Practical Augmented Lagrangian Methods for Constrained Optimization PDF Download
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Author: Ernesto G. Birgin
Publisher: SIAM
ISBN: 1611973368
Category : Mathematics
Languages : en
Pages : 222
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Book Description
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: 1611973368
Category : Mathematics
Languages : en
Pages : 222
Get Book Here
Book Description
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: 161197335X
Category : Mathematics
Languages : en
Pages : 222
Get Book Here
Book Description
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: Roland Glowinski
Publisher: SIAM
ISBN: 0898712300
Category : Science
Languages : en
Pages : 301
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Book Description
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: Academic Press
ISBN: 148326047X
Category : Mathematics
Languages : en
Pages : 412
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Book Description
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: Philip E. Gill
Publisher: SIAM
ISBN: 1611975603
Category : Mathematics
Languages : en
Pages : 422
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Book Description
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: Avram Sidi
Publisher: Cambridge University Press
ISBN: 9780521661591
Category : Computers
Languages : en
Pages : 546
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Book Description
Table of contents
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.
Author: Kazufumi Ito
Publisher: SIAM
ISBN: 0898716497
Category : Mathematics
Languages : en
Pages : 354
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Book Description
Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.
Author: Stephen Boyd
Publisher: Now Publishers Inc
ISBN: 160198460X
Category : Computers
Languages : en
Pages : 138
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Book Description
Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.
Author: A. R. Conn
Publisher: SIAM
ISBN: 0898714605
Category : Mathematics
Languages : en
Pages : 960
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Book Description
Mathematics of Computing -- General.
