Practical Augmented Lagrangian Methods For Constrained Optimization PDF Download
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Author | : Ernesto G. Birgin |
Publisher | : SIAM |
Total Pages | : 222 |
Release | : 2014-04-30 |
Genre | : Mathematics |
ISBN | : 1611973368 |
Download Practical Augmented Lagrangian Methods for Constrained Optimization Book in PDF, ePub and Kindle
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; 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 fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.
Author | : Ernesto G. Birgin |
Publisher | : SIAM |
Total Pages | : 222 |
Release | : 2014-04-30 |
Genre | : Mathematics |
ISBN | : 161197335X |
Download Practical Augmented Lagrangian Methods for Constrained Optimization Book in PDF, ePub and Kindle
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 | : Dimitri P. Bertsekas |
Publisher | : Academic Press |
Total Pages | : 412 |
Release | : 2014-05-10 |
Genre | : Mathematics |
ISBN | : 148326047X |
Download Constrained Optimization and Lagrange Multiplier Methods Book in PDF, ePub and Kindle
Computer Science and Applied Mathematics: Constrained Optimization and Lagrange Multiplier Methods focuses on the advancements in the applications of the Lagrange multiplier methods for constrained minimization. The publication first offers information on the method of multipliers for equality constrained problems and the method of multipliers for inequality constrained and nondifferentiable optimization problems. Discussions focus on approximation procedures for nondifferentiable and ill-conditioned optimization problems; asymptotically exact minimization in the methods of multipliers; duality framework for the method of multipliers; and the quadratic penalty function method. The text then examines exact penalty methods, including nondifferentiable exact penalty functions; linearization algorithms based on nondifferentiable exact penalty functions; differentiable exact penalty functions; and local and global convergence of Lagrangian methods. The book ponders on the nonquadratic penalty functions of convex programming. Topics include large scale separable integer programming problems and the exponential method of multipliers; classes of penalty functions and corresponding methods of multipliers; and convergence analysis of multiplier methods. The text is a valuable reference for mathematicians and researchers interested in the Lagrange multiplier methods.
Author | : Roland Glowinski |
Publisher | : SIAM |
Total Pages | : 301 |
Release | : 1989-01-01 |
Genre | : Science |
ISBN | : 0898712300 |
Download Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics Book in PDF, ePub and Kindle
This volume deals with the numerical simulation of the behavior of continuous media by augmented Lagrangian and operator-splitting methods.
Author | : Dimitri P. Bertsekas |
Publisher | : |
Total Pages | : 424 |
Release | : 1982 |
Genre | : Mathematics |
ISBN | : |
Download Constrained Optimization and Lagrange Multiplier Methods Book in PDF, ePub and Kindle
Constrained Optimization and Lagrange Multiplier Methods.
Author | : Philip E. Gill |
Publisher | : |
Total Pages | : 428 |
Release | : 1981 |
Genre | : Mathematics |
ISBN | : |
Download Practical Optimization Book in PDF, ePub and Kindle
Mathematics of Computing -- Numerical Analysis.
Author | : Jorge Nocedal |
Publisher | : Springer Science & Business Media |
Total Pages | : 686 |
Release | : 2006-12-11 |
Genre | : Mathematics |
ISBN | : 0387400656 |
Download Numerical Optimization Book in PDF, ePub and Kindle
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Author | : Margaret Ann Hagen Wright |
Publisher | : |
Total Pages | : 552 |
Release | : 1976 |
Genre | : Algorithms |
ISBN | : |
Download Numerical Methods for Nonlinearly Constrained Optimization Book in PDF, ePub and Kindle
Author | : Robert S. Anderssen |
Publisher | : Springer |
Total Pages | : 278 |
Release | : 2015-10-11 |
Genre | : Technology & Engineering |
ISBN | : 4431553428 |
Download Applications + Practical Conceptualization + Mathematics = fruitful Innovation Book in PDF, ePub and Kindle
This book is a collection of papers presented at the conference “Forum Math-for-Industry 2014” for which the unifying theme was “Applications + Practical Conceptualization + Mathematics = fruitful Innovation” in October 2014. This epigram encapsulates the dynamics of the process that takes an application through to an innovation. Industrial mathematics can be viewed as the causal engine that implements the epigram by taking an Application such as input and convolving it with a mixture of Practical Conceptualization and Mathematics to generate a fruitful Innovation as output. The book illustrates various aspects of the two-way interaction between applications and their association highlighting how practical conceptualization assists with the linking of the question that encapsulates the current application to the relevant mathematics. The contents of this volume address productive and successful interaction between industry and mathematicians, as well as the cross-fertilization and collaboration that result when mathematics is involved with the advancement of science and technology.
Author | : Avram Sidi |
Publisher | : Cambridge University Press |
Total Pages | : 546 |
Release | : 2003-06-05 |
Genre | : Computers |
ISBN | : 9780521661591 |
Download Practical Extrapolation Methods Book in PDF, ePub and Kindle
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