High Performance Algorithms and Software for Nonlinear Optimization
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 Sci
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Applied Optimization Volume 82 Series Editors: Panos M. Pardalos University of Florida, US.A. Donald W. Hearn University of Florida, US.A.
High Performance Algorithms and Software for Nonlinear Optimization
Edited by Gianni Di Pillo Universitd di Roma "La Sapienza", Italy Almerico Murli Universitd di Napoli Federico II, Italy
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Library of Congress Cataloging-in-PubUcation Di Pillo, Gianni! Murli, Almerico High Performance Algorithms and Software for Nonlinear Optimization ISBN-13:978-1-4613-7956-0 e-ISBN-13:978-1-4613-0241-4 001: 10.1007/978-1-4613-0241-4 Copyright ro 2003 by Kluwer Academic Publishers Softcover reprint of the hardcover I st edition 2003 All righ1s reserved. No part ofthis publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photo-copying, microfihning, recording, or otherwise, without the prior written permission of the publisher, with the exception of any material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Permissions for books published in the USA: perm; 55; ons@wkap com Permissions for books published in Europe: [email protected] Printed on acid:free paper.
Contents
Preface
VII
1.
Quasi-Newton Algorithms for Large-Scale Nonlinear Least-Squares M Al-Baali 2.
23
The Extended Ritz Method in Stochastic Functional Optimizazion: An Example of Dynamic Routing in Traffic Networks M Baglietto, M Sanguineti, R Zoppoli 3.
57
Efficient Serial and Parallel Implementation of the Cutting Angle Method G. Beliakov, K M Ting, M Murshed, A. Rubinov, M Bertoli
4.
75
A Globalization Strategy for Interior Point Methods for Mixed Complementarity Problems S. Bellavia, B. Morini 5.
95
A Comparative Study of Large-Scale Nonlinear Optimization Algorithms H. Y. Benson, D. F. Shanno, R J. Vanderbei 6.
A Software System for PDE-Constrained Optimization Problems
129
P. T Boggs, K R. Long 7.
149
8.
177
A Truncated SQP Algorithm for Solving Nonconvex Equality Constrained Optimization Problems L. Chauvier, A. Fuduli, J. C. Gilbert Newton-Type Methods for the Approximate Solution of Nonlinear Programming Problems in Real-Time M Diehl, H. G. Bock, J. P. Schlijder 9.
Fruitful Uses of Smooth Exact Merit Functions in Constrained Optimization G. Di PilIo, G. Liuzzi, S. Lucidi, L. Palagi
201
10. New Perspective on the Theorems of Alternative Y. G. Evtushenko, A. 1. Golikov
227
II.
243
Planar-CG Methods and Matrix Tridiagonalization in Large Scale Unconstrained Optimization G. Fasano 12. Filter-type Algorithms for Solving Systems of Algebraic Eq
