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CONTINUOUS NONLINEAR OPTIMIZATION FOR ENGINEERING APPLICATIONS IN GAMS TECHNOLOGY

Neculai Andrei

Continuous Nonlinear Optimization for EngineeringApplications in GAMS Technology
Springer Optimization and Its Applications, Volume 121
Springer Science+Business Media New York 2017
ISBN: 978-3-319-58356-3
e-book ISBN: 978-3-319-58356-3
ISSN: 1931-6828
DOI: 10.1007/978-3-319-58356-3
Springer New York Heidelberg Dordrecht London
Library of Congress Control Number:
Mathematics Subject Classification (2010): 90-01, 90-08, 65K05
508 + XXIV pages

NECULAI ANDREI
CONTINUOUS NONLINEAR OPTIMIZATION FOR ENGINEERING APPLICATIONS IN GAMS TECHNOLOGY

Preface
Contents
List of Figures
List of Tables
List of Algorithms

1. Introduction
2. Mathematical Modeling Using Algebraic 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 Constraints Optimization
7. Penalty and Augmented Lagrangian Methods
8. A Penalty-Barrier Algorithm: SPENBAR
9. Linearly Constrained Augmented Lagrangian: MINOS
10. Quadratic Programming
11. Sequential Quadratic Programming (SQP)
12. A SQP Method Using Only Equality-Constrained Sub-problems: DONLP
13. A SQP Algorithm with Successive Error Restoration: NLPQLP

14. Active-set Sequential Linear-Quadratic Programming: KNITRO/ACTIVE

15. A SQP Algorithm for Large-Scale Constrained Optimization: SNOPT

16. Generalized Reduced Gradient with Sequential Linearization: CONOPT

17. Interior Point Methods

18. Filter Methods

19. Interior Point Sequential Linear-Quadratic Programming: KNITRO/INTERIOR

20. Interior Point Filter Line Search: IPOPT

21. Numerical Studies: Comparisons

Appendix A: Mathematical Review
Appendix B: Solving Linear Equation Systems
References
Author Index
Subject Index
Neculai Andrei, November 21, 2017