Continuous Nonlinear Optimization for Engineering Applications in Gams Technology

By Ascent - Center for Technical Knowledge

1. Introduction.- 2. Mathematical modeling using algebraically oriented languages for nonlinear optimization.- 3. Introduction to GAMS technology.- 4. Applications of continuous nonlinear optimization.- 5. Optimality conditions for continuous nonlinear optimization.- 6. Simple bound constraint optimization.- 7. Penalty and augmented Langrangian methods.- 8. Penalty-Barrier Algorithm.- 9. Linearly Constrained Augmented Lagrangian.- 10. Quadratic programming.- 11. Sequential quadratic programming.- 12. A SQP Method using only Equalit Constrained Sub-problem.- 12. A Sequential Quadratic Programming Algorithm with Successive Error Restoration.- 14. Active-set Sequential Linear-Quadratic Programming.- 15. A SQP algorithm for Large-Scale Constrained Optimization.- 16. Generalized Reduced Gradient with sequential linearization.- 17. Interior point methods.- 18. Filter methods.- 19. Interior Point Sequential Linear-Quadratic Programming.- 20. Interior Point Filer Line-Search IPOPT.- 21. Numerical studies.

• Format: Paperback
• Language: English
• ISBN: 331986386X
• ISBN13: 9783319863863
• Release Date: May 2018
• Publisher: Springer
• Length: 506 Pages
• Weight: 1.68 lbs.
• Dimensions: 1.1" x 9.2" x 6.1"