Iterative Methods for Optimization

Author: C. T. Kelley

Publisher: SIAM

ISBN: 9781611970920

Category: Iterative methods (Mathematics)

Page: 180

View: 1159

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke-Jeeves, implicit filtering, MDS, and Nelder-Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

Computational Optimization of Systems Governed by Partial Differential Equations

Author: Alfio Borzi,Volker Schulz

Publisher: SIAM

ISBN: 9781611972054

Category: Differential equations, Partial

Page: 282

View: 4103

This book fills a gap between theory-oriented investigations in PDE-constrained optimization and the practical demands made by numerical solutions of PDE optimization problems. The authors discuss computational techniques representing recent developments that result from a combination of modern techniques for the numerical solution of PDEs and for sophisticated optimization schemes. The book offers readers a combined treatment of PDE-constrained optimization and uncertainties and an extensive discussion of multigrid optimization. It provides a bridge between continuous optimization and PDE modeling and focuses on the numerical solution of the corresponding problems.

Identification of Continuous-time Models from Sampled Data

Author: Hugues Garnier,Liuping Wang

Publisher: Springer Science & Business Media

ISBN: 9781848001619

Category: Technology & Engineering

Page: 413

View: 9120

This is the first book dedicated to direct continuous-time model identification for 15 years. It cuts down on time spent hunting through journals by providing an overview of much recent research in an increasingly busy field. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB® can be used for direct time-domain identification of continuous-time systems. This is a valuable reference for a broad audience.

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models

Author: F. Giannessi,A. Maugeri,Panos M. Pardalos

Publisher: Springer Science & Business Media

ISBN: 1402001614

Category: Computers

Page: 300

View: 7105

The aim of the book is to cover the three fundamental aspects of research in equilibrium problems: the statement problem and its formulation using mainly variational methods, its theoretical solution by means of classical and new variational tools, the calculus of solutions and applications in concrete cases. The book shows how many equilibrium problems follow a general law (the so-called user equilibrium condition). Such law allows us to express the problem in terms of variational inequalities. Variational inequalities provide a powerful methodology, by which existence and calculation of the solution can be obtained.

Perspectives in Control Engineering Technologies, Applications, and New Directions

Author: Tariq Samad

Publisher: Wiley-IEEE Press

ISBN: 9780780353565

Category: Science

Page: 503

View: 5745

"What important research developments are under way in control science and engineering? What are key challenges in control technology applications to different domains? What new directions are being charted for control systems? Now practicing control engineers and students can find accessible answers to these multifaceted control issues without the intensive mathematical analysis usually found in control systems books. This all-in-one resource brings you state-of-the-art research results by contributors who are leading experts in control. You will find insightful introductions and discussions of future trends for a range of control technologies and applications, including: * Computer-aided control system design * Discrete event systems * Intelligent control * Industrial process control * Intelligent transportation systems. PERSPECTIVES IN CONTROL ENGINEERING is the one-stop volume you need to gain an overview of the latest advances in control systems." Sponsored by: IEEE Control Systems Society.

Frontiers in Numerical Analysis

Durham 2002

Author: James Blowey,Alan Craig,Tony Shardlow

Publisher: Springer Science & Business Media

ISBN: 3642556922

Category: Mathematics

Page: 354

View: 1204

A set of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area. Detailed proofs of key results are provided. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians.

Introduction to Linear Programming

Author: Leonid Nison Vaserstein,Christopher Cattelier Byrne

Publisher: Prentice Hall

ISBN: 9780130359179

Category: Mathematics

Page: 321

View: 9183

For a one-semester course in Linear Programming for upper-level students with varying mathematical backgrounds. Written to include three different mathematical levels, this text strikes the necessary balance for a class consisting of students with varying mathematical backgrounds. It covers the basics of Linear Programs and also includes an appendix that develops many advanced topics in mathematical programming for students who plan to go on to graduate-level study in this field. Many exercises of varying difficulty provide introductory students the opportunity to progress through the material at a steady pace, while advanced students can proceed to the more challenging material.

Computational Fluid and Solid Mechanics 2005

Proceedings, Third MIT Conference on Computational Fluid and Solid Mechanics, June 14-17, 2005

Author: Klaus-Jürgen Bathe

Publisher: Elsevier Science Limited

ISBN: 9780080444765

Category: Technology & Engineering

Page: 1342

View: 5566

Papers containing information on the key challenges for research and development in computational mechanics, such as: the automatic solution of mathematical models, effective numerical schemes for fluid flows, the development of an effective mesh-free numerical solution method, the development of numerical procedures for multi-physics and multi-scale problems, the modeling of uncertainties, the analysis of complete life cycles of systems, and education.

Optimization and Computational Fluid Dynamics

Author: Dominique Thévenin,Gábor Janiga

Publisher: Springer Science & Business Media

ISBN: 9783540721536

Category: Technology & Engineering

Page: 294

View: 9322

The numerical optimization of practical applications has been an issue of major importance for the last 10 years. It allows us to explore reliable non-trivial configurations, differing widely from all known solutions. The purpose of this book is to introduce the state-of-the-art concerning this issue and many complementary applications are presented.

Frontiers in Global Optimization

Author: Christodoulos A. Floudas,Panos M. Pardalos

Publisher: Springer Science & Business Media

ISBN: 146130251X

Category: Mathematics

Page: 598

View: 1166

Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international confer ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global Opti mization", "State-of-the-Art in Global Optimization", and "Optimization in Computational Chemistry and Molecular Biology: Local and Global approaches" took place at Princeton University in 1991, 1995, and 1999, respectively. The papers in this volume focus on de terministic methods for global optimization, stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimiza tion in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics.