Nonlinear Optimization and Related Topics

Nonlinear Optimization and Related Topics
Author: Gianni Pillo
Publisher: Springer Science & Business Media
Total Pages: 484
Release: 2013-06-29
Genre: Mathematics
ISBN: 1475732260

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This volume contains the edited texts of the lectures presented at the Workshop on Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 23 -July 2, 1998. In the tradition of these meetings, the main purpose was to review and discuss recent advances and promising research trends concerning theory, algorithms and innovative applications in the field of Nonlinear Optimization, and of related topics such as Convex Optimization, Nonsmooth Optimization, Variational Inequalities and Complementarity Problems. The meeting was attended by 83 people from 21 countries. Besides the lectures, several formal and informal discussions took place. The result was a wide and deep knowledge of the present research tendencies in the field. We wish to express our appreciation for the active contribution of all the par ticipants in the meeting. Our gratitude is due to the Ettore Majorana Centre in Erice, which offered its facilities and rewarding environment: its staff was certainly instrumental for the success of the meeting. Our gratitude is also due to Francisco Facchinei and Massimo Roma for the effort and time devoted as members of the Organising Committee. We are indebted to the Italian National Research Council, and in particular to the Group on Functional Analysis and its Applications and to the Committees on Engineering Sciences and on Information Sciences and Technolo gies for their financial support. Finally, we address our thanks to Kluwer Academic Publishers for having offered to publish this volume.

Nonlinear Optimization

Nonlinear Optimization
Author: Francisco J. Aragón
Publisher: Springer
Total Pages: 350
Release: 2019-02-27
Genre: Mathematics
ISBN: 3030111849

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This textbook on nonlinear optimization focuses on model building, real world problems, and applications of optimization models to natural and social sciences. Organized into two parts, this book may be used as a primary text for courses on convex optimization and non-convex optimization. Definitions, proofs, and numerical methods are well illustrated and all chapters contain compelling exercises. The exercises emphasize fundamental theoretical results on optimality and duality theorems, numerical methods with or without constraints, and derivative-free optimization. Selected solutions are given. Applications to theoretical results and numerical methods are highlighted to help students comprehend methods and techniques.

Nonlinear Optimization

Nonlinear Optimization
Author: Andrzej Ruszczynski
Publisher: Princeton University Press
Total Pages: 463
Release: 2011-09-19
Genre: Mathematics
ISBN: 1400841054

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Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems. Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

Introduction to Nonlinear Optimization

Introduction to Nonlinear Optimization
Author: Amir Beck
Publisher: SIAM
Total Pages: 286
Release: 2014-10-27
Genre: Mathematics
ISBN: 1611973651

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This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization?theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems?and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader's understanding of the topics. The author includes offers several subjects not typically found in optimization books?for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically, such as circle fitting, Chebyshev center, the Fermat?Weber problem, denoising, clustering, total least squares, and orthogonal regression and theoretical and algorithmic topics demonstrated by the MATLAB? toolbox CVX and a package of m-files that is posted on the book?s web site.

Nonlinear Optimization

Nonlinear Optimization
Author: William P. Fox
Publisher: CRC Press
Total Pages: 417
Release: 2020-12-08
Genre: Mathematics
ISBN: 1000196925

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Optimization is the act of obtaining the "best" result under given circumstances. In design, construction, and maintenance of any engineering system, engineers must make technological and managerial decisions to minimize either the effort or cost required or to maximize benefits. There is no single method available for solving all optimization problems efficiently. Several optimization methods have been developed for different types of problems. The optimum-seeking methods are mathematical programming techniques (specifically, nonlinear programming techniques). Nonlinear Optimization: Models and Applications presents the concepts in several ways to foster understanding. Geometric interpretation: is used to re-enforce the concepts and to foster understanding of the mathematical procedures. The student sees that many problems can be analyzed, and approximate solutions found before analytical solutions techniques are applied. Numerical approximations: early on, the student is exposed to numerical techniques. These numerical procedures are algorithmic and iterative. Worksheets are provided in Excel, MATLAB®, and MapleTM to facilitate the procedure. Algorithms: all algorithms are provided with a step-by-step format. Examples follow the summary to illustrate its use and application. Nonlinear Optimization: Models and Applications: Emphasizes process and interpretation throughout Presents a general classification of optimization problems Addresses situations that lead to models illustrating many types of optimization problems Emphasizes model formulations Addresses a special class of problems that can be solved using only elementary calculus Emphasizes model solution and model sensitivity analysis About the author: William P. Fox is an emeritus professor in the Department of Defense Analysis at the Naval Postgraduate School. He received his Ph.D. at Clemson University and has taught at the United States Military Academy and at Francis Marion University where he was the chair of mathematics. He has written many publications, including over 20 books and over 150 journal articles. Currently, he is an adjunct professor in the Department of Mathematics at the College of William and Mary. He is the emeritus director of both the High School Mathematical Contest in Modeling and the Mathematical Contest in Modeling.

Linear and Nonlinear Optimization

Linear and Nonlinear Optimization
Author: Richard W. Cottle
Publisher: Springer
Total Pages: 644
Release: 2017-06-11
Genre: Business & Economics
ISBN: 1493970550

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​This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia

Recent Advances in Nonlinear Analysis and Optimization with Applications

Recent Advances in Nonlinear Analysis and Optimization with Applications
Author: Savin Treanţă
Publisher: Cambridge Scholars Publishing
Total Pages: 146
Release: 2020-09-30
Genre: Mathematics
ISBN: 1527560384

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This book focuses on recent advances in nonlinear analysis and optimization with important applications drawn from various fields, such as artificial intelligence, genetic algorithms, optimization problems under uncertainty, and fuzzy logic. Specifically, it is devoted to nonlinear problems associated with optimization which have some connection with applications. The ideas and techniques developed here will serve to stimulate further research in this dynamic field, and, in this way, the book will become a valuable reference for researchers, engineers and students in the field of mathematics, management science, operations research, optimal control science and economics.

Nonlinear Optimization

Nonlinear Optimization
Author: William P. Fox
Publisher: CRC Press
Total Pages: 306
Release: 2020-12-08
Genre: Mathematics
ISBN: 1000196968

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Optimization is the act of obtaining the "best" result under given circumstances. In design, construction, and maintenance of any engineering system, engineers must make technological and managerial decisions to minimize either the effort or cost required or to maximize benefits. There is no single method available for solving all optimization problems efficiently. Several optimization methods have been developed for different types of problems. The optimum-seeking methods are mathematical programming techniques (specifically, nonlinear programming techniques). Nonlinear Optimization: Models and Applications presents the concepts in several ways to foster understanding. Geometric interpretation: is used to re-enforce the concepts and to foster understanding of the mathematical procedures. The student sees that many problems can be analyzed, and approximate solutions found before analytical solutions techniques are applied. Numerical approximations: early on, the student is exposed to numerical techniques. These numerical procedures are algorithmic and iterative. Worksheets are provided in Excel, MATLAB®, and MapleTM to facilitate the procedure. Algorithms: all algorithms are provided with a step-by-step format. Examples follow the summary to illustrate its use and application. Nonlinear Optimization: Models and Applications: Emphasizes process and interpretation throughout Presents a general classification of optimization problems Addresses situations that lead to models illustrating many types of optimization problems Emphasizes model formulations Addresses a special class of problems that can be solved using only elementary calculus Emphasizes model solution and model sensitivity analysis About the author: William P. Fox is an emeritus professor in the Department of Defense Analysis at the Naval Postgraduate School. He received his Ph.D. at Clemson University and has taught at the United States Military Academy and at Francis Marion University where he was the chair of mathematics. He has written many publications, including over 20 books and over 150 journal articles. Currently, he is an adjunct professor in the Department of Mathematics at the College of William and Mary. He is the emeritus director of both the High School Mathematical Contest in Modeling and the Mathematical Contest in Modeling.

Convex Analysis and Nonlinear Optimization

Convex Analysis and Nonlinear Optimization
Author: Jonathan Borwein
Publisher: Springer Science & Business Media
Total Pages: 316
Release: 2010-05-05
Genre: Mathematics
ISBN: 0387312560

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Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.

Introduction to the Theory of Nonlinear Optimization

Introduction to the Theory of Nonlinear Optimization
Author: Johannes Jahn
Publisher: Springer Science & Business Media
Total Pages: 260
Release: 2013-03-09
Genre: Mathematics
ISBN: 3662032716

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This book serves as an introductory text to optimization theory in normed spaces and covers all areas of nonlinear optimization. It presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a basic knowledge of linear functional analysis.