Author: sung j. chung, katta g. murtyPublisher:
ISBN:
Category :
Languages : en
Pages : 52
Book Description
polynomially bounded ellipsoid algorithms for convex quadratic programming
Author: sung j. chung, katta g. murtyPublisher:
ISBN:
Category :
Languages : en
Pages : 52
Book Description
Interior-point Polynomial Algorithms in Convex Programming
Author: Yurii NesterovPublisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414
Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Nonlinear Programming 4
Author: Olvi L. MangasarianPublisher: Academic Press
ISBN: 1483260178
Category : Mathematics
Languages : en
Pages : 560
Book Description
Nonlinear Programming, 4 focuses on linear, quadratic, and nonlinear programming, unconstrained minimization, nonsmooth and discrete optimization, ellipsoidal methods, linear complementarity problems, and software evaluation. The selection first elaborates on an upper triangular matrix method for quadratic programming, solving quadratic programs by an exact penalty function, and QP-based methods for large-scale nonlinearly constrained optimization. Discussions focus on large-scale linearly constrained optimization, search direction for superbasic variables, finite convergence, basic properties, comparison of three active set methods, and QP-based methods for dense problems. The book then examines an iterative linear programming algorithm based on an augmented Lagrangian and iterative algorithms for singular minimization problems. The publication ponders on the derivation of symmetric positive definite secant updates, preconditioned conjugate gradient methods, and finding the global minimum of a function of one variable using the method of constant signed higher order derivatives. Topics include effects of calculation errors, application to polynomial minimization, using moderate additional storage, updating Cholesky factors, and utilizing sparse second order information. The selection is a valuable source of data for researchers interested in nonlinear programming.
Nonlinear Optimization
Author: Stephen A. VavasisPublisher: Oxford University Press, USA
ISBN:
Category : Computers
Languages : en
Pages : 192
Book Description
The fields of computer science and optimization greatly influence each other, and this book is about one important connection between the two: complexity theory. Complexity theory underlies computer algorithms and is used to address such questions as the efficiency of algorithms and the possibility of algorithmic solutions for particular problems. Furthermore, as optimization problems increase in size with hardware capacity, complexity theory plays a steadily growing role in the exploration of optimization algorithms. As larger and more complicated problems are addressed, it is more important than ever to understand the asymptotic complexity issues. This book describes some of the key developments in the complexity aspects of optimization during the last decade. It will be a valuable source of information for computer scientists and computational mathematicians.
Topics in Relaxation and Ellipsoidal Methods
Author: M. AkgülPublisher: Pitman Advanced Publishing Program
ISBN:
Category : Mathematics
Languages : en
Pages : 340
Book Description
Ȟačijan-Shor Methods and Quadratic Optimization
Author: Peter RechtPublisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 118
Book Description
Nondifferentiable Optimization and Polynomial Problems
Author: N.Z. ShorPublisher: Springer Science & Business Media
ISBN: 1475760159
Category : Mathematics
Languages : en
Pages : 407
Book Description
Polynomial extremal problems (PEP) constitute one of the most important subclasses of nonlinear programming models. Their distinctive feature is that an objective function and constraints can be expressed by polynomial functions in one or several variables. Let :e = {:e 1, ... , :en} be the vector in n-dimensional real linear space Rn; n PO(:e), PI (:e), ... , Pm (:e) are polynomial functions in R with real coefficients. In general, a PEP can be formulated in the following form: (0.1) find r = inf Po(:e) subject to constraints (0.2) Pi (:e) =0, i=l, ... ,m (a constraint in the form of inequality can be written in the form of equality by introducing a new variable: for example, P( x) ~ 0 is equivalent to P(:e) + y2 = 0). Boolean and mixed polynomial problems can be written in usual form by adding for each boolean variable z the equality: Z2 - Z = O. Let a = {al, ... ,a } be integer vector with nonnegative entries {a;}f=l. n Denote by R[a](:e) monomial in n variables of the form: n R[a](:e) = IT :ef'; ;=1 d(a) = 2:7=1 ai is the total degree of monomial R[a]. Each polynomial in n variables can be written as sum of monomials with nonzero coefficients: P(:e) = L caR[a](:e), aEA{P) IX x Nondifferentiable optimization and polynomial problems where A(P) is the set of monomials contained in polynomial P.
Algorithms - ESA'99
Author: Jaroslav NesetrilPublisher: Springer
ISBN: 3540484817
Category : Computers
Languages : en
Pages : 564
Book Description
The 7th Annual European Symposium on Algorithms (ESA ’99) is held in Prague, Czech Republic, July 16-18, 1999. This continued the tradition of the meetings which were held in – 1993 Bad Honnef (Germany) – 1994 Utrecht (Netherlands) – 1995 Corfu (Greece) – 1996 Barcelona (Spain) – 1997 Graz (Austria) – 1998 Venice (Italy) (The proceedingsof previousESA meetings were publishedas Springer LNCS v- umes 726, 855, 979, 1136, 1284, 1461.) In the short time of its history ESA (like its sister meeting SODA) has become a popular and respected meeting. The call for papers stated that the “Symposium covers research in the use, design, and analysis of ef?cient algorithms and data structures as it is carried out in c- puter science, discrete applied mathematics and mathematical programming. Papers are solicited describing original results in all areas of algorithmic research, including but not limited to: Approximation Algorithms; Combinatorial Optimization; Compu- tional Biology; Computational Geometry; Databases and Information Retrieval; Graph and Network Algorithms; Machine Learning; Number Theory and Computer Algebra; On-line Algorithms; Pattern Matching and Data Compression; Symbolic Computation.
Lectures on Modern Convex Optimization
Author: Aharon Ben-TalPublisher: SIAM
ISBN: 9780898718829
Category : Technology & Engineering
Languages : en
Pages : 504
Book Description
Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Author: Yinyu Ye