Download or read book Sequential and Parallel Methods for Unconstrained Optimization written by University of Colorado. Dept. of Computer Science and published by . This book was released on 1988 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reviews some interesting recent developments in the field of unconstrained optimization. First we discuss some recent research regarding secant (quasi-Newton) methods. This includes analysis that has led to an improved understanding of the comparative behavior of the BFGS, DFP, and other updates in the Broyden class, as well as computational and theoretical work that has led to a revival of interest in the symmetric rank one update. Second we discuss recent research in methods that utilize second derivatives. We describe tensor methods for unconstrained optimization, which have achieved considerable gains in efficiency by augmenting the standard quadratic model with low rank third and fourth order terms, in order to allow the model to interpolate some function and gradient information from previous iterations. Finally, we will review some work that has been done in constructing general purpose methods for solving unconstrained optimization problems on parallel computers. This research has led to a renewed interest in various ways of performing the linear algebra computations in secant methods, and to new algorithms that make use of multiple concurrent function evaluations. (kr).
Download or read book Parallel Quasi Newton Methods for Unconstrained Optimization written by University of Colorado. Dept. of Computer Science and published by . This book was released on 1988 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: This document discusses methods for solving the unconstrained optimization problem on parallel computers, when the number of variables is sufficiently small that quasi-Newton methods can be used. The authors concentrate mainly, but not exclusively, on problems where function evaluation is expensive. First they discuss ways to parallelize both the function evaluation costs and the linear algebra calculations in the standard sequential secant method, the BFGS method. Then described are new methods that are appropriate when there are enough processors to evaluate the function, gradient, and part but not all of the Hessian at each iteration. Developed are new algorithms that utilize this information and analyze their convergence properties. The authors present computational experiments showing that they are superior to parallelization of either the BFGS method or Newton's method under our assumptions on the number of processors and cost of function evaluation. Finally they discuss ways to effectively utilize the gradient values at unsuccessful trial points that are available in our parallel methods and also in some sequential software packages.
Download or read book PDS Direct Search Methods for Unconstrained Optimization on Either Sequential Or Parallel Machines written by and published by . This book was released on 1992 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: PDS is a collection of Fortran subroutines for solving unconstrained nonlinear optimization problems using direct search methods. The software is written so that execution on sequential machines is straightforward while execution on Intel distributed memory machines, such as the iPSC/2, the iPSC/860 or the Touchstone Delta, can be accomplished simply by including a few well-defined routines containing calls to Intel-specific Fortran libraries. Those interested in using the methods on other distributed memory machines, even something as basic as a network of workstations or personal computers, need only modify these few subroutines to handle the global communication requirements. Furthermore, since the parallelism is clearly defined at the "doloop" level, it is a simple matter to insert compiler directives that allow for execution on shared memory parallel machines. Included here is an example of such directives, contained in comment statements, for execution on a Sequent Symmetry S81.
Download or read book Parallel Methods for Unconstrained Optimization written by Charles Herbert Still and published by . This book was released on 1990 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Numerical Methods for Local and Global Optimization written by and published by . This book was released on 2005 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book Multi directional Parallel Algorithms for Unconstrained Optimization written by National University of Singapore. Dept. of Information Systems and Computer Science and published by . This book was released on 1993 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "Parallel algorithms for solving unconstrained nonlinear optimization problems are presented. These algorithms are based on the quasi-Newton methods. At each step of the algorithms, several search directions are generated in parallel using various quasi-Newton updates. Our numerical results show significant improvement in the number of iterations and function evaluations required by the parallel algorithms over those required by the serial quasi-Newton updates such as the SR1 method or the BFGS method for many of the test problems."
Download or read book Parallel Projected Variable Metric Algorithms for Unconstrained Optimization written by Institute for Computer Applications in Science and Engineering and published by . This book was released on 1989 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computing Methods in Applied Sciences and Engineering written by R. Glowinski and published by SIAM. This book was released on 1990-01-01 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Proceedings of the Ninth International Conference on Computing Methods in Applied Sciences and Engineering, Paris, France, January 29-February 2, 1990"--T.p. verso.
Download or read book High Performance Algorithms and Software in Nonlinear Optimization written by Renato de Leone and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.
Download or read book Mathematical Challenges from Theoretical Computational Chemistry written by National Research Council and published by National Academies Press. This book was released on 1995-04-29 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational methods are rapidly becoming major tools of theoretical, pharmaceutical, materials, and biological chemists. Accordingly, the mathematical models and numerical analysis that underlie these methods have an increasingly important and direct role to play in the progress of many areas of chemistry. This book explores the research interface between computational chemistry and the mathematical sciences. In language that is aimed at non-specialists, it documents some prominent examples of past successful cross-fertilizations between the fields and explores the mathematical research opportunities in a broad cross-section of chemical research frontiers. It also discusses cultural differences between the two fields and makes recommendations for overcoming those differences and generally promoting this interdisciplinary work.
Download or read book Algorithms for Continuous Optimization written by E. Spedicato and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: The NATO Advanced Study Institute on "Algorithms for continuous optimiza tion: the state of the art" was held September 5-18, 1993, at II Ciocco, Barga, Italy. It was attended by 75 students (among them many well known specialists in optimiza tion) from the following countries: Belgium, Brasil, Canada, China, Czech Republic, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Rumania, Spain, Turkey, UK, USA, Venezuela. The lectures were given by 17 well known specialists in the field, from Brasil, China, Germany, Italy, Portugal, Russia, Sweden, UK, USA. Solving continuous optimization problems is a fundamental task in computational mathematics for applications in areas of engineering, economics, chemistry, biology and so on. Most real problems are nonlinear and can be of quite large size. Devel oping efficient algorithms for continuous optimization has been an important field of research in the last 30 years, with much additional impetus provided in the last decade by the availability of very fast and parallel computers. Techniques, like the simplex method, that were already considered fully developed thirty years ago have been thoroughly revised and enormously improved. The aim of this ASI was to present the state of the art in this field. While not all important aspects could be covered in the fifty hours of lectures (for instance multiob jective optimization had to be skipped), we believe that most important topics were presented, many of them by scientists who greatly contributed to their development.
Download or read book Parallel Computing and Mathematical Optimization written by Manfred Grauer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This special volume contains the Proceedings of a Workshop on "Parallel Algorithms and Transputers for Optimization" which was held at the University of Siegen, on November 9, 1990. The purpose of the Workshop was to bring together those doing research on 2.lgorithms for parallel and distributed optimization and those representatives from industry and business who have an increasing demand for computing power and who may be the potential users of nonsequential approaches. In contrast to many other conferences, especially North-American, on parallel processing and supercomputers the main focus of the contributions and discussion was "problem oriented". This view reflects the following philosophy: How can the existing computing infrastructure (PC's, workstations, local area networks) of an institution or a company be used for parallel and/or distributed problem solution in optimization. This volume of the LECfURE NOTES ON ECONOMICS AND MA THEMA TICAL SYSTEMS contains most of the papers presented at the workshop, plus some additional invited papers covering other important topics related to this workshop. The papers appear here grouped according to four general areas. (1) Solution of optimization problems using massive parallel systems (data parallelism). The authors of these papers are: Lootsma; Gehne. (II) Solution of optimization problems using coarse-grained parallel approaches on multiprocessor systems (control parallelism). The authors of these papers are: Bierwirth, Mattfeld, and Stoppler; Schwartz; Boden, Gehne, and Grauer; and Taudes and Netousek.
Download or read book Parallel Optimization written by Yair Censor and published by Oxford University Press, USA. This book was released on 1997 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a unique pathway to methods of parallel optimization by introducing parallel computing ideas into both optimization theory and into some numerical algorithms for large-scale optimization problems. The three parts of the book bring together relevant theory, careful study of algorithms, and modeling of significant real world problems such as image reconstruction, radiation therapy treatment planning, financial planning, transportation and multi-commodity network flow problems, planning under uncertainty, and matrix balancing problems.
Download or read book Parallel Nonlinear Optimization Limitations Opportunities and Challenges written by and published by . This book was released on 1994 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: The availability and power of parallel computers is having a significant impact on how large-scale problems are solved in all areas of numerical computation, and is likely to have an even larger impact in the future. This paper attempts to give some indication of how the consideration of parallel computation is affecting, and is likely to affect, the field of nonlinear optimization. It does not attempt to survey the research that has been done in parallel nonlinear optimization. Rather it presents a set of examples, mainly from our own research, that is intended to illustrate many of the limitations, opportunities, and challenges inherent in incorporating parallelism into the field of nonlinear optimization. These examples include parallel methods for small to medium size unconstrained optimization problems, parallel methods for large block bordered systems of nonlinear equations, and parallel methods for both small and large-scale global optimization problems. Our overall conclusions are mixed. For generic, small to medium size problems, the consideration of parallelism does not appear to be leading to major algorithmic innovations. For many classes of large-scale problems, however, the consideration of parallelism appears to be creating opportunities for the development of interesting new methods that may be advantageous for parallel and possibly even sequential computation. In addition, a number of large-scale parallel optimization algorithms exhibit irregular coarse-grain structure, which leads to interesting computer science challenges in their implementation.
Download or read book Topics in Parallel Computing in Mathematical Programming written by Panos M. Pardalos and published by . This book was released on 1992 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multiple Criteria Decision Making written by G.H. Tzeng and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: It was a great honor and privilege to organize the Tenth International Conference on Multiple Criteria Decision Making at Taipei, Taiwan, July 19-24, 1992. Accompanying this unique honor and privilege there was a series of complex, challenging problems. Each of them involved multiple criteria, fuzziness, uncertainty, unknown yet dynamic changes. The problem sometimes cost us sleep because we wanted to do the very best job, but in reality it seemed to be impossible. The following are the main goals of the organization committee: (i) inviting all prominent and distinguished MCDM scholars around the world to participate in the conference and to present their up-to-date research results, (ii) providing financial aid and hospitality so that each invited speaker can have free room and board at a five star hotel, (iii) creating an environment so that all participants can freely exchange their ideas, and build friendships around the world. Due to the enthusiastic participation of the prominent scholars, the generous support of the Taiwan government, universities, the Industrial leaders and nonprofit foundations, and the active problem solving attitude and doing of the organizational committee and the Habitual Domain (HD) club, the conference was a great success.
