Iterative Methods for Optimization


Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970920
Category: Iterative methods (Mathematics)
Page: 180
View: 4661

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This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke-Jeeves, implicit filtering, MDS, and Nelder-Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

Optimization Software Guide


Author: Jorge J. More,Stephen J. Wright
Publisher: SIAM
ISBN: 0898713226
Category: Mathematics
Page: 154
View: 7908

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Mathematics of Computing -- Numerical Analysis.

Computational Methods for Inverse Problems


Author: Curtis R. Vogel
Publisher: SIAM
ISBN: 0898717574
Category: Mathematics
Page: 183
View: 5013

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Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.

Numerical Methods for Unconstrained Optimization and Nonlinear Equations


Author: J. E. Dennis, Jr.,Robert B. Schnabel
Publisher: SIAM
ISBN: 9781611971200
Category: Equations
Page: 378
View: 660

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This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Solving Nonlinear Equations with Newton's Method


Author: C. T. Kelley
Publisher: SIAM
ISBN: 9780898718898
Category: Iterative methods (Mathematics)
Page: 104
View: 817

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This book on Newton's method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.

A Panorama of Mathematics: Pure and Applied


Author: Carlos M. da Fonseca,Dinh Van Huynh,Steve Kirkland,Vu Kim Tuan
Publisher: American Mathematical Soc.
ISBN: 1470416689
Category: Mathematics
Page: 279
View: 8323

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This volume contains the proceedings of the Conference on Mathematics and its Applications-2014, held from November 14-17, 2014, at Kuwait University, Safat, Kuwait. Papers contained in this volume cover various topics in pure and applied mathematics ranging from an introductory study of quotients and homomorphisms of C-systems, also known as contextual pre-categories, to the most important consequences of the so-called Fokas method. Also covered are multidisciplinary topics such as new structural and spectral matricial results, acousto-electromagnetic tomography method, a recent hybrid imaging technique, some numerical aspects of sonic-boom minimization, PDE eigenvalue problems, von Neumann entropy in graph theory, the relative entropy method for hyperbolic systems, conductances on grids, inverse problems in magnetohydrodynamics, location and size estimation of small rigid bodies using elastic far-fields, and the space-time fractional Schrödinger equation, just to cite a few. Papers contained in this volume cover various topics in pure and applied mathematics ranging from an introductory study of quotients and homomorphisms of C-systems, also known as contextual pre-categories, to the most important consequences of the so-called Fokas method. Also covered are multidisciplinary topics such as new structural and spectral matricial results, acousto-electromagnetic tomography method, a recent hybrid imaging technique, some numerical aspects of sonic-boom minimization, PDE eigenvalue problems, von Neumann entropy in graph theory, the relative entropy method for hyperbolic systems, conductances on grids, inverse problems in magnetohydrodynamics, location and size estimation of small rigid bodies using elastic far-fields, and the space-time fractional Schrödinger equation, just to cite a few. - See more at: http://s350148651-preview.tizrapublisher.com/conm-658/#sthash.74nRhV3y.dpufThis volume contains the proceedings of the Conference on Mathematics and its Applications–2014, held from November 14–17, 2014, at Kuwait University, Safat, Kuwait. - See more at: http://s350148651-preview.tizrapublisher.com/conm-658/#sthash.74nRhV3y.dpuf

Computational Methods for Option Pricing


Author: Yves Achdou,Olivier Pironneau
Publisher: SIAM
ISBN: 0898715733
Category: Technology & Engineering
Page: 297
View: 2099

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This book allows you to understand fully the modern tools of numerical analysis in finance.

Numerical Continuation Methods

An Introduction
Author: Eugene L. Allgower,Kurt Georg
Publisher: Springer Science & Business Media
ISBN: 3642612571
Category: Mathematics
Page: 388
View: 7473

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Over the past fifteen years two new techniques have yielded extremely important contributions toward the numerical solution of nonlinear systems of equations. This book provides an introduction to and an up-to-date survey of numerical continuation methods (tracing of implicitly defined curves) of both predictor-corrector and piecewise-linear types. It presents and analyzes implementations aimed at applications to the computation of zero points, fixed points, nonlinear eigenvalue problems, bifurcation and turning points, and economic equilibria. Many algorithms are presented in a pseudo code format. An appendix supplies five sample FORTRAN programs with numerical examples, which readers can adapt to fit their purposes, and a description of the program package SCOUT for analyzing nonlinear problems via piecewise-linear methods. An extensive up-to-date bibliography spanning 46 pages is included. The material in this book has been presented to students of mathematics, engineering and sciences with great success, and will also serve as a valuable tool for researchers in the field.

Frontiers in Global Optimization


Author: Christodoulos A. Floudas,Panos M. Pardalos
Publisher: Springer Science & Business Media
ISBN: 146130251X
Category: Mathematics
Page: 598
View: 7652

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Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international confer ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global Opti mization", "State-of-the-Art in Global Optimization", and "Optimization in Computational Chemistry and Molecular Biology: Local and Global approaches" took place at Princeton University in 1991, 1995, and 1999, respectively. The papers in this volume focus on de terministic methods for global optimization, stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimiza tion in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics.

The Mathematics of Reservoir Simulation


Author: Richard E. Ewing
Publisher: SIAM
ISBN: 0898716624
Category: Science
Page: 186
View: 1406

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This book describes the state of the art of the mathematical theory and numerical analysis of imaging. Some of the applications covered in the book include computerized tomography, magnetic resonance imaging, emission tomography, electron microscopy, ultrasound transmission tomography, industrial tomography, seismic tomography, impedance tomography, and NIR imaging.

Computational Optimization of Systems Governed by Partial Differential Equations


Author: Alfio Borzi,Volker Schulz
Publisher: SIAM
ISBN: 9781611972054
Category: Differential equations, Partial
Page: 282
View: 1240

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This book fills a gap between theory-oriented investigations in PDE-constrained optimization and the practical demands made by numerical solutions of PDE optimization problems. The authors discuss computational techniques representing recent developments that result from a combination of modern techniques for the numerical solution of PDEs and for sophisticated optimization schemes. The book offers readers a combined treatment of PDE-constrained optimization and uncertainties and an extensive discussion of multigrid optimization. It provides a bridge between continuous optimization and PDE modeling and focuses on the numerical solution of the corresponding problems.

Multilevel Adaptive Methods for Partial Differential Equations


Author: Stephen F. McCormick
Publisher: SIAM
ISBN: 9781611971026
Category: Differential equations, Partial
Page: 162
View: 2001

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A practical handbook for understanding and using fast adaptive composite grid (FAC) methods for discretization and solution of partial differential equations (PDEs). Contains fundamental concepts. These so-called FAC are characterized by their use of a composite grid, which is nominally the union of various uniform grids. FAC is capable of producing a composite grid with tailored resolution, and a corresponding solution with commensurate accuracy, at a cost proportional to the number of composite grid points. Moreover, special asynchronous versions of the fast adaptive composite grid methods (AFAC) studied here have seemingly optimal complexity in a parallel computing environment. Most of the methods treated in this book were discovered only within the last decade, and in many cases their development is still in its infancy. While this is not meant to be comprehensive, it does provide a theoretical and practical guide to multilevel adaptive methods and relevant discretization techniques. It also contains new material, which is included to fill in certain gaps and to expose new avenues of research. Also, because adaptive refinement seems to demand a lot of attention to philosophical issues, personal perspectives are often brought freely into the discussion.

Research Directions in Distributed Parameter Systems


Author: Ralph C. Smith,Michael Demetriou
Publisher: SIAM
ISBN: 9780898717525
Category: Biomedical modeling and computing
Page: 271
View: 9950

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Written by the plenary speakers for the Conference on Future Directions in Distributed Parameter Systems (October 2000), the volume addresses the state of the art, open questions, and important research directions in applications modeled by partial differential equations and delay systems. Topics include electromagnetic theory for dielectric and conductive materials, flow control, cardiovascular and respiratory models, homogenization and systems theory, optimal and geometric control, reduced-order models for large-scale systems, smart materials, and nondestructive evaluation and structural health monitoring for systems, including nuclear power plants.

Identification of Continuous-time Models from Sampled Data


Author: Hugues Garnier,Liuping Wang
Publisher: Springer Science & Business Media
ISBN: 9781848001619
Category: Technology & Engineering
Page: 413
View: 8762

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This is the first book dedicated to direct continuous-time model identification for 15 years. It cuts down on time spent hunting through journals by providing an overview of much recent research in an increasingly busy field. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB® can be used for direct time-domain identification of continuous-time systems. This is a valuable reference for a broad audience.

Smart Material Systems

Model Development
Author: Ralph C. Smith
Publisher: SIAM
ISBN: 0898715830
Category: Technology & Engineering
Page: 501
View: 5248

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This book describes several novel applications currently under investigation that exploit the unique actuator and sensor capabilities of smart material compounds. In addition to present and projected applications, this book provides comprehensive coverage of both linear and nonlinear modeling techniques necessary to characterize materials in a manner that facilitates transducer design and control development. The author focuses on ferroelectric, magnetic, and shape memory compounds and also addresses applications exploiting amorphous and ionic polymers, magnetorheological compounds, and fiber optic sensors. By providing a unified treatment of both linear and nonlinear characterization frameworks, Smart Material Systems: Model Development encompasses both low to moderate drive levels, which constitute the primary focus of most present texts, and the high drive regimes dictated by present and future applications. This will significantly enhance the design of transducers and control systems which exploit the unique actuator and sensor capabilities provided by smart material compounds.

Evaluating Derivatives

Principles and Techniques of Algorithmic Differentiation, Second Edition
Author: Andreas Griewank,Andrea Walther
Publisher: SIAM
ISBN: 0898716594
Category: Mathematics
Page: 438
View: 6746

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This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.