Share

Numerical Nonsmooth Optimization

2020-02-28 Business & Economics
Download Numerical Nonsmooth Optimization PDF Online Free

Author :
Release : 2020-02-28
Genre : Business & Economics
Kind : eBook
Book Rating : 101/5 ( reviews)

GET EBOOK


Book Synopsis Numerical Nonsmooth Optimization by : Adil M. Bagirov

Download or read book Numerical Nonsmooth Optimization written by Adil M. Bagirov. This book was released on 2020-02-28. Available in PDF, EPUB and Kindle. Book excerpt: Solving nonsmooth optimization (NSO) problems is critical in many practical applications and real-world modeling systems. The aim of this book is to survey various numerical methods for solving NSO problems and to provide an overview of the latest developments in the field. Experts from around the world share their perspectives on specific aspects of numerical NSO. The book is divided into four parts, the first of which considers general methods including subgradient, bundle and gradient sampling methods. In turn, the second focuses on methods that exploit the problem’s special structure, e.g. algorithms for nonsmooth DC programming, VU decomposition techniques, and algorithms for minimax and piecewise differentiable problems. The third part considers methods for special problems like multiobjective and mixed integer NSO, and problems involving inexact data, while the last part highlights the latest advancements in derivative-free NSO. Given its scope, the book is ideal for students attending courses on numerical nonsmooth optimization, for lecturers who teach optimization courses, and for practitioners who apply nonsmooth optimization methods in engineering, artificial intelligence, machine learning, and business. Furthermore, it can serve as a reference text for experts dealing with nonsmooth optimization.

Nonsmooth Approach to Optimization Problems with Equilibrium Constraints

2013-06-29 Mathematics
Download Nonsmooth Approach to Optimization Problems with Equilibrium Constraints PDF Online Free

Author :
Release : 2013-06-29
Genre : Mathematics
Kind : eBook
Book Rating : 255/5 ( reviews)

GET EBOOK


Book Synopsis Nonsmooth Approach to Optimization Problems with Equilibrium Constraints by : Jiri Outrata

Download or read book Nonsmooth Approach to Optimization Problems with Equilibrium Constraints written by Jiri Outrata. This book was released on 2013-06-29. Available in PDF, EPUB and Kindle. Book excerpt: In the early fifties, applied mathematicians, engineers and economists started to pay c10se attention to the optimization problems in which another (lower-Ievel) optimization problem arises as a side constraint. One of the motivating factors was the concept of the Stackelberg solution in game theory, together with its economic applications. Other problems have been encountered in the seventies in natural sciences and engineering. Many of them are of practical importance and have been extensively studied, mainly from the theoretical point of view. Later, applications to mechanics and network design have lead to an extension of the problem formulation: Constraints in form of variation al inequalities and complementarity problems were also admitted. The term "generalized bi level programming problems" was used at first but later, probably in Harker and Pang, 1988, a different terminology was introduced: Mathematical programs with equilibrium constraints, or simply, MPECs. In this book we adhere to MPEC terminology. A large number of papers deals with MPECs but, to our knowledge, there is only one monograph (Luo et al. , 1997). This monograph concentrates on optimality conditions and numerical methods. Our book is oriented similarly, but we focus on those MPECs which can be treated by the implicit programming approach: the equilibrium constraint locally defines a certain implicit function and allows to convert the problem into a mathematical program with a nonsmooth objective.

Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control

1992-05-07 Mathematics
Download Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control PDF Online Free

Author :
Release : 1992-05-07
Genre : Mathematics
Kind : eBook
Book Rating : 414/5 ( reviews)

GET EBOOK


Book Synopsis Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control by : Marko M Makela

Download or read book Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control written by Marko M Makela. This book was released on 1992-05-07. Available in PDF, EPUB and Kindle. Book excerpt: This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.

Numerical Optimization

2013-03-14 Mathematics
Download Numerical Optimization PDF Online Free

Author :
Release : 2013-03-14
Genre : Mathematics
Kind : eBook
Book Rating : 781/5 ( reviews)

GET EBOOK


Book Synopsis Numerical Optimization by : Joseph-Frédéric Bonnans

Download or read book Numerical Optimization written by Joseph-Frédéric Bonnans. This book was released on 2013-03-14. Available in PDF, EPUB and Kindle. Book excerpt: This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.

Nonsmooth Equations in Optimization

2005-12-17 Mathematics
Download Nonsmooth Equations in Optimization PDF Online Free

Author :
Release : 2005-12-17
Genre : Mathematics
Kind : eBook
Book Rating : 169/5 ( reviews)

GET EBOOK


Book Synopsis Nonsmooth Equations in Optimization by : Diethard Klatte

Download or read book Nonsmooth Equations in Optimization written by Diethard Klatte. This book was released on 2005-12-17. Available in PDF, EPUB and Kindle. Book excerpt: Many questions dealing with solvability, stability and solution methods for va- ational inequalities or equilibrium, optimization and complementarity problems lead to the analysis of certain (perturbed) equations. This often requires a - formulation of the initial model being under consideration. Due to the specific of the original problem, the resulting equation is usually either not differ- tiable (even if the data of the original model are smooth), or it does not satisfy the assumptions of the classical implicit function theorem. This phenomenon is the main reason why a considerable analytical inst- ment dealing with generalized equations (i.e., with finding zeros of multivalued mappings) and nonsmooth equations (i.e., the defining functions are not c- tinuously differentiable) has been developed during the last 20 years, and that under very different viewpoints and assumptions. In this theory, the classical hypotheses of convex analysis, in particular, monotonicity and convexity, have been weakened or dropped, and the scope of possible applications seems to be quite large. Briefly, this discipline is often called nonsmooth analysis, sometimes also variational analysis. Our book fits into this discipline, however, our main intention is to develop the analytical theory in close connection with the needs of applications in optimization and related subjects. Main Topics of the Book 1. Extended analysis of Lipschitz functions and their generalized derivatives, including ”Newton maps” and regularity of multivalued mappings. 2. Principle of successive approximation under metric regularity and its - plication to implicit functions.

You may also like...