Algorithms for Linear-Quadratic Optimization PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Algorithms for Linear-Quadratic Optimization PDF full book. Access full book title Algorithms for Linear-Quadratic Optimization by Vasile Sima. Download full books in PDF and EPUB format.
Author: Vasile Sima
Publisher: CRC Press
ISBN: 9780824796129
Category : Mathematics
Languages : en
Pages : 392
Get Book Here
Book Description
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Author: Vasile Sima
Publisher: CRC Press
ISBN: 9780824796129
Category : Mathematics
Languages : en
Pages : 392
Get Book Here
Book Description
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Author: Vasile Sima
Publisher: CRC Press
ISBN: 1000105288
Category : Mathematics
Languages : en
Pages : 382
Get Book Here
Book Description
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Author: Zdenek Dostál
Publisher: Springer Science & Business Media
ISBN: 0387848061
Category : Mathematics
Languages : en
Pages : 293
Get Book Here
Book Description
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Author: D. den Hertog
Publisher: Springer Science & Business Media
ISBN: 9401111340
Category : Mathematics
Languages : en
Pages : 214
Get Book Here
Book Description
This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.
Author: Michael J. Best
Publisher: CRC Press
ISBN: 1498735770
Category : Business & Economics
Languages : en
Pages : 401
Get Book Here
Book Description
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Author: Panos M. Pardalos
Publisher: Springer Science & Business Media
ISBN: 1475753624
Category : Mathematics
Languages : en
Pages : 571
Get Book Here
Book Description
In 1995 the Handbook of Global Optimization (first volume), edited by R. Horst, and P.M. Pardalos, was published. This second volume of the Handbook of Global Optimization is comprised of chapters dealing with modern approaches to global optimization, including different types of heuristics. Topics covered in the handbook include various metaheuristics, such as simulated annealing, genetic algorithms, neural networks, taboo search, shake-and-bake methods, and deformation methods. In addition, the book contains chapters on new exact stochastic and deterministic approaches to continuous and mixed-integer global optimization, such as stochastic adaptive search, two-phase methods, branch-and-bound methods with new relaxation and branching strategies, algorithms based on local optimization, and dynamical search. Finally, the book contains chapters on experimental analysis of algorithms and software, test problems, and applications.
Author: Tamas Terlaky
Publisher: SIAM
ISBN: 1611974674
Category : Mathematics
Languages : en
Pages : 730
Get Book Here
Book Description
Optimization is of critical importance in engineering. Engineers constantly strive for the best possible solutions, the most economical use of limited resources, and the greatest efficiency. As system complexity increases, these goals mandate the use of state-of-the-art optimization techniques. In recent years, the theory and methodology of optimization have seen revolutionary improvements. Moreover, the exponential growth in computational power, along with the availability of multicore computing with virtually unlimited memory and storage capacity, has fundamentally changed what engineers can do to optimize their designs. This is a two-way process: engineers benefit from developments in optimization methodology, and challenging new classes of optimization problems arise from novel engineering applications. Advances and Trends in Optimization with Engineering Applications reviews 10 major areas of optimization and related engineering applications, providing a broad summary of state-of-the-art optimization techniques most important to engineering practice. Each part provides a clear overview of a specific area and discusses a range of real-world problems. The book provides a solid foundation for engineers and mathematical optimizers alike who want to understand the importance of optimization methods to engineering and the capabilities of these methods.
Author: Aharon Ben-Tal
Publisher: SIAM
ISBN: 0898714915
Category : Technology & Engineering
Languages : en
Pages : 500
Get Book Here
Book Description
Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646
Get Book Here
Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Author: Stephen P. Boyd
Publisher: Cambridge University Press
ISBN: 9780521833783
Category : Business & Economics
Languages : en
Pages : 744
Get Book Here
Book Description
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
