Computational Issues in High Performance Software for Nonlinear Optimization
Almerico Murli, Gerardo Toraldo
Springer Science & Business Media, Jan 31, 1997 - Business & Economics - 158 pages
Computational Issues in High Performance Software for Nonlinear Research brings together in one place important contributions and up-to-date research results in this important area.
Computational Issues in High Performance Software for Nonlinear Research serves as an excellent reference, providing insight into some of the most important research issues in the field.
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Computational Issues in High Performance Software
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algorithm NMonNC applications approximation automatic differentiation bounds columns compute the gradient constraints convergence Cray C90 deﬁned diagonal difﬁcult efﬁcient eigenvalue ELSO evaluation facility layout problem fail fail fail ﬁll-in ﬁnd ﬁrst ﬁxed Genetic Algorithms hand-coded hanskoop Hessian matrix hybrid AD option implementation inner iteration interior point Jacobian matrix Joumal Lanczos least squares problems linear least squares linear programming linesearch LOQO Mathematics merit function minimize mixed complementarity problems MPSGE multifrontal negative curvature direction nodes nonlinear nonlinear complementarity problem normal equations objective function obtained ofthe optimization problems parameter performance perturbed positive deﬁnite procedure processors QP subproblem QR factorization Quadratic Assignment Problem quasi-Newton ROBOPT sammge satisﬁes search directions SIAM Simulated Annealing solution solver solving sparse linear least sparse matrix sparsity pattern speciﬁc Step strategy sufﬁciently large SYMMLQ Table test problems Toint trust region unconstrained update variables vector