Practical Augmented Lagrangian Methods For Constrained Optimization

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 : 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 : 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 : 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 : Dimitri P. Bertsekas
Publisher :
ISBN 13 :
Total Pages : 424 pages
Book Rating : 4.65/5 ( download)

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Download or read book Constrained Optimization and Lagrange Multiplier Methods written by Dimitri P. Bertsekas and published by . This book was released on 1982 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Constrained Optimization and Lagrange Multiplier Methods.

Author : Philip E. Gill
Publisher : SIAM
ISBN 13 : 1611975603
Total Pages : 421 pages
Book Rating : 4.04/5 ( download)

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Download or read book Practical Optimization written by Philip E. Gill and published by SIAM. This book was released on 2019-12-16 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the intervening years since this book was published in 1981, the field of optimization has been exceptionally lively. This fertility has involved not only progress in theory, but also faster numerical algorithms and extensions into unexpected or previously unknown areas such as semidefinite programming. Despite these changes, many of the important principles and much of the intuition can be found in this Classics version of Practical Optimization. This book provides model algorithms and pseudocode, useful tools for users who prefer to write their own code as well as for those who want to understand externally provided code. It presents algorithms in a step-by-step format, revealing the overall structure of the underlying procedures and thereby allowing a high-level perspective on the fundamental differences. And it contains a wealth of techniques and strategies that are well suited for optimization in the twenty-first century, and particularly in the now-flourishing fields of data science, “big data,” and machine learning. Practical Optimization is appropriate for advanced undergraduates, graduate students, and researchers interested in methods for solving optimization problems.

Author : Philip E. Gill
Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.09/5 ( download)

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Download or read book Practical Optimization written by Philip E. Gill and published by . This book was released on 1981 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- Numerical Analysis.

Author : Margaret Ann Hagen Wright
Publisher :
ISBN 13 :
Total Pages : 552 pages
Book Rating : 4.35/5 ( download)

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Download or read book Numerical Methods for Nonlinearly Constrained Optimization written by Margaret Ann Hagen Wright and published by . This book was released on 1976 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Jorge Nocedal
Publisher : Springer Science & Business Media
ISBN 13 : 0387400656
Total Pages : 686 pages
Book Rating : 4.55/5 ( download)

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Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Avram Sidi
Publisher : Cambridge University Press
ISBN 13 : 9780521661591
Total Pages : 546 pages
Book Rating : 4.95/5 ( download)

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Download or read book Practical Extrapolation Methods written by Avram Sidi and published by Cambridge University Press. This book was released on 2003-06-05 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents