Large-scale Numerical Optimization

Large-scale Numerical Optimization PDF Author: Thomas Frederick Coleman
Publisher: SIAM
ISBN: 9780898712681
Category : Mathematics
Languages : en
Pages : 278

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Book Description
Papers from a workshop held at Cornell University, Oct. 1989, and sponsored by Cornell's Mathematical Sciences Institute. Annotation copyright Book News, Inc. Portland, Or.

Large-scale Numerical Optimization

Large-scale Numerical Optimization PDF Author: Thomas Frederick Coleman
Publisher: SIAM
ISBN: 9780898712681
Category : Mathematics
Languages : en
Pages : 278

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Book Description
Papers from a workshop held at Cornell University, Oct. 1989, and sponsored by Cornell's Mathematical Sciences Institute. Annotation copyright Book News, Inc. Portland, Or.

Numerical Optimization

Numerical Optimization PDF Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 686

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Book Description
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.

Large-scale Optimization

Large-scale Optimization PDF Author: Vladimir Tsurkov
Publisher: Springer Science & Business Media
ISBN: 1475732430
Category : Computers
Languages : en
Pages : 322

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Book Description
Decomposition methods aim to reduce large-scale problems to simpler problems. This monograph presents selected aspects of the dimension-reduction problem. Exact and approximate aggregations of multidimensional systems are developed and from a known model of input-output balance, aggregation methods are categorized. The issues of loss of accuracy, recovery of original variables (disaggregation), and compatibility conditions are analyzed in detail. The method of iterative aggregation in large-scale problems is studied. For fixed weights, successively simpler aggregated problems are solved and the convergence of their solution to that of the original problem is analyzed. An introduction to block integer programming is considered. Duality theory, which is widely used in continuous block programming, does not work for the integer problem. A survey of alternative methods is presented and special attention is given to combined methods of decomposition. Block problems in which the coupling variables do not enter the binding constraints are studied. These models are worthwhile because they permit a decomposition with respect to primal and dual variables by two-level algorithms instead of three-level algorithms. Audience: This book is addressed to specialists in operations research, optimization, and optimal control.

Large-scale Numerical Optimization: Introduction and Overview

Large-scale Numerical Optimization: Introduction and Overview PDF Author: Cornell University. Dept. of Computer Science
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 28

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Book Description
We give an introductory overview of the field of large-scale numerical optimization; some of the basic research issues and recent developments are described. Our emphasisis on methods, techniques, and practical concerns. We hope this article will be of interest to both users and students of numerical optimization.

Large-Scale and Distributed Optimization

Large-Scale and Distributed Optimization PDF Author: Pontus Giselsson
Publisher: Springer
ISBN: 3319974785
Category : Mathematics
Languages : en
Pages : 416

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Book Description
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.

Large-Scale Nonlinear Optimization

Large-Scale Nonlinear Optimization PDF Author: Gianni Pillo
Publisher: Springer Science & Business Media
ISBN: 0387300651
Category : Mathematics
Languages : en
Pages : 297

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Book Description
This book reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research. Individual chapters, contributed by eminent authorities, provide an up-to-date overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.

Optimization for Machine Learning

Optimization for Machine Learning PDF Author: Suvrit Sra
Publisher: MIT Press
ISBN: 026201646X
Category : Computers
Languages : en
Pages : 509

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Book Description
An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.

Large Scale Numerical Optimization

Large Scale Numerical Optimization PDF Author:
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 0

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Book Description


Online Optimization of Large Scale Systems

Online Optimization of Large Scale Systems PDF Author: Martin Grötschel
Publisher: Springer Science & Business Media
ISBN: 3662043319
Category : Mathematics
Languages : en
Pages : 789

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Book Description
In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.

Large-Scale Convex Optimization

Large-Scale Convex Optimization PDF Author: Ernest K. Ryu
Publisher: Cambridge University Press
ISBN: 1009191063
Category : Mathematics
Languages : en
Pages : 320

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Book Description
Starting from where a first course in convex optimization leaves off, this text presents a unified analysis of first-order optimization methods – including parallel-distributed algorithms – through the abstraction of monotone operators. With the increased computational power and availability of big data over the past decade, applied disciplines have demanded that larger and larger optimization problems be solved. This text covers the first-order convex optimization methods that are uniquely effective at solving these large-scale optimization problems. Readers will have the opportunity to construct and analyze many well-known classical and modern algorithms using monotone operators, and walk away with a solid understanding of the diverse optimization algorithms. Graduate students and researchers in mathematical optimization, operations research, electrical engineering, statistics, and computer science will appreciate this concise introduction to the theory of convex optimization algorithms.