Nonlinear Programming 3

Proceedings of the Special Interest Group on Mathematical Programming Symposium Conducted by the Computer Sciences Department at the University of Wisconsin–Madison, July 11-13, 1977

Olvi L. Mangasarian, Robert R. Meyer, Stephen M. Robinson

• Publisher: Academic Press
• Year: 2014
• Print ISBN:
  9780124686601
• eBook ISBN:
  9781483260327
• Topic: Mathematics
• Subtopic: Applied Mathematics
• Index: Mathematics

Nonlinear Programming 3 covers the proceedings of the Special Interest Group on Mathematical Programming Symposium conducted by the Computer Sciences Department at the University of Wisconsin, Madison, on July 11-13, 1977. This book is composed of 17 chapters. The first eight chapters describe some of the most effective methods available for solving linearly and nonlinearly constrained optimization problems. The subsequent chapter gives algorithms for the solution of nonlinear equations together with computational experience. Other chapters provide some applications of optimization in operations research and a measurement procedure for optimization algorithm efficiency. These topics are followed by discussion of the methods for solving large quadratic programs and algorithms for solving stationary and fixed point problems. The last chapters consider the minimization of certain types of nondifferentiable functions and a type of Newton method. This book will prove useful to mathematicians and computer scientists.

Table of contents

• Front Cover
• Nonlinear Programming 3
• Copyright Page
• Table of Contents
• CONTRIBUTORS
• PREFACE
• CHAPTER 1. MONOTONE OPERATORS AND AUGMENTED LAGRANGIAN METHODS IN NONLINEAR PROGRAMMING
• CHAPTER 2. THE CONVERGENCE OF VARIABLE METRIC METHODS FOR NONLINEARLY CONSTRAINED OPTIMIZATION CALCULATIONS
• CHAPTER 3. A HYBRID METHOD FOR NONLINEAR PROGRAMMING
• CHAPTER 4. TWO-PHASE ALGORITHM FOR NONLINEAR CONSTRAINT PROBLEMS
• CHAPTER 5. QUASI-NEWTON METHODS FOR EQUALITY CONSTRAINED OPTIMIZATION: EQUIVALENCE OF EXISTING METHODS AND A NEW IMPLEMENTATION
• CHAPTER 6. AN IDEALIZED EXACT PENALTY FUNCTION
• CHAPTER 7. EXACT PENALTY ALGORITHMS FOR NONLINEAR PROGRAMMING
• CHAPTER 8. A VARIABLE METRIC METHOD FOR LINEARLY CONSTRAINED MINIMIZATION PROBLEMS
• CHAPTER 9. SOLVING SYSTEMS OF NONLINEAR EQUATIONS BY BROYDEN'S METHOD WITH PROJECTED UPDATES
• CHAPTER 10. AT THE INTERFACE OF MODELING AND ALGORITHMS RESEARCH
• CHAPTER 11. MODELING COMBINATORIAL MATHEMATICAL PROGRAMMING PROBLEMS BY NETFORMS: AN ILLUSTRATIVE APPLICATION
• CHAPTER 12. ON THE COMPARATIVE EVALUATION OF ALGORITHMS FOR MATHEMATICAL PROGRAMMING PROBLEMS
• CHAPTER 13. A SPECIAL CLASS OF LARGE QUADRATIC PROGRAMS
• CHAPTER 14. COMPUTING STATIONARY POINTS, AGAIN
• CHAPTER 15. A COMBINATORIAL LEMMA FOR FIXED POINT ALGORITHMS
• CHAPTER 16. MINIMISATION DE FONCTIONS LOCALEMENT LIPSCHITZIENNES: APPLICATIONS A LA PROGRAMMATION MI-CONVEXE, MI-DIFFERENTIABLE
• CHAPTER 17. A MODIFIED NEWTON ALGORITHM FOR FUNCTIONS OVER CONVEX SETS
• SUBJECT INDEX