Augmented Lagrangian Methods

Author : Ernesto G. Birgin
Publisher : SIAM
ISBN 13 : 161197335X
Total Pages : 222 pages
Book Rating : 4.58/5 ( download)

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Download or read book Practical Augmented Lagrangian Methods for Constrained Optimization written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : M. Fortin
Publisher : Elsevier
ISBN 13 : 9780080875361
Total Pages : 339 pages
Book Rating : 4.6X/5 ( download)

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Download or read book Augmented Lagrangian Methods written by M. Fortin and published by Elsevier. This book was released on 2000-04-01 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical solution of boundary-value problems for partial differential equations or inequalities arising in Mathematical Physics, in the Mechanics of Continuous Media and in the Engineering Sciences.

Author : Roland Glowinski
Publisher : SIAM
ISBN 13 : 0898712300
Total Pages : 301 pages
Book Rating : 4.08/5 ( download)

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Download or read book Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics written by Roland Glowinski and published by SIAM. This book was released on 1989-01-01 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume deals with the numerical simulation of the behavior of continuous media by augmented Lagrangian and operator-splitting methods.

Author : Ernesto G. Birgin
Publisher : SIAM
ISBN 13 : 1611973368
Total Pages : 222 pages
Book Rating : 4.65/5 ( download)

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Download or read book Practical Augmented Lagrangian Methods for Constrained Optimization written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Xue-Cheng Tai
Publisher :
ISBN 13 : 9788364202254
Total Pages : 0 pages
Book Rating : 4.51/5 ( download)

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Download or read book Scale Space and Variational Methods in Computer Vision written by Xue-Cheng Tai and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second International Conference on Scale Space Methods and Variational Methods in Computer Vision, SSVM 2009, emanated from the joint edition of the 5th International Workshop on Variational, Geometric and Level Set Methods in Computer Vision, VLSM 2009 and the 7th International Conference on Scale Space and PDE Methods in Computer Vision, Scale-Space 2009, held in Voss, Norway in June 2009. The 71 revised full papers presented were carefully reviewed and selected numerous submissions. The papers are organized in topical sections on segmentation and detection; image enhancement and reconstruction; motion analysis, optical flow, registration and tracking; surfaces and shapes; scale space and feature extraction.

Author : Dimitri P. Bertsekas
Publisher : Academic Press
ISBN 13 : 148326047X
Total Pages : 412 pages
Book Rating : 4.71/5 ( download)

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Download or read book Constrained Optimization and Lagrange Multiplier Methods written by Dimitri P. Bertsekas and published by Academic Press. This book was released on 2014-05-10 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Kazufumi Ito
Publisher : SIAM
ISBN 13 : 0898716497
Total Pages : 354 pages
Book Rating : 4.98/5 ( download)

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Download or read book Lagrange Multiplier Approach to Variational Problems and Applications written by Kazufumi Ito and published by SIAM. This book was released on 2008-11-06 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.

Author : Neculai Andrei
Publisher : Springer
ISBN 13 : 3319583565
Total Pages : 506 pages
Book Rating : 4.63/5 ( download)

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Download or read book Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology written by Neculai Andrei and published by Springer. This book was released on 2017-12-04 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.

Author : Stephen Boyd
Publisher : Now Publishers Inc
ISBN 13 : 160198460X
Total Pages : 138 pages
Book Rating : 4.09/5 ( download)

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Download or read book Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers written by Stephen Boyd and published by Now Publishers Inc. This book was released on 2011 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Jong-Shi Pang
Publisher : Springer Science & Business Media
ISBN 13 : 1461551978
Total Pages : 266 pages
Book Rating : 4.73/5 ( download)

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Download or read book Computational Optimization written by Jong-Shi Pang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Optimization: A Tribute to Olvi Mangasarian serves as an excellent reference, providing insight into some of the most challenging research issues in the field. This collection of papers covers a wide spectrum of computational optimization topics, representing a blend of familiar nonlinear programming topics and such novel paradigms as semidefinite programming and complementarity-constrained nonlinear programs. Many new results are presented in these papers which are bound to inspire further research and generate new avenues for applications. An informal categorization of the papers includes: Algorithmic advances for special classes of constrained optimization problems Analysis of linear and nonlinear programs Algorithmic advances B- stationary points of mathematical programs with equilibrium constraints Applications of optimization Some mathematical topics Systems of nonlinear equations.