Numerical optimization
algorithmsautomatic differentiationconstrained optimizationinexact Newton methodsinterior-point methodslarge-scale optimizationlimited-memory methodsnonlinear equationsnonlinear least squaresnumerical optimizationpenalty and barrier methodsquasi-Newton methodssequential quadratic programmingsimplex methodsoftware packagestextbooktrust-region methods
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical mathematical programming methods (65K05) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)
The main goal of the book is to give a comprehensive description of the most powerful, state-of-the-art techniques for solving optimization problems. Since the currently used algorithms are called to handle problems much larger and complex than in the past, the authors emphasized the large-scale optimization techniques, such as interior-point methods, inexact Newton methods, limited-memory methods, and the role of partially separable functions and automatic differentiation. Other important topics such as trust-region methods, sequential quadratic programming, constrained optimization theory, Newton and quasi-Newton methods, nonlinear least squares and nonlinear equations, the simplex method, penalty and barrier methods for nonlinear programming are detailedly and comprehensively discussed. The book is addressed in general to the people interested in solving optimization problems, and may be used as a (two-semester) graduated-level course in optimization for the engineering, operations research, computer science, and mathematics departments. The presentation style of the book facilitates the self-study and direct application of practitioners in engineering, basic science, and industry. A typical chapter begins with a non-rigorous discussion of the topic at hand, including figures and diagrams and excluding technical details as far as possible. The algorithms are motivated, analyzed and stated explicitly. The major theoretical results are enclosed and, in many cases, proved in a rigorous fashion. These proofs may be skipped. The examples throughout the book show how practical problems are formulated as optimization problems, and the proposed treatment of the optimization process modelling is light, serving mainly to set the stage for the algorithmic developments. The users of optimization software may address the NEOS Guide at \url{http://www.mcs.anl.gov/otc/Guide/SoftwareGuide/} for the specific software packages and latest changes.
- scientific article; zbMATH DE number 5060482
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- Numerical methods of optimization
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- Numerical analysis and optimisation
- Numerical optimization. Theoretical and practice aspects
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- Numerical optimization with applications.
- The advanced-step NMPC controller: Optimality, stability and robustness
- A second-order accurate material-order-independent interface reconstruction technique for multi-material flow simulations
- Quasi-Newton acceleration for equality-constrained minimization
- Outdoor WLAN planning via non-monotone derivative-free optimization: Algorithm adaptation and case study
- An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization
- Shape optimization towards stability in constrained hydrodynamic systems
- A new method for parameter estimation of edge-preserving regularization in image restoration
- Approximation BFGS methods for nonlinear image restoration
- Preconditioned GMRES methods with incomplete Givens orthogonalization method for large sparse least-squares problems
- Design of piezoelectric actuators using a multiphase level set method of piecewise constants
- Structured machine learning: the next ten years
- Elastic-wave identification of penetrable obstacles using shape-material sensitivity framework
- Enablers for robust POD models
- Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
- Constrained graph layout by stress majorization and gradient projection
- Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Global convergence of quasi-Newton methods based on adjoint Broyden updates
- Recognizing underlying sparsity in optimization
- Implementation and analysis of multigrid schemes with finite elements for elliptic optimal control problems
- Neighborhood search approaches to beam orientation optimization in intensity modulated radiation therapy treatment planning
- Combining trust-region techniques and Rosenbrock methods to compute stationary points
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- Hybrid conjugate gradient method for a convex optimization problem over the fixed-point set of a nonexpansive mapping
- Performance bounds for linear stochastic control
- Relaxed maximum a posteriori fault identification
- Sensor self-localization with beacon position uncertainty
- Disentangling mark/point interaction in marked-point processes
- Weighted empirical likelihood estimates and their robustness properties
- Algorithms and applications for approximate nonnegative matrix factorization
- On variational sensitivity analysis and configurational mechanics
- A hybrid artificial neural network method with uniform design for structural optimization
- Gauss-Newton-based BFGS method with filter for unconstrained minimization
- Optimal switching instants for a switched-capacitor DC/DC power converter
- Image registration using Markov random coefficient and geometric transformation fields
- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data
- On Birnbaum-Saunders inference
- A computational framework for image-based constrained registration
- A globally convergent BFGS method with nonmonotone line search for non-convex minimization
- A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results
- Topology optimization of thermoelastic structures using level set method
- A tutorial on geometric programming
- A new trust region method with adaptive radius
- Connections between the covector mapping theorem and convergence of pseudospectral methods for optimal control
- A patient adaptable ECG beat classifier based on neural networks
- Solving polynomial optimization problems via the truncated tangency variety and sums of squares
- Adaptive total variation image deblurring: a majorization-minimization approach
- Blind equalization using the IRWLS formulation of the support vector machine
- A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
- Robust optimization - a comprehensive survey
- A new discretization methodology for diffusion problems on generalized polyhedral meshes
- A class of parallel two-level nonlinear Schwarz preconditioned inexact Newton algorithms
- Local and singularity-free \(G^{1}\) triangular spline surfaces using a minimum degree scheme
- Greatest descent algorithms in unconstrained optimization
- Registration and interactive planar segmentation for stereo images of polyhedral scenes
- Residue minimization technique to analyze the efficiency of convective straight fins having temperature-dependent thermal conductivity
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- A hybrid of the Newton-GMRES and electromagnetic meta-heuristic methods for solving systems of nonlinear equations
- Bayesian emulation of complex multi-output and dynamic computer models
- A descent algorithm without line search for unconstrained optimization
- An interior-point method for large constrained discrete ill-posed problems
- Mixed linear system estimation and identification
- Locating the extrema of fungible regression weights
- Optimal control problems with a continuous inequality constraint on the state and the control
- Preconditioner based on the Sherman-Morrison formula for regularized least squares problems
- A stochastic quasi-Newton method for large-scale optimization
- Reconstruction of capacitance tomography images of simulated two-phase flow regimes.
- Massively parallel linear-scaling algorithm in an ab initio local-orbital total-energy method
- Canonical coordinates method for equality-constrained nonlinear optimization.
- Truncated-Newton training algorithm for neurocomputational viscoplastic model.
- Evolutionary algorithms with deterministic mutation operators used for the optimization of the trajectory of a four-bar mechanism.
- Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
- The obstacle problem for water tanks.
- A computational framework for the regularization of adjoint analysis in multiscale PDE systems.
- Flow search approach and new bounds for the \(m\)-step linear conjugate gradient algorithm
- A sequential quadratic programming with a dual parametrization approach to nonlinear semi-infinite programming
- Optimisation of road vehicle passive suspension systems. I: Optimisation algorithm and vehicle model
- Reference Jacobian optimization-based rezone strategies for arbitrary Lagrangian Eulerian methods
- Robustness of trajectories with finite time extent
- An inverse problem in elastography involving Lamé systems
- A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
- A survival model with Birnbaum-Saunders frailty for uncensored and censored cancer data
- Distance-based beta regression for prediction of mutual funds
- Linearized alternating direction method of multipliers for sparse group and fused Lasso models
- A descent hybrid conjugate gradient method based on the memoryless BFGS update
- Assessing a multiple QTL search using the variance component model
- Subdividing barycentric coordinates
- Structure preserving eigenvalue embedding for undamped gyroscopic systems
- A flexible coordinate descent method
- A search grid for parameter optimization as a byproduct of model sensitivity analysis
- Projected affine-scaling interior-point Newton's method with line search filter for box constrained optimization
- A parallel adaptive nonlinear elimination preconditioned inexact Newton method for transonic full potential equation
- An efficient immersed boundary projection method for flow over complex/moving boundaries
- Transition from adjoint level set topology to shape optimization for 2D fluid mechanics
- Stochastic representation of the Reynolds transport theorem: revisiting large-scale modeling
- Rubber blends: kinetic numerical model by rheometer experimental characterization
- New normalized nonlocal hybrid level set method for image segmentation
- Optimal control in ink-jet printing via instantaneous control
- An optimal control problem for two-phase compressible-incompressible flows
- A deterministic optimization approach for solving the rainfall disaggregation problem
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