Overview
- Enriches understanding of theory behind optimization algorithms
- Maximizes reader insight into efficient use of continuous nonlinear optimization in GAMS technology
- Supplies a computational performance analysis of algorithms
- Includes supplementary material: sn.pub/extras
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 121)
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Table of contents (21 chapters)
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Front Matter
Keywords
- Lagrangian methods
- GAMS technology
- continuous nonlinear optimization
- nonlinear optimization modeling
- computational sciences
- alkylation process
- Mathematical modeling
- Penalty-Barrier Algorithm
- SPENBAR
- MINOS
- Linearly Constrained Augmented Lagrangian
- Quadratic programming
- Sequential quadratic programming
- SQP
- Sequential Linear Quadratic Programming
- Large-Scale Constrained Optimization
- Filter methods
- Interior Point Filter Line Search
About this book
This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications.
Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraicrepresentation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.
Authors and Affiliations
Bibliographic Information
Book Title: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology
Authors: Neculai Andrei
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-3-319-58356-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-58355-6Published: 13 December 2017
Softcover ISBN: 978-3-319-86386-3Published: 23 May 2018
eBook ISBN: 978-3-319-58356-3Published: 04 December 2017
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: XXIV, 506
Number of Illustrations: 2 b/w illustrations, 66 illustrations in colour
Topics: Optimization, Mathematical Modeling and Industrial Mathematics, Algorithms