Constrained Optimization and Lagrange Multiplier Methods
Title | Constrained Optimization and Lagrange Multiplier Methods PDF eBook |
Author | Dimitri P. Bertsekas |
Publisher | Academic Press |
Pages | 412 |
Release | 2014-05-10 |
Genre | Mathematics |
ISBN | 148326047X |
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.
Constrained Optimization and Lagrange Multiplier Methods
Title | Constrained Optimization and Lagrange Multiplier Methods PDF eBook |
Author | Dimitri P. Bertsekas |
Publisher | |
Pages | 412 |
Release | 1996 |
Genre | Mathematics |
ISBN |
Constrained Optimization and Lagrange Multiplier Methods
Title | Constrained Optimization and Lagrange Multiplier Methods PDF eBook |
Author | Dimitri P. Bertsekas |
Publisher | |
Pages | 424 |
Release | 1982 |
Genre | Mathematics |
ISBN |
Constrained Optimization and Lagrange Multiplier Methods.
Practical Augmented Lagrangian Methods for Constrained Optimization
Title | Practical Augmented Lagrangian Methods for Constrained Optimization PDF eBook |
Author | Ernesto G. Birgin |
Publisher | SIAM |
Pages | 222 |
Release | 2014-04-30 |
Genre | Mathematics |
ISBN | 161197335X |
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.
Lagrange Multiplier Approach to Variational Problems and Applications
Title | Lagrange Multiplier Approach to Variational Problems and Applications PDF eBook |
Author | Kazufumi Ito |
Publisher | SIAM |
Pages | 354 |
Release | 2008-11-06 |
Genre | Mathematics |
ISBN | 0898716497 |
Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.
Geometric Constraint Solving and Applications
Title | Geometric Constraint Solving and Applications PDF eBook |
Author | Beat Brüderlin |
Publisher | Springer Science & Business Media |
Pages | 306 |
Release | 2012-12-06 |
Genre | Computers |
ISBN | 3642588980 |
Geometric constraint programming increases flexibility in CAD design specifications and leads to new conceptual design paradigms. This volume features a collection of work by leading researchers developing the various aspects of constraint-based product modeling. In an introductory chapter the role of constraints in CAD systems of the future and their implications for the STEP data exchange format are discussed. The main part of the book deals with the application of constraints to conceptual and collaborative design, as well as state-of-the-art mathematical and algorithmic methods for constraint solving.
Mathematical Programming The State of the Art
Title | Mathematical Programming The State of the Art PDF eBook |
Author | A. Bachem |
Publisher | Springer Science & Business Media |
Pages | 662 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3642688748 |
In the late forties, Mathematical Programming became a scientific discipline in its own right. Since then it has experienced a tremendous growth. Beginning with economic and military applications, it is now among the most important fields of applied mathematics with extensive use in engineering, natural sciences, economics, and biological sciences. The lively activity in this area is demonstrated by the fact that as early as 1949 the first "Symposium on Mathe matical Programming" took place in Chicago. Since then mathematical programmers from all over the world have gath ered at the intfrnational symposia of the Mathematical Programming Society roughly every three years to present their recent research, to exchange ideas with their colleagues and to learn about the latest developments in their own and related fields. In 1982, the XI. International Symposium on Mathematical Programming was held at the University of Bonn, W. Germany, from August 23 to 27. It was organized by the Institut fUr Okonometrie und Operations Re search of the University of Bonn in collaboration with the Sonderforschungs bereich 21 of the Deutsche Forschungsgemeinschaft. This volume constitutes part of the outgrowth of this symposium and docu ments its scientific activities. Part I of the book contains information about the symposium, welcoming addresses, lists of committees and sponsors and a brief review about the Ful kerson Prize and the Dantzig Prize which were awarded during the opening ceremony.