Large-Scale Nonlinear Optimization reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research.
The chapters of the book, authored by some of the most active and well-known researchers in nonlinear optimization, give an updated overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.
Audience
This book is intended for researchers in applied mathematics, advanced engineering, and computer science; it is also recommended for further reading within graduate studies, postgraduate and doctoral programs.
Author(s): Nicolas Bérend, J. Frédéric Bonnans (auth.), G. Di Pillo, M. Roma (eds.)
Series: Nonconvex Optimization and Its Applications 83
Edition: 1
Publisher: Springer US
Year: 2006
Language: English
Pages: 298
Tags: Optimization; Science, general; Operations Research, Mathematical Programming
Fast Linear Algebra for Multiarc Trajectory Optimization....Pages 1-14
Lagrange Multipliers with Optimal Sensitivity Properties in Constrained Optimization....Pages 15-23
An O ( n 2 ) Algorithm for Isotonic Regression....Pages 25-33
K nitro : An Integrated Package for Nonlinear Optimization....Pages 35-59
On implicit-factorization constraint preconditioners....Pages 61-82
Optimal algorithms for large sparse quadratic programming problems with uniformly bounded spectrum....Pages 83-93
Numerical methods for separating two polyhedra....Pages 95-113
Exact penalty functions for generalized Nash problems....Pages 115-126
Parametric Sensitivity Analysis for Optimal Boundary Control of a 3D Reaction-Diffusion System....Pages 127-149
Projected Hessians for Preconditioning in One-Step One-Shot Design Optimization....Pages 151-171
Conditions and parametric representations of approximate minimal elements of a set through scalarization....Pages 173-184
Efficient methods for large-scale unconstrained optimization....Pages 185-210
A variational approach for minimum cost flow problems....Pages 211-221
Multi-Objective Optimisation of Expensive Objective Functions with Variable Fidelity Models....Pages 223-241
Towards the Numerical Solution of a Large Scale PDAE Constrained Optimization Problem Arising in Molten Carbonate Fuel Cell Modeling....Pages 243-253
The NEWUOA software for unconstrained optimization without derivatives....Pages 255-297
