Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

• Main Author: Andrei, Neculai (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Springer Optimization and Its Applications, 121
• Subjects: Mathematics.; Algorithms.; Mathematical models.; Mathematical optimization.; Optimization.; Mathematical Modeling and Industrial Mathematics.

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 program...

Table of Contents:

• 1. Introduction
• 2. Mathematical modeling using algebraically oriented languages for nonlinear optimization
• 3. Introduction to GAMS technology
• 4. Applications of continuous nonlinear optimization
• 5. Optimality conditions for continuous nonlinear optimization
• 6. Simple bound constraint optimization
• 7. Penalty and augmented Langrangian methods
• 8. Penalty-Barrier Algorithm
• 9. Linearly Constrained Augmented Lagrangian
• 10. Quadratic programming
• 11. Sequential quadratic programming
• 12. A SQP Method using only Equalit Constrained Sub-problem
• 12. A Sequential Quadratic Programming Algorithm with Successive Error Restoration
• 14. Active-set Sequential Linear-Quadratic Programming
• 15. A SQP algorithm for Large-Scale Constrained Optimization
• 16. Generalized Reduced Gradient with sequential linearization
• 17. Interior point methods
• 18. Filter methods
• 19. Interior Point Sequential Linear-Quadratic Programming
• 20. Interior Point Filer Line-Search IPOPT
• 21. Numerical studies.