High Performance Algorithms and Software in Nonlinear Optimization

1. Front Matter

   Pages N1-ix

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2. Some Perspectives on High-Performance Mathematical Software

   • Daniela di Serafino, Lucia Maddalena, Paul Messina, Almerico Murli

   Pages 1-23

3. A Monotonous Method for Unconstrained Lipschitz Optimization

   • Adil M. Bagirov, Niyazi K. Gadjiev

   Pages 25-42

4. Numerical Performance of an Inexact Interior Point Method

   • Stefania Bellavia

   Pages 43-51

5. Replicator Dynamics for Evolution Towards the Maximum Clique: Variations and Experiments

   • Immanuel M. Bomze, Franz Rendl

   Pages 53-67

6. A Newton-like Approach to Solving an Equilibrium Problem

   • Vladimir A. Bulavski, Vyacheslav V. Kalashnikov

   Pages 69-85

7. Parallelization Strategies for the Ant System

   • Bernd Bullnheimer, Gabriele Kotsis, Christine Strauß

   Pages 87-100

8. The Cobweb Method for Minimizing Convex Functions

   • Vincenzo Capalbo, Renato De Leone, Manlio Gaudioso

   Pages 101-108

9. A New Forward Backward Auction Algorithm

   • Raffaele Cerulli, Paola Festa, Giancarlo Raiconi

   Pages 109-124

10. Modifying the Cholesky Factorization on MIMD Distributed Memory Machines

    • Marco D’Apuzzo, Valentina De Simone, Marina Marino, Gerardo Toraldo

    Pages 125-141

11. A Controlled Random Search Algorithm with Local Newton-type Search for Global Optimization

    • Gianni Di Pillo, Stefano Lucidi, Laura Palagi, Massimo Roma

    Pages 143-159

12. Adaptive Precision Control in Quadratic Programming with Simple Bounds and/or Equalities

    • Zdeněk Dostál, Ana Friedlander, Sandra A. Santos

    Pages 161-173

13. The Development of Parallel Optimisation Routines for the NAG Parallel Library

    • Rupert W. Ford, Graham D. Riley, Leonard T. Freeman

    Pages 175-187

14. Parallel Solution of Large Scale Quadratic Programs

    • Emanuele Galligani, Valeria Ruggiero, Luca Zanni

    Pages 189-205

15. A Linesearch Algorithm with Memory for Unconstrained Optimization

    • Nicholas I. M. Gould, Stefano Lucidi, Massimo Roma, Philippe L. Toint

    Pages 207-223

16. The modified absolute-value factorization norm for trust-region minimization

    • Nicholas I. M. Gould, Jorge Nocedal

    Pages 225-241

17. The LP Dual Active Set Algorithm

    • William W. Hager

    Pages 243-254

18. The Use of Optimization and Multiresolution Techniques for the Numerical Solution of First Kind Fredholm Equations

    • Pierluigi Maponi, Luciano Misici, Francesco Zirilli

    Pages 255-278

19. An Exact Parallel Algorithm for the Maximum Clique Problem

    • Panos M. Pardalos, Jonas Rappe, Mauricio G. C. Resende

    Pages 279-300

20. A Model Development System for Global Optimization

    • János D. Pintér

    Pages 301-314

This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec­ tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa­ tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad­ vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com­ plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.

• algorithms
• computation
• computer
• derivative
• linear optimization
• Mathematica
• model
• nonlinear optimization
• numerical analysis
• optimization
• parallel computing
• probability
• programming

• Università di Camerino, Italy

  Renato Leone

• Università di Napoli Federico II, Italy

  Almerico Murli, Gerardo Toraldo

• University of Florida, Gainesville, USA

  Panos M. Pardalos

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