Download or read book Duality in Quadratic Programming written by William S. Dorn and published by . This book was released on 1958 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Duality in Quadratic Programming written by William S. Dorn and published by Hardpress Publishing. This book was released on 2013-12 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike some other reproductions of classic texts (1) We have not used OCR(Optical Character Recognition), as this leads to bad quality books with introduced typos. (2) In books where there are images such as portraits, maps, sketches etc We have endeavoured to keep the quality of these images, so they represent accurately the original artefact. Although occasionally there may be certain imperfections with these old texts, we feel they deserve to be made available for future generations to enjoy.
Download or read book Quadratic Programming with Computer Programs written by Michael J. Best and published by CRC Press. This book was released on 2017-07-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Download or read book Characterization of Positive Definite and Semidefinite Matrices Via Quadratic Programming Duality written by S. P. Han and published by . This book was released on 1982 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: Positive definite and semidefinite matrices induce well known duality results in quadratic programming. The converse is established here. Thus if certain duality results hold for a pair of dual quadratic programs, then the underlying matrix must be positive definite or semidefinite. For example if a strict local minimum of a quadratic program exceeds or equals a strict global maximum of the dual, then the underlying symmetric matrix omega is positive definite. If a quadratic program has a local minimum then the underlying matrix omega is positive semidefinite if and only if the primal minimum exceeds or equals the dual global maximum and X(T) omega x = O implies omega x = O.A significant implication of these results is that the Wolfe dual may not be meaningful for nonconvex quadratic programs and for nonlinear programs without locally positive definite or semidefinite Hessians, even if the primal second order sufficient optimally conditions are satisfied. (Author).
Download or read book Geometric Programming Duality in Quadratic Programming and Lp approximation written by Elmor L. Peterson and published by . This book was released on 1968 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: The duality theory of geometric programming as developed by Duffin, Peterson and Zener is based on abstract properties shared by certain classical inequalities, such as Cauchy's arithmetic-geometric mean inequality and Holder's inequality. Inequalities with these abstract properties have been termed 'geometric inequalities.' In this paper we establish a new geometric inequality and use it to extend the 'refined duality theory' for 'posynomial' geometric programs. This extended duality theory treats both 'quadratically-constrained quadratic programs' and 'l sub p-constrained l sub p-approximation (regression) problems' through a rather novel and unified formulation of these two classes of programs. This work generalizes some of the work of others on linearly-constrained quadratic programs, and provides to the best of our knowledge the first explicit formulation of duality for constrained approximation problems. Other people have developed duality theories for a larger class of programs, namely all convex programs, but those theories (when applied to the programs considered here) are not nearly as strong as the theory developed here. This theory has virtually all of the desirable features of its analog for posynomial programs, and its proof provides useful computational procedures. (Author).
Download or read book Duality in Quadratic Programming Primary Source Edition written by William S. Dorn and published by Nabu Press. This book was released on 2014-01 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
Download or read book Geometric Programming written by Elmor L. Peterson and published by . This book was released on 1969 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Duality Theories in Linear Quadratic and Convex Programming written by Nazir G. Dossani and published by . This book was released on 1971 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book GEOMETRIC PROGRAMMING DUALITY IN QUADRATIC PROGRAMMING AND L Sub P APPROXIMATION III DEGENERATE PROGRAMS written by Elmor L. Peterson and published by . This book was released on 1969 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: Degenerate quadratically-constrained quadratic programs and l sub p-constrained l sub p-approximation problems are defined and investigates within the framework of extended geometric programming. (Author).
Download or read book Duality in Discrete Programming Ii the Quadratic Case written by Egon Balas and published by . This book was released on 1967 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper extends the results of 'Duality in Discrete Programming' (1) to the case of quadratic objective functions. The paper is, however, self-contained. A pair of symmetric dual quadratic programs is generalized by constraining some of the variables to belong to arbitrary sets of real numbers. Quadratic all-integer and mixed-integer programs are special cases of these problems. The resulting primal problem is shown, subject to a qualification, to have an optimal solution if and only if the dual has one, and in this case the values of their respective objective functions are equal. Most of the other results of (1) are also shown to carry over to the quadratic case. (Author).
Download or read book GEOMETRIC PROGRAMMING DUALITY IN QUADRATIC PROGRAMMING AND L P APPROXIMATION written by JOSEPH GEORGE ECKER and published by . This book was released on 1968 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Semi Infinite Programming written by Miguel Ángel Goberna and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Semi-infinite programming (SIP) deals with optimization problems in which either the number of decision variables or the number of constraints is finite. This book presents the state of the art in SIP in a suggestive way, bringing the powerful SIP tools close to the potential users in different scientific and technological fields. The volume is divided into four parts. Part I reviews the first decade of SIP (1962-1972). Part II analyses convex and generalised SIP, conic linear programming, and disjunctive programming. New numerical methods for linear, convex, and continuously differentiable SIP problems are proposed in Part III. Finally, Part IV provides an overview of the applications of SIP to probability, statistics, experimental design, robotics, optimization under uncertainty, production games, and separation problems. Audience: This book is an indispensable reference and source for advanced students and researchers in applied mathematics and engineering.
Download or read book A Dual Quadratic Programming Algorithm written by K. Ritter and published by . This book was released on 1984 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: By using conjugate directions a method for solving convex quadratic programming problems is developed. The algorithm generates a sequence of dual feasible solutions and terminates after a finite number of steps. Originator-supplied keywords include: Duality and Optimization.
Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Download or read book Optimization Theory and Methods written by Wenyu Sun and published by Springer Science & Business Media. This book was released on 2006-08-06 with total page 689 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea’s motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.
Download or read book Conjugate Functions and Symmetric Duality written by Andrew B. Whinston and published by . This book was released on 1963 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Conjugate Duality and Optimization written by R. Tyrrell Rockafellar and published by SIAM. This book was released on 1974-01-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.
