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Mathematical experiments on the computer
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ISBN: 0123017505 9780080874241 008087424X 1281763543 9786611763541 9780123017505 Year: 1982 Volume: 105 Publisher: New York : Academic Press,

Nonlinear processes in engineering : dynamic programming, invariant imbedding, quasilinearization, finite elements, system identification, optimization.
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ISBN: 9780122180507 012218050X 9786613839107 1283526654 008095619X 9780080956190 Year: 1974 Volume: 110 Publisher: New York : Academic Press,

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Abstract

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank


Book
Introduction to algorithms
Authors: --- ---
ISBN: 9780262533058 9780262033848 0262533057 0262033844 0262270838 1628709138 0262258102 9780262270830 Year: 2009 Publisher: Cambridge (Mass.): MIT Press,

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Certains livres sur les algorithmes sont rigoureux mais incomplets; d’autres couvrent des masses de matériel mais manquent de rigueur. Introduction aux algorithmes combine de manière unique rigueur et exhaustivité. Le livre couvre un large éventail d’algorithmes en profondeur, tout en rendant leur conception et leur analyse accessibles à tous les niveaux de lecteurs. Chaque chapitre est relativement autonome et peut être utilisé comme unité d’étude. Les algorithmes sont décrits en anglais et dans un pseudocode conçu pour être lisible par quiconque a fait un peu de programmation. Les explications ont été maintenues élémentaires sans sacrifier la profondeur de la couverture ou la rigueur mathématique.


Book
Dynamic programming and stochastic control
Author:
ISBN: 1282289233 9786612289231 0080956343 9780080956343 9781282289239 0120932504 9780120932504 Year: 1976 Volume: v. 125 Publisher: New York : Academic Press,


Book
Studies in integer programming
Authors: --- --- ---
ISBN: 0720407656 9780720407655 9780080867649 0080867642 1281985198 9786611985196 Year: 1977 Volume: 1 Publisher: Amsterdam ; New York : New York : North-Holland Pub. Co. ; sole distributors for the U.S.A. and Canada, Elsevier North-Holland,


Book
Discrete optimization II : proceedings of the Advanced Research Institute on Discrete Optimization and Systems Applications of the Systems Science Panel of NATO and of the Discrete Optimization Symposium, co-sponsored by IBM Canada and SIAM, Banff, Alta. and Vancouver, B.C., Canada, August 1977
Authors: --- --- --- --- --- et al.
ISBN: 9780444853226 0444853227 0444853235 1281759929 Year: 1979 Volume: 4 Publisher: Amsterdam ; New York : New York : North-Holland Pub. Co. ; sole distributors for the U.S.A. and Canada, Elsevier North-Holland,

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Discrete Optimization I


Book
Theory of extremal problems
Authors: --- ---
ISBN: 0444851674 9786612754883 1282754882 0080875270 9780080875279 9780444851673 Year: 1979 Volume: v. 6 Publisher: Amsterdam : New York : North-Holland Pub. Co. ; sole distributors for the U.S.A. and Canada, Elsevier North-Holland,

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Theory of extremal problems

Keywords

Mathematical optimization --- Maxima and minima --- Calculus of variations --- Extremal problems (Mathematics) --- Optimisation mathématique --- Maxima et minima --- Calcul des variations --- Problèmes extrémaux (Mathématiques) --- 519.85 --- 681.3*F22 --- 681.3*G16 --- Minima --- Mathematics --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Operations research --- Simulation methods --- System analysis --- Graph theory --- Problems, Extremal (Mathematics) --- Geometric function theory --- Isoperimetrical problems --- Variations, Calculus of --- Mathematical programming --- Nonnumerical algorithms and problems: complexity of proof procedures; computations on discrete structures; geometrical problems and computations; pattern matching --See also {?681.3*E2-5}; {681.3*G2}; {?681.3*H2-3} --- Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- Extremal problems --- Calculus of variations. --- Mathematical optimization. --- Maxima and minima. --- Extremal problems (Mathematics). --- 681.3*G16 Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- 681.3*F22 Nonnumerical algorithms and problems: complexity of proof procedures; computations on discrete structures; geometrical problems and computations; pattern matching --See also {?681.3*E2-5}; {681.3*G2}; {?681.3*H2-3} --- 519.85 Mathematical programming --- Optimisation mathématique --- Problèmes extrémaux (Mathématiques) --- ELSEVIER-B EPUB-LIV-FT

Self-regularity : a new paradigm for primal-dual interior-point algorithms
Authors: --- ---
ISBN: 1282087606 9786612087608 140082513X 9781400825134 1400814529 9781400814527 9780691091938 0691091935 9780691091921 0691091927 0691091927 9781282087606 Year: 2002 Publisher: Princeton, N.J. ; Oxford : Princeton University Press,

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Abstract

Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity problems, semidefinite optimization, and second-order conic optimization problems. The framework also covers large classes of linear complementarity problems and convex optimization. The algorithm considered can be interpreted as a path-following method or a potential reduction method. Starting from a primal-dual strictly feasible point, the algorithm chooses a search direction defined by some Newton-type system derived from the self-regular proximity. The iterate is then updated, with the iterates staying in a certain neighborhood of the central path until an approximate solution to the problem is found. By extensively exploring some intriguing properties of self-regular functions, the authors establish that the complexity of large-update IPMs can come arbitrarily close to the best known iteration bounds of IPMs. Researchers and postgraduate students in all areas of linear and nonlinear optimization will find this book an important and invaluable aid to their work.

Keywords

Interior-point methods. --- Mathematical optimization. --- Programming (Mathematics). --- Mathematical optimization --- Interior-point methods --- Programming (Mathematics) --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Operations Research --- Mathematical programming --- Goal programming --- Algorithms --- Functional equations --- Operations research --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Simulation methods --- System analysis --- 519.85 --- 681.3*G16 --- 681.3*G16 Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- Optimization: constrained optimization; gradient methods; integer programming; least squares methods; linear programming; nonlinear programming (Numericalanalysis) --- 519.85 Mathematical programming --- Accuracy and precision. --- Algorithm. --- Analysis of algorithms. --- Analytic function. --- Associative property. --- Barrier function. --- Binary number. --- Block matrix. --- Combination. --- Combinatorial optimization. --- Combinatorics. --- Complexity. --- Conic optimization. --- Continuous optimization. --- Control theory. --- Convex optimization. --- Delft University of Technology. --- Derivative. --- Differentiable function. --- Directional derivative. --- Division by zero. --- Dual space. --- Duality (mathematics). --- Duality gap. --- Eigenvalues and eigenvectors. --- Embedding. --- Equation. --- Estimation. --- Existential quantification. --- Explanation. --- Feasible region. --- Filter design. --- Function (mathematics). --- Implementation. --- Instance (computer science). --- Invertible matrix. --- Iteration. --- Jacobian matrix and determinant. --- Jordan algebra. --- Karmarkar's algorithm. --- Karush–Kuhn–Tucker conditions. --- Line search. --- Linear complementarity problem. --- Linear function. --- Linear programming. --- Lipschitz continuity. --- Local convergence. --- Loss function. --- Mathematician. --- Mathematics. --- Matrix function. --- McMaster University. --- Monograph. --- Multiplication operator. --- Newton's method. --- Nonlinear programming. --- Nonlinear system. --- Notation. --- Operations research. --- Optimal control. --- Optimization problem. --- Parameter (computer programming). --- Parameter. --- Pattern recognition. --- Polyhedron. --- Polynomial. --- Positive semidefinite. --- Positive-definite matrix. --- Quadratic function. --- Requirement. --- Result. --- Scientific notation. --- Second derivative. --- Self-concordant function. --- Sensitivity analysis. --- Sign (mathematics). --- Signal processing. --- Simplex algorithm. --- Simultaneous equations. --- Singular value. --- Smoothness. --- Solution set. --- Solver. --- Special case. --- Subset. --- Suggestion. --- Technical report. --- Theorem. --- Theory. --- Time complexity. --- Two-dimensional space. --- Upper and lower bounds. --- Variable (computer science). --- Variable (mathematics). --- Variational inequality. --- Variational principle. --- Without loss of generality. --- Worst-case complexity. --- Yurii Nesterov. --- Mathematical Optimization --- Mathematics --- Programming (mathematics)

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