Linear and nonlinear programming.
Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Linear programming (90C05) Nonlinear programming (90C30) Interior-point methods (90C51)
The aim of this book is to present the central concepts of optimization techniques. Although it covers primarily material that is now fairly standard, it is intended to reflect modern theoretical insights. These provide structure to what might otherwise be simply a collection of techniques and results. This is particularly useful for students at the undergraduate or graduate level who have a technical background in engineering, mathematics, or science. It gives them a means not only to learn existing material but also to develop new results. In particular, the purely analytical character of an optimization problem is strongly connected to the behaviour of algorithms used to solve a problem. This is the major feature of the first two editions of this book. [For the earlier editions, please see \textit{D.G. Luenberger}, Introduction to linear and nonlinear programming, Reading, Mass. etc.: Addison-Wesley Publishing Company (1973; Zbl 0297.90044); Linear and nonlinear programming. 2nd edition, Reading, Mass. etc.: Addison-Wesley Publishing Company (1984; Zbl 0571.90051), reprint of the 2nd edition, Boston, MA: Kluwer Academic Publishers (2003; Zbl 1134.90040).] The third edition has been substantially developed by a new co-author with the introduction of Interior Point Methods. As previously, the material in this new edition is organized into three separate parts. Part I is a self-contained introduction to linear programming, a key component of optimization theory. The presentation covers the underlying theory of linear programming, many of the most effective numerical algorithms, and many of its important special applications. In the third edition a new Chapter 5 is devoted to a presentation of the theory and methods of polynomial-time algorithms for linear programming. These methods include, especially, interior point methods that have revolutionized linear programming. Part II includes an expanded treatment of necessary conditions, manifested by not only first- and second-order necessary conditions for optimality, but also by zeroth-order conditions that use no derivative information. This part continues to present the important descent methods for unconstrained problems, but there is new material on convergence analysis and on Newton's methods which is frequently used as the workhorse of interior point methods for both linear and nonlinear programming. Finally, Part III now includes the global theory of necessary conditions for constrained problems, expressed as zeroth-order conditions. Also interior point methods for general nonlinear programming are explicitly discussed within the sections on penalty and barrier methods. A significant addition to Part III is an expanded presentation of duality from both the global and local perspective. Finally, Chapter 15, on primal-dual methods has additional material on interior point methods and an introduction to the relatively new field of semidefinite programming, including several examples. To conclude, this very well-written book is a classic textbook in Optimization. It should be present in the bookcase of each student, researcher, and specialist from the host of disciplines from which practical optimization applications are drawn.
- Efficient computation of nonparametric survival functions via a hierarchical mixture formulation
- Linear programming, complexity. Separation and optimization.
- Maximum cliques of hypergraphs and polynomial optimization
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- Reduced Jacobian method
- A competition flow method for computing medial axis transform
- On the efficiency of gradient based optimization algorithms for DNS-based optimal control in a turbulent channel flow
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
- Extended duality in fuzzy optimization problems
- An interior point method for isogeometric contact
- Parallel distributed block coordinate descent methods based on pairwise comparison oracle
- On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
- Strictly feasible solutions and strict complementarity in multiple objective linear optimization
- Robust generation of constrained B-spline curves based on automatic differentiation and fairness optimization
- A unified formulation for generalized oilfield development optimization
- Algorithms for the orthographic-\(n\)-point problem
- Boundary modeling in model-based calibration for automotive engines via the vertex representation of the convex hulls
- A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints
- An incremental classification algorithm for mining data with feature space heterogeneity
- Improving the performance of modular production in the apparel assembly: a mathematical programming approach
- Accelerated double direction method for solving unconstrained optimization problems
- A high-precision single shooting method for solving hypersensitive optimal control problems
- Heuristic determination of resolving controls for exact and approximate controllability of nonlinear dynamic systems
- A new computational approach for optimal control problems with multiple time-delay
- Optimization. Introduction to mathematical theory and methods
- A continuous characterization of the maximum vertex-weighted clique in hypergraphs
- Computational methods for elastoplasticity: an overview of conventional and \textit{less-conventional} approaches
- A new proof of the Lagrange multiplier rule
- A modified teaching-learning-based optimization for optimal control of Volterra integral systems
- Optimal control computation for nonlinear systems with state-dependent stopping criteria
- Computational complexity of kernel-based density-ratio estimation: a condition number analysis
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Robust compliance-based topology optimization: a discussion on physical consistency
- Vertex assigned morphing for parameter free shape optimization of 3-dimensional solid structures
- Hybridization of accelerated gradient descent method
- An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients
- Optimal control problem of an SIR reaction-diffusion model with inequality constraints
- A method for reliability-based optimization with multiple non-normal stochastic parameters: a simplified airshed management study
- Restoration for out-of-focus color image based on gradient profile sharpness
- Constrained optimal control applied to vaccination for influenza
- Exact posterior computation in non-conjugate Gaussian location-scale parameters models
- On polynomial time methods for exact low-rank tensor completion
- Linear and nonlinear optimization
- Inverse analysis for heterogeneous materials and its application to viscoelastic curing polymers
- On the set of many-to-one strongly stable fractional matchings
- Optimal correction of the absolute value equations
- High-dimensional sign-constrained feature selection and grouping
- Gaining traction: on the convergence of an inner approximation scheme for probability maximization
- On the optimal correction of infeasible systems of linear inequalities
- The nonconvex tensor robust principal component analysis approximation model via the weighted _p-norm regularization
- An interior-point algorithm for linear programming with optimal selection of centering parameter and step size
- Robust Kalman filter for systems subject to parametric uncertainties
- Model averaging for linear mixed models via augmented Lagrangian
- Coupled topology optimization of structure and connections for bolted mechanical systems
- Globalization of nonlinear FETI-DP domain decomposition methods using an SQP approach
- Minimum cost b-matching problems with neighborhoods
- A simple and useful regression model for fitting count data
- Solving certain complementarity problems in power markets via convex programming
- COVID-19 in Ontario: modelling the pandemic by age groups incorporating preventative rapid-testing
- On the maxima of Motzkin-Straus programs and cliques of graphs
- Modal decomposition of flow data via gradient-based transport optimization
- Robust optimization in power systems: a tutorial overview
- An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
- On convergence of the Arrow-Hurwicz method for saddle point problems
- Numerical techniques for determining implied volatility in option pricing
- Self-adaptive physics-informed neural networks
- DPM: a deep learning PDE augmentation method with application to large-eddy simulation
- An accelerated minimal gradient method with momentum for strictly convex quadratic optimization
- Sequencing paths of optimal control adjustments determined by the optimal reactive dispatch via Lagrange multiplier sensitivity analysis
- On the finite load capacity in misaligned journal bearings
- Optimal control of cancer chemotherapy with delays and state constraints
- Limit laws for empirical optimal solutions in random linear programs
- On the real stability radius of sparse systems
- A gradient-type algorithm for constrained optimization with application to microstructure optimization
- Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables
- A linear optimal feedback control for producing 1,3-propanediol via microbial fermentation
- Gradient methods on strongly convex feasible sets and optimal control of affine systems
- Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding
- An efficient nonmonotone method for state-constrained elliptic optimal control problems
- Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case
- On the generalized essential matrix correction: an efficient solution to the problem and its applications
- Volume scavenging of networked droplets
- Optimality conditions based on the Fréchet second-order subdifferential
- Connection between continuous optimization and Turán densities of non-uniform hypergraphs
- Learning viscoelasticity models from indirect data using deep neural networks
- Optimality conditions for maximizing a function over a polyhedron
- Task assignment algorithms for two-type heterogeneous multiprocessors
- An improved decoupling structure based state space MPC design with improved performance
- Optimal viral immune surveillance evasion strategies
- A delayed weighted gradient method for strictly convex quadratic minimization
- Modeling and parameter identification for a nonlinear multi-stage system for \textit{dha regulon} in batch culture
- Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
- Modelling and optimization applied to the design of fast hydrodynamic focusing microfluidic mixer for protein folding
- A Runge-Kutta neural network-based control method for nonlinear MIMO systems
- Algorithms for the generalized independent set problem based on a quadratic optimization approach
- A numerical method of the Euler-Bernoulli beam with optimal local Kelvin-Voigt damping
- Farkas lemma for convex systems revisited and applications to sublinear-convex optimization problems
- Linear and nonlinear programming
- Numerical study of learning algorithms on Stiefel manifold
- Linear programming.
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