This up-to-date book is on algorithms for large-scale unconstrained and boundconstrained optimization. Optimization techniques are shown from a conjugate gradient algorithm perspective. Large part of the book is devoted to preconditioned conjugate gradient algorithms. In particular memoryless and limited memory quasi-Newton algorithms are presented and numerically compared to standard conjugate gradient algorithms. The special attention is paid to the methods ofshortest residuals developed by the author. Several effective optimization techniques based on these methods are presented. Because of the emphasis on practical methods, as well as rigorous mathematical treatment of their convergenceanalysis, the book is aimed at a wide audience. It can be used by researches in optimization, graduate students in operations research, engineering, mathematics and computer science. Practitioners can benefit from numerous numerical comparisons of professional optimization codes discussed in the book. INDICE: Conjugate directions methods for quadratic problems.- Conjugate gradient methods for nonconvex problems.- Memoryless quasi-Newton methods.- Preconditioned conjugate gradient algorithms.- Limited memory quasi-Newton algorithms.- A method of shortest residuals and nondifferentiable optimization.- The method of shortest residuals for smooth problems.- The preconditioned shortestresiduals algorithm.- Optimization on a polyhedron.- Problems with box constraints.- The preconditioned shortest residuals algorithm with box.- Conjugate gradient reduced-Hessian method.- Elements of topology and analysis.- Elements of linear algebra.
- ISBN: 978-3-540-85633-7
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 500
- Fecha Publicación: 01/11/2008
- Nº Volúmenes: 1
- Idioma: Inglés