High Performance Algorithms and Software for Nonlinear Optimization (Applied Optimization, 82)

This volume contains the edited texts of the lectures presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 30 - July 8, 2001. In the first year of the new century, the aim of the Workshop was to assess the past and to discuss the future of Nonlinear Optimization, and to highlight recent achieve­ ments and promising research trends in this field. An emphasis was requested on algorithmic and high performance software developments and on new computational experiences, as well as on theoretical advances. We believe that such goal was basically achieved. The Workshop was attended by 71 people from 22 countries. Although not all topics were covered, the presentations gave indeed a wide overview of the field, from different and complementary stand­ points. Besides the lectures, several formal and informal discussions took place. We wish to express our appreciation for the active contribution of all the participants in the meeting. The 18 papers included in this volume represent a significant selection of the most recent developments in nonlinear programming theory and practice. They show that there is plenty of exciting ideas, implementation issues and new applications which produce a very fast evolution in the field. Front Matter....Pages i-ix Quasi-Newton Algorithms for Large-Scale Nonlinear Least-Squares....Pages 1-21 The Extended Ritz Method in Stochastic Functional Optimization: An example of Dynamic Routing in Traffic Networks....Pages 23-56 Efficient Serial and Parallel Implementations of the Cutting Angle Method....Pages 57-74 A globalization strategy for Interior Point Methods for Mixed Complementarity Problems....Pages 75-94 A Comparative Study of Large-Scale Nonlinear Optimization Algorithms....Pages 95-127 A Software System for PDE-Constrained Optimization Problems....Pages 129-147 A truncated SQP algorithm for solving nonconvex equality constrained optimization problems....Pages 149-176 Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time....Pages 177-200 Fruitful uses of smooth exact merit functions in constrained optimization....Pages 201-225 New perspective on the theorems of alternative....Pages 227-241 Planar-CG Methods and Matrix Tridiagonalization in Large Scale Unconstrained Optimization....Pages 243-263 Filter-type Algorithms for Solving Systems of Algebraic Equations and Inequalities....Pages 265-284 A new algorithm for Solving Large Scale Molecular Distance Geometry Problems....Pages 285-302 PENNON....Pages 303-321 Understanding Asynchronous Parallel Pattern Search....Pages 323-342 Smoothing Techniques for the Solution of Finite and Semi-Infinite Min-Max-Min Problems....Pages 343-362 Exploiting Optimality Conditions in Accurate Static Circuit Tuning....Pages 363-381 Efficiency Analysis on a Truncated Newton Method with Preconditioned Conjugate Gradient Technique for Optimization....Pages 383-416 This volume contains the edited texts of the lectures presented at the Workshop on High Performance Algorithms and Software for Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 30 - July 8, 2001. In the first year of the new century, the aim of the Workshop was to assess the past and to discuss the future of Nonlinear Optimization, and to highlight recent achieveƯ ments and promising research trends in this field. An emphasis was requested on algorithmic and high performance software developments and on new computational experiences, as well as on theoretical advances. We believe that such goal was basically achieved. The Workshop was attended by 71 people from 22 countries. Although not all topics were covered, the presentations gave indeed a wide overview of the field, from different and complementary standƯ points. Besides the lectures, several formal and informal discussions took place. We wish to express our appreciation for the active contribution of all the participants in the meeting. The 18 papers included in this volume represent a significant selection of the most recent developments in nonlinear programming theory and practice. They show that there is plenty of exciting ideas, implementation issues and new applications which produce a very fast evolution in the field

The chapters included in this volume, which are authored by some of the most well-known researchers in nonlinear optimization, give an updated overview of the field from different and complementary standpoints: theoretical analysis, algorithmic developments, software evaluation, implementation issues, and applications.

Audience: This volume would be useful to researchers and professionals working in applied mathematics, advanced engineering, computer sciences, as well as graduate students.