High Performance Algorithms and Software FOR Nonlinear Optimization

Editors: Gianni Di Pillo, Almerico Murli



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.

Table of contents (18 chapters)

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