Contents
Preface VII
Fast Linear Algebra for Multiarc Trajectory Optimization
Nicolas Be'rend, J. Fre'de'ric Bonnans, Julien Laurent- Varin, Mounir
Haddou, Christophe Talbot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Lagrange Multipliers with Optimal Sensitivity Properties in
Constrained Optimization
Dimitri P. Bertsekas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
An O(n2) Algorithm for Isotonic Regression
Oleg Burdakov, Oleg Sysoev, Anders Grimvall, Mohamed Hussian . . . . . . 25
KNITRO: An Integrated Package for Nonlinear Optimization
Richard H. Byrd, Jorge Nocedal, Richard A. Waltz . . . . . . . . . . . . . . . . . . . 35
On implicit-factorization constraint preconditioners
H. Sue Dollar, Nicholas I, M, Gould, Andrew J. Wathen . . . . . . . . . . . . . 61
Optimal algorithms for large sparse quadratic programming
problems with uniformly bounded spectrum
Zdengk Dostdl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
Numerical methods for separating two polyhedra
Yury G. Evtushenko, Alexander I. Golikov, Sued Ketabchi . . . . . . . . . . . . . 95
Exact penalty functions for generalized Nash problems
Francisco Facchinei, Jong-Shi Pang . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 15
Parametric Sensitivity Analysis for Optimal Boundary
Control of a 3D Reaction-Diffusion System
Roland Griesse, Stefan Volkwein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1.2 7
Projected Hessians for Preconditioning in One-Step One-Shot
Design Optimization
Andreas Griewank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 51
Conditions and parametric representations of approximate
minimal elements of a set through scalarization
Ce'sar Gutie'rrez, Bienvenido Jime'nez, Vicente Novo . . . . . . . . . . . . . . . . . .1 73
Efficient methods for large-scale unconstrained optimization
Ladislav LukSan, Jan VlCek. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1.8 5
A variational approach for minimum cost flow problems
Giandomenico Mastroeni . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .,.2 11
Multi-Objective Optimisation of Expensive Objective
Functions with Variable Fidelity Models
Daniele Peri, Antonio Pinto, Emilio F. Campana . . . . . . . . . . . . . . . . . . ., 2 2 3
Towards the Numerical Solution of a Large Scale PDAE
Constrained Optimization Problem Arising in Molten
Carbonate Fuel Cell Modeling
Hans Josef Pesch, Kati Sternberg, Kurt Chudej . . . . . . . . . . . . . . . . . . . . .,2 43
The NEWUOA software for unconstrained optimization
without derivatives
M.J.D. Powell . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2.5 5