Newtonian nonlinear dynamics for complex linear and optimization problems (Q694554)

In a pinball machine, the ball reaches the minimal gravitational potential energy at the end of a play. The minimum of the objective function (potential energy) is always attained by the motion of the ball. This example suggests the authors to associate the solution of some optimization problems to the motion of Newtonian particles. The framework of the monograph is the construction of algorithms for linear and nonlinear optimization problems by applying numerical algorithms used to simulate the equation of motion for Newtonian particles. The authors announce a new, fresh and feasible approach for the solution of extremal problems! Newton's equations for the motion of particles in classical mechanics are combined with finite difference methods. The Stømer-Verlet scheme and the Strauss-Vázquez scheme are proposed for discretization. The monograph is intended for a broad public, for undergraduate and graduate students and for researchers. Chapter 1 presents the basic mechanical equations. In the next chapters, a new iterative approach to solve systems of linear equations is proposed. The developed methods are applied to several examples. Chapters 4 and 5 deal with the computation of eigenvectors and eigenvalues, Chapter 6 is devoted to the classical linear programming. In Chapter 7, the quadratic programming problem is considered. The proposed methods are extended to the minimization of a quadratic objective function with linear constraints as well as to the case of linear objective functions with quadratic constraints. There are illustrative examples in two or three variables at the end of each chapter. Several figures help the reader to understand the methods. A list of 33 references and an index complete the book.