Pat93d] explains the background to the work that lead to the thesis, and ultimately to this book.) It describes, for a given formulation of a variational inequality or nonlinear programming problem, an algorithm by means of approximating mappings and problems, a principle for the update of the iteration points, and a merit function which guides and monitors the convergence of the algorithm. One purpose of this book is to offer this framework as an intuitively appeal ing tool for describing an algorithm. One of the advantages of the framework, or any reasonable framework for that matter, is that two algorithms may be easily related and compared through its use. This framework is particular in that it covers a vast number of methods, while still being fairly detailed; the level of abstraction is in fact the same as that of the original problem statement.
Dynamic Optimization and Differential Games
Author: Terry L. FrieszPublisher: Springer Science & Business Media
ISBN: 0387727787
Category : Business & Economics
Languages : en
Pages : 509
Book Description
This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.
Conditions for Finite Convergence of Algorithms for Nonlinear Programs and Variational Inequalities
Author: Faiz Abdullah Al-KhayyalPublisher:
ISBN:
Category : Linear programming
Languages : en
Pages : 44
Book Description
Algorithms for nonlinear programming and variational inequality problems are, in general, only guaranteed to converge in the limit to a Karush-Kuhn-Tucker point, in the case of nonlinear programs, or a solution in the case of variational inequalities. In this paper we derive sufficient conditions for nonlinear programs and variational inequalities such that any convergent algorithm can be modified to guarantee finite convergence to a solution. Our conditions are more general than existing results and, in addition, have wider applicability. Moreover, we note that our sufficient conditions are close to the related necessary conditions, and show by counterexamples that our main nondegeneracy assumptions cannot be relaxed. Keywords: Convergence of algorithms; Nonlinear programs; Variational inequalities.
Flow Control of Congested Networks
Author: Amedeo R. OdoniPublisher: Springer Science & Business Media
ISBN: 364286726X
Category : Computers
Languages : en
Pages : 363
Book Description
This volume is a compendium of papers presented during the NATO Workshop which took place in Capri, Italy, October 12-18, 1986 on the general subject of "Flow Control of Congested Networks: The Case of Data Processing and Transportation", and of which we acted as co-chairmen. The focus of the workshop was on flow control methodologies, as applied to preventing or reducing congestion on: (1) data communication networks; (2) urban transportation networks; and (3) air traffic control systems. The goals of the workshop included: review of the state-of-the-art of flow control methodologies, in general, and in each of the three application areas; identification of similarities and differences in the objective functions, modeling approaches and mathematics used in the three areas; examination of opportunities for "technology transfers" and for future interactions among researchers in the three areaso These goals were pursued through individual presentations of papers on current research by workshop participants and, in the cases of the second and third goals, through a number of open-ended discussion and-review sessions which were interspersed throughout the workshop's programmeD The full texts or extended summaries of all but a few of the papers given at the workshop are included in this volume.
Encyclopedia of Optimization
Author: Christodoulos A. FloudasPublisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646
Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
The Traffic Assignment Problem
Author: Michael PatrikssonPublisher: Courier Dover Publications
ISBN: 0486787907
Category : Mathematics
Languages : en
Pages : 244
Book Description
"This unique monograph, a classic in its field, provides an account of the development of models and methods for the problem of estimating equilibrium traffic flows in urban areas. The text further demonstrates the scope and limits of current models. Some familiarity with nonlinear programming theory and techniques is assumed. 1994 edition"--
Integer Programming and Combinatorial Optimization
Author: Daniel BienstockPublisher: Springer Science & Business Media
ISBN: 3540221131
Category : Computers
Languages : en
Pages : 453
Book Description
This book constitutes the refereed proceedings of the 10th International Conference on Integer Programming and Combinatorial Optimization, IPCO 2004, held in New York City, USA in June 2004. The 32 revised papers presented were carefully reviewed and selected from 109 submissions. Among the topics addressed are vehicle routing, network management, mixed-integer programming, computational complexity, game theory, supply chain management, stochastic optimization problems, production scheduling, graph computations, computational graph theory, separation algorithms, local search, linear optimization, integer programming, graph coloring, packing, combinatorial optimization, routing, flow algorithms, 0/1 polytopes, and polyhedra.
Quadratic Programming and Affine Variational Inequalities
Author: Gue Myung LeePublisher: Springer Science & Business Media
ISBN: 0387242783
Category : Mathematics
Languages : en
Pages : 353
Book Description
Quadratic programs and affine variational inequalities represent two fundamental, closely-related classes of problems in the t,heories of mathematical programming and variational inequalities, resp- tively. This book develops a unified theory on qualitative aspects of nonconvex quadratic programming and affine variational inequ- ities. The first seven chapters introduce the reader step-by-step to the central issues concerning a quadratic program or an affine variational inequality, such as the solution existence, necessary and sufficient conditions for a point to belong to the solution set, and properties of the solution set. The subsequent two chapters discuss briefly two concrete nlodels (linear fractional vector optimization and the traffic equilibrium problem) whose analysis can benefit a lot from using the results on quadratic programs and affine variational inequalities. There are six chapters devoted to the study of conti- ity and/or differentiability properties of the characteristic maps and functions in quadratic programs and in affine variational inequa- ties where all the components of the problem data are subject to perturbation. Quadratic programs and affine variational inequa- ties under linear perturbations are studied in three other chapters. One special feature of the presentation is that when a certain pr- erty of a characteristic map or function is investigated, we always try first to establish necessary conditions for it to hold, then we go on to study whether the obtained necessary conditions are suf- cient ones. This helps to clarify the structures of the two classes of problems under consideration.
Advances in Nonlinear Programming
Author: Ya-xiang YuanPublisher: Springer Science & Business Media
ISBN: 1461333350
Category : Mathematics
Languages : en
Pages : 353
Book Description
About 60 scientists and students attended the 96' International Conference on Nonlinear Programming, which was held September 2-5 at Institute of Compu tational Mathematics and Scientific/Engineering Computing (ICMSEC), Chi nese Academy of Sciences, Beijing, China. 25 participants were from outside China and 35 from China. The conference was to celebrate the 60's birthday of Professor M.J.D. Powell (Fellow of Royal Society, University of Cambridge) for his many contributions to nonlinear optimization. On behalf of the Chinese Academy of Sciences, vice president Professor Zhi hong Xu attended the opening ceremony of the conference to express his warm welcome to all the participants. After the opening ceremony, Professor M.J.D. Powell gave the keynote lecture "The use of band matrices for second derivative approximations in trust region methods". 13 other invited lectures on recent advances of nonlinear programming were given during the four day meeting: "Primal-dual methods for nonconvex optimization" by M. H. Wright (SIAM President, Bell Labs), "Interior point trajectories in semidefinite programming" by D. Goldfarb (Columbia University, Editor-in-Chief for Series A of Mathe matical Programming), "An approach to derivative free optimization" by A.