System Modelling and Optimization

1. Front Matter

   Pages i-viii

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2. Topology Design of Structures, Materials and Mechanisms — Status and Perspectives

   • Martin P. Bendsøe

   Pages 1-17

3. MIP: Theory and Practice — Closing the Gap

   • E. Robert Bixby, Mary Fenelon, Zonghao Gu, Ed Rothberg, Roland Wunderling

   Pages 19-49

4. On the Role of Natural Level Functions to Achieve Global Convergence for Damped Newton Methods

   • H. Georg Bock, Ekaterina Kostina, Johannes P. Schlöder

   Pages 51-74

5. Computational Experience with a Parallel Implementation of an Interior-Point Algorithm for Multicommodity Network Flows

   • Jordi Castro

   Pages 75-95

6. Modelling the Behavior of Systems: Basic Concepts and Algorithms

   • Tommaso Cotroneo, Jan C. Willems

   Pages 97-117

7. Lipschitzian Stability of Newton’s Method for Variational Inclusions

   • Asen L. Dontchev

   Pages 119-147

8. SQP Methods for Large-Scale Nonlinear Programming

   • Nicholas I. M. Gould, Philippe L. Toint

   Pages 149-178

9. Algorithmic Implications of Duality in Stochastic Programs

   • Julia L. Higle, Suvrajeet Sen

   Pages 179-188

10. A Model Which Integrates Strategic and Tactical Aspects of Forest Harvesting

    • Alastair McNaughton, Mikael Rönnqvist, David Ryan

    Pages 189-207

11. Optimization of Chemical Processes under Uncertainty

    • G. M. Ostrovsky, L. E. K. Achenie, Yu. M. Volin

    Pages 209-226

12. Numerical Solution to the Acoustic Homicidal Chauffeur Game

    • V. S. Patsko, V. L. Turova

    Pages 227-249

13. Application of a Micro-Genetic Algorithm in Optimal Design of a Diffractive Optical Element

    • Svetlana Rudnaya, Fadil Santosa

    Pages 251-267

14. Semidefinite and Lagrangian Relaxations for Hard Combinatorial Problems

    • Henry Wolkowicz

    Pages 269-309

15. Recent Developments in Interior-Point Methods

    • Stephen J. Wright

    Pages 311-333

16. Erratum to: System Modelling and Optimization

    • M. J. D. Powell, S. Scholtes

    Pages E1-E1

17. Back Matter

    Pages 335-347

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System Modelling and Optimization covers research issues within systems theory, optimization, modelling, and computing. It includes contributions to structural mechanics, integer programming, nonlinear programming, interior point methods, dynamical systems, stability analysis, stochastic optimization, bilevel optimization, and semidefinite programming. Several survey papers written by leading experts in their fields complement new developments in theory and applications.
This book contains most of the invited papers and a few carefully selected submitted papers that were presented at the 19th IFIP TC7 Conference on System Modelling and Optimization, which was held in Cambridge, England, from July 12 to 16, 1999, and sponsored by the International Federation for Information Processing (IFIP).

• Newton's method
• algorithms
• linear optimization
• nonlinear optimization
• optimization
• programming
• system
• systems theory

• Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge, UK

  M. J. D. Powell

• Judge Institute of Management Studies, University of Cambridge, Cambridge, UK

  S. Scholtes

Michael J.D. Powell is the John Humphrey Plummer Professor of Applied Numerical Analysis in the Department of Applied Mathematics and Theoretical Physics at the University of Cambridge. Stefan Scholtes holds a joint Lectureship in the Judge Institute of Management Studies and the Department of Engineering at the University of Cambridge.

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