Download or read book Integral Methods for Quadratic Programming written by Yves Dominique Brise and published by Logos Verlag Berlin GmbH. This book was released on 2013 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: This PhD thesis was written at ETH Zurich, in Prof. Dr. Emo Welzl's research group, under the supervision of Dr. Bernd Garnter. It shows two theoretical results that are both related to quadratic programming. The first one concerns the abstract optimization framework of violator spaces and the randomized procedure called Clarkson's algorithm. In a nutshell, the algorithm randomly samples from a set of constraints, computes an optimal solution subject to these constraints, and then checks whether the ignored constraints violate the solution. If not, some form of re-sampling occurs. We present the algorithm in the easiest version that can still be analyzed successfully. The second contribution concerns quadratic programming more directly. It is well-known that a simplex-like procedure can be applied to quadratic programming. The main computational effort in this algorithm comes from solving a series of linear equation systems that change gradually. We develop the integral LU decomposition of matrices, which allows us to solve the equation systems efficiently and to exploit sparse inputs. Last but not least, a considerable portion of the work included in this thesis was devoted to implementing the integral LU decomposition in the framework of the existing quadratic programming solver in the Computational Geometry Algorithms Library (CGAL). In the last two chapters we describe our implementation and the experimental results we obtained.
Download or read book Interior point Polynomial Algorithms in Convex Programming written by Yurii Nesterov and published by SIAM. This book was released on 1994-01-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Download or read book Integration of Constraint Programming Artificial Intelligence and Operations Research written by Willem-Jan van Hoeve and published by Springer. This book was released on 2018-06-07 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 15th International Conference on Integration of Artificial Intelligence and Operations Research Techniques in Constraint Programming for Combinatorial Optimization Problems, CPAIOR 2018, held in Delft, The Netherlands, in June 2018. The 47 full papers presented together with 3 abstracts of invited talks and 3 abstracts of fast-track journal papers were carefully reviewed and selected from 111 submissions. The conference brings together interested researchers from constraint programming, artificial intelligence, and operations research to present new techniques or applications in the intersection of these fields and provides an opportunity for researchers in one area to learn about techniques in the others, and to show how the integration of techniques from different fields can lead to interesting results on large and complex problems.
Download or read book U S Government Research Reports written by and published by . This book was released on 1964 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Integration of Constraint Programming Artificial Intelligence and Operations Research written by Louis-Martin Rousseau and published by Springer. This book was released on 2019-05-28 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 16th International Conference on Integration of Constraint Programming, Artificial Intelligence, and Operations Research, CPAIOR 2019, held in Thessaloniki, Greece, in June 2019. The 34 full papers presented together with 9 short papers were carefully reviewed and selected from 94 submissions. The conference brings together interested researchers from Constraint Programming (CP), Artificial Intelligence (AI), and Operations Research (OR) to present new techniques or applications and to provide an opportunity for researchers in one area to learn about techniques in the others. A main objective of this conference series is also to give these researchers the opportunity to show how the integration of techniques from different fields can lead to interesting results on large and complex problems.
Download or read book Trust Region Methods written by A. R. Conn and published by SIAM. This book was released on 2000-01-01 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1991 with total page 1460 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 Applied Mechanics Reviews written by and published by . This book was released on 1974 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Uncertainty aware Integration of Control with Process Operations and Multi parametric Programming Under Global Uncertainty written by Vassilis M. Charitopoulos and published by Springer Nature. This book was released on 2020-02-05 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces models and methodologies that can be employed towards making the Industry 4.0 vision a reality within the process industries, and at the same time investigates the impact of uncertainties in such highly integrated settings. Advances in computing power along with the widespread availability of data have led process industries to consider a new paradigm for automated and more efficient operations. The book presents a theoretically proven optimal solution to multi-parametric linear and mixed-integer linear programs and efficient solutions to problems such as process scheduling and design under global uncertainty. It also proposes a systematic framework for the uncertainty-aware integration of planning, scheduling and control, based on the judicious coupling of reactive and proactive methods. Using these developments, the book demonstrates how the integration of different decision-making layers and their simultaneous optimisation can enhance industrial process operations and their economic resilience in the face of uncertainty.
Download or read book Financial Modelling written by Joerg Kienitz and published by John Wiley & Sons. This book was released on 2013-02-18 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
Download or read book Smart Power Systems and Renewable Energy System Integration written by Dilan Jayaweera and published by Springer. This book was released on 2016-03-08 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a wider spectrum of researches, developments, and case specific studies in the area of smart power systems and integration of renewable energy systems. The book will be for the benefit of a wider audience including researchers, postgraduate students, practicing engineers, academics, and regulatory policy makers. It covers a wide range of topics from fundamentals, and modelling and simulation aspects of traditional and smart power systems to grid integration of renewables; Micro Grids; challenges in planning and operation of a smart power system; risks, security, and stability in smart operation of a power system; and applied research in energy storage.
Download or read book Comprehensive Structural Integrity written by I. Milne and published by Elsevier. This book was released on 2003 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Structural Integrity written by Ian Milne and published by Elsevier. This book was released on 2003-07-25 with total page 4647 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this major reference work is to provide a first point of entry to the literature for the researchers in any field relating to structural integrity in the form of a definitive research/reference tool which links the various sub-disciplines that comprise the whole of structural integrity. Special emphasis will be given to the interaction between mechanics and materials and structural integrity applications. Because of the interdisciplinary and applied nature of the work, it will be of interest to mechanical engineers and materials scientists from both academic and industrial backgrounds including bioengineering, interface engineering and nanotechnology. The scope of this work encompasses, but is not restricted to: fracture mechanics, fatigue, creep, materials, dynamics, environmental degradation, numerical methods, failure mechanisms and damage mechanics, interfacial fracture and nano-technology, structural analysis, surface behaviour and heart valves. The structures under consideration include: pressure vessels and piping, off-shore structures, gas installations and pipelines, chemical plants, aircraft, railways, bridges, plates and shells, electronic circuits, interfaces, nanotechnology, artificial organs, biomaterial prostheses, cast structures, mining... and more. Case studies will form an integral part of the work.
Download or read book Proceedings of 2023 7th Chinese Conference on Swarm Intelligence and Cooperative Control written by Yongzhao Hua and published by Springer Nature. This book was released on with total page 710 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multiple Shooting and Time Domain Decomposition Methods written by Thomas Carraro and published by Springer. This book was released on 2015-10-26 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a comprehensive collection of the most advanced numerical techniques for the efficient and effective solution of simulation and optimization problems governed by systems of time-dependent differential equations. The contributions present various approaches to time domain decomposition, focusing on multiple shooting and parareal algorithms. The range of topics covers theoretical analysis of the methods, as well as their algorithmic formulation and guidelines for practical implementation. Selected examples show that the discussed approaches are mandatory for the solution of challenging practical problems. The practicability and efficiency of the presented methods is illustrated by several case studies from fluid dynamics, data compression, image processing and computational biology, giving rise to possible new research topics. This volume, resulting from the workshop Multiple Shooting and Time Domain Decomposition Methods, held in Heidelberg in May 2013, will be of great interest to applied mathematicians, computer scientists and all scientists using mathematical methods.
Download or read book Federal Software Exchange Catalog written by and published by . This book was released on 1986 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Methods of Numerical Integration written by Philip J. Davis and published by Academic Press. This book was released on 2014-05-10 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods of Numerical Integration, Second Edition describes the theoretical and practical aspects of major methods of numerical integration. Numerical integration is the study of how the numerical value of an integral can be found. This book contains six chapters and begins with a discussion of the basic principles and limitations of numerical integration. The succeeding chapters present the approximate integration rules and formulas over finite and infinite intervals. These topics are followed by a review of error analysis and estimation, as well as the application of functional analysis to numerical integration. A chapter describes the approximate integration in two or more dimensions. The final chapter looks into the goals and processes of automatic integration, with particular attention to the application of Tschebyscheff polynomials. This book will be of great value to theoreticians and computer programmers.
