Algorithms for Continuous Optimization: The State of the Art ; [proceedings of the NATO Advanced Study Institute on Algorithms for Continuous Optimization: The State of the Art, Il Ciocco, Barga, Italy, September 5 - 18, 1993]

Front Cover
E. Spedicato
Springer Science & Business Media, Jan 1, 1994 - Computers - 565 pages
0 Reviews
This book gives an up-to-date presentation of the main algorithms for solving nonlinear continuous optimization (local and global methods), including linear programming as special cases linear programming (via simplex or interior point methods) and linear complementarity problems. Recently developed topics of parallel computation, neural networks for optimization, automatic differentiation and ABS methods are included. The book consists of 20 chapters written by well known specialists, who have made major contributions to developing the field. While a few chapters are mainly theoretical (as the one by Giannessi, which provides a novel, far-reaching approach to optimality conditions, and the one by Spedicato, which presents the unifying tool given by the ABS approach) most chapters have been written with special attention to features like stability, efficiency, high performance and software availability. The book will be of interest to persons with both theoretical and practical interest in the important field of optimization.
  

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

General Optimally Conditions via a Separation Scheme
1
Linear Equations in Optimisation
25
Generalized and Sparse Least Squares Problems
37
Algorithms for Solving Nonlinear Systems of Equations
81
AN OVERVIEW OF UNCONSTRAINED OPTIMIZATION
109
Nonquadratic Model Methods in Unconstrained Optimization
145
ALGORITHMS FOR GENERAL CONSTRAINED NONLINEAR OPTIMIZATION
169
Exact Penalty Methods
209
A Condensed Introduction to Bundle Methods in Nonsmooth Optimization
357
COMPUTATIONAL METHODS FOR LINEAR PROGRAMMING
383
INFEASIBLE INTERIOR POINT METHODS FOR SOLVING LINEAR PROGRAMS
415
Algorithms for Linear Complementarity Problems
435
A HOMEWORK EXERCISE THE BIGM PROBLEM
475
DETERMINISTIC GLOBAL OPTIMIZATION
481
ON AUTOMATIC DIFFERENTIATION AND CONTINUOUS OPTIMIZATION
501
NEURAL NETWORKS AND UNCONSTRAINED OPTIMIZATION
513

Stable BarrierProjection and BarrierNewton Methods for Linear and Nonlinear Programming
255
a Current Survey
287
ABS Methods for Nonlinear Optimization
333
LIMITATIONS CHALLENGES AND OPPORTUNITIES
531
Subject Index
561
Copyright

Common terms and phrases

Popular passages

Page 471 - Multigrid Algorithms for the solution of linear complementarity problems arising from free boundary problems,

Bibliographic information