Optimal Quadratic Programming Algorithms With Applications to Variational Inequalities /

• Main Author: Dostl̀, Zdenek. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Boston, MA : Springer US, 2009.
• Series: Springer Optimization and Its Applications, 23
• Subjects: Mathematics.; Numerical analysis.; Mathematical optimization.; Operations research.; Engineering mathematics.; Numerical Analysis.; Appl.Mathematics/Computational Methods of Engineering.; Operations Research, Mathematical Programming.; Calculus of Variations and Optimal Control; Optimization.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/b138610

Solving optimization problems in complex systems often requires the implementation of advanced mathematical techniques. Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. QP problems arise i...

Table of Contents:

• Preface
• Part I Background
• 1. Linear Algebra
• 2. Optimization
• Part II Algorithms
• 3. Conjugate Gradients for Unconstrained Minimization
• 4. Equality Constrained Minimization
• 5. Bound Constrained Minimization
• 6. Bound and Equality Constrained Minimization
• Part III Applications to Variational Inequalities
• 7. Solution of a Coercive Variational Inequality by FETI-DP method
• 8. Solution to a Semicoercive Variational Inequality by TFETI Method
• References
• Index.