Springer Optimization and Its Applications

Optimal Quadratic Programming Algorithms

With Applications to Variational Inequalities

Authors: Dostál, Zdeněk

  • The first monograph to present the solution to quadratic programming problems, a topic usually addressed only in journal publications
  • Offers theoretical and practical results in the field of bound-constrained and equality-constrained optimization
  • Provides algorithms with the rate of convergence independent of constraints
  • Develops theoretically supported scalable algorithms for variational inequalities
  • Comprehensive presentation of working set methods and inexact augmented Lagrangians
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eBook $109.00
price for USA (gross)
  • ISBN 978-0-387-84806-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
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  • Immediate eBook download after purchase
Hardcover $149.00
price for USA
  • ISBN 978-0-387-84805-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-1-4419-4648-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Solving optimization problems in complex systems often requires the implementation of advanced mathematical techniques. Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. QP problems arise in fields as diverse as electrical engineering, agricultural planning, and optics. Given its broad applicability, a comprehensive understanding of quadratic programming is a valuable resource in nearly every scientific field.

Optimal Quadratic Programming Algorithms presents recently developed algorithms for solving large QP problems. The presentation focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments.

This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming. The reader is required to have a basic knowledge of calculus in several variables and linear algebra.

Table of contents (8 chapters)

  • Solution of a Coercive Variational Inequality by FETI—DP Method

    Dostál, Zdenek

    Pages 1-9

  • Equality Constrained Minimization

    Dostál, Zdenek

    Pages 1-51

  • Optimization

    Dostál, Zdenek

    Pages 1-44

  • Solution of a Semicoercive Variational Inequality by TFETI Method

    Dostál, Zdenek

    Pages 1-11

  • Linear Algebra

    Dostál, Zdenek

    Pages 1-24

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-0-387-84806-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.00
price for USA
  • ISBN 978-0-387-84805-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-1-4419-4648-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Optimal Quadratic Programming Algorithms
Book Subtitle
With Applications to Variational Inequalities
Authors
Series Title
Springer Optimization and Its Applications
Series Volume
23
Copyright
2009
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-84806-8
DOI
10.1007/b138610
Hardcover ISBN
978-0-387-84805-1
Softcover ISBN
978-1-4419-4648-5
Series ISSN
1931-6828
Edition Number
1
Number of Pages
XVIII, 284
Number of Illustrations and Tables
55 b/w illustrations
Topics