High Performance Algorithms and Software for Nonlinear Optimization

1. Front Matter

   Pages i-ix

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2. Quasi-Newton Algorithms for Large-Scale Nonlinear Least-Squares

   • M. Al-Baali

   Pages 1-21

3. The Extended Ritz Method in Stochastic Functional Optimization: An example of Dynamic Routing in Traffic Networks

   • M. Baglietto, M. Sanguineti, R. Zoppoli

   Pages 23-56

4. Efficient Serial and Parallel Implementations of the Cutting Angle Method

   • Gleb Beliakov, Kai Ming Ting, Manzur Murshed, Alex Rubinov, Marcello Bertoli

   Pages 57-74

5. A globalization strategy for Interior Point Methods for Mixed Complementarity Problems

   • Stefania Bellavia, Benedetta Morini

   Pages 75-94

6. A Comparative Study of Large-Scale Nonlinear Optimization Algorithms

   • Hande Y. Benson, David F. Shanno, Robert J. Vanderbei

   Pages 95-127

7. A Software System for PDE-Constrained Optimization Problems

   • Paul T. Boggs, Kevin R. Long

   Pages 129-147

8. A truncated SQP algorithm for solving nonconvex equality constrained optimization problems

   • Laurent Chauvier, Antonio Fuduli, Charles Jean Gilbert

   Pages 149-176

9. Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time

   • Moritz Diehl, H. Georg Bock, Johannes P. Schlöder

   Pages 177-200

10. Fruitful uses of smooth exact merit functions in constrained optimization

    • Gianni Di Pillo, Giampaolo Liuzzi, Stefano Lucidi, Laura Palagi

    Pages 201-225

11. New perspective on the theorems of alternative

    • Yu. G. Evtushenko, A. I. Golikov

    Pages 227-241

12. Planar-CG Methods and Matrix Tridiagonalization in Large Scale Unconstrained Optimization

    • Giovanni Fasano

    Pages 243-263

13. Filter-type Algorithms for Solving Systems of Algebraic Equations and Inequalities

    • Roger Fletcher, Sven Leyffer

    Pages 265-284

14. A new algorithm for Solving Large Scale Molecular Distance Geometry Problems

    • Le Thi Hoai An, Pham Dinh Tao

    Pages 285-302

15. PENNON

    • Michal Kočvara, Michael Stingl

    Pages 303-321

16. Understanding Asynchronous Parallel Pattern Search

    • Tamara G. Kolda, Virginia J. Torczon

    Pages 323-342

17. Smoothing Techniques for the Solution of Finite and Semi-Infinite Min-Max-Min Problems

    • Elijah Polak

    Pages 343-362

18. Exploiting Optimality Conditions in Accurate Static Circuit Tuning

    • Chandu Visweswariah, Andrew R. Conn, Luís G. Silva

    Pages 363-381

19. Efficiency Analysis on a Truncated Newton Method with Preconditioned Conjugate Gradient Technique for Optimization

    • J. Z. Zhang, N. Y. Deng, Z. Z. Wang

    Pages 383-416

This volume contains the edited texts of the lectures presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 30 - July 8, 2001. In the first year of the new century, the aim of the Workshop was to assess the past and to discuss the future of Nonlinear Optimization, and to highlight recent achieve­ ments and promising research trends in this field. An emphasis was requested on algorithmic and high performance software developments and on new computational experiences, as well as on theoretical advances. We believe that such goal was basically achieved. The Workshop was attended by 71 people from 22 countries. Although not all topics were covered, the presentations gave indeed a wide overview of the field, from different and complementary stand­ points. Besides the lectures, several formal and informal discussions took place. We wish to express our appreciation for the active contribution of all the participants in the meeting. The 18 papers included in this volume represent a significant selection of the most recent developments in nonlinear programming theory and practice. They show that there is plenty of exciting ideas, implementation issues and new applications which produce a very fast evolution in the field.

• algorithms
• calculus
• complementarity
• geometry
• linear optimization
• mathematics
• network
• networks
• nonlinear optimization
• Optimality Conditions
• optimization
• Optimization algorithm
• Optimization algorithms
• programming
• software development

From the reviews:

"The present book is a collection of 18 papers which were presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization in 2001. … The book is a worthwhile and understandable collection of high performance tools for large scale optimization problems. It gives an insight into the recent developments in serial and parallel computing and a lot of food for thought." (Kirsten Henken, OR-News, Issue 23, March, 2005)

"This book contains the edited text of 18 lectures presented at the Workshop on high Performance Algorithms and Software for Nonlinear Optmization held … between 30 July and 8 July 2001 in Erice, Sicily. … The book layout is neat and the quality of type-setting, graphs, paper and binding is of high quality. It is suitable for graduate students, researchers and professionals working in Applied Mathematics, Computer Science and Engineering." (H Yousef, Journal of the Operational Research Society, Vol. 57 (11), 2006)

• Università di Roma “La Sapienza”, Italy

  Gianni Pillo

• Università di Napoli Federico II, Italy

  Almerico Murli

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