High Performance Algorithms and Software IN Nonlinear Optimization

Editors: Renato De Leone, Almerico Murli, Panos M. Pardalos, Gerardo Toraldo



This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec- tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa- tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad- vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com- plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.

Table of contents (23 chapters)

Front Matter
Pages N1-ix

Some Perspectives on High-Performance Mathematical Software
Pages 1-23

A Monotonous Method for Unconstrained Lipschitz Optimization
Pages 25-42

Numerical Performance of an Inexact Interior Point Method
Pages 43-51

Replicator Dynamics for Evolution Towards the Maximum Clique: Variations and Experiments
Pages 53-67

A Newton-like Approach to Solving an Equilibrium Problem
Pages 69-85

Parallelization Strategies for the Ant System
Pages 87-100

The Cobweb Method for Minimizing Convex Functions
Pages 101-108

A New Forward Backward Auction Algorithm
Pages 109-124

Modifying the Cholesky Factorization on MIMD Distributed Memory Machines
Pages 125-141

A Controlled Random Search Algorithm with Local Newton-type Search for Global Optimization
Pages 143-159

Adaptive Precision Control in Quadratic Programming with Simple Bounds and/or Equalities
Pages 161-173

The Development of Parallel Optimisation Routines for the NAG Parallel Library
Pages 175-187

Parallel Solution of Large Scale Quadratic Programs
Pages 189-205

A Linesearch Algorithm with Memory for Unconstrained Optimization
Pages 207-223

The modified absolute-value factorization norm for trust-region minimization
Pages 225-241

The LP Dual Active Set Algorithm
Pages 243-254

The Use of Optimization and Multiresolution Techniques for the Numerical Solution of First Kind Fredholm Equations
Pages 255-278

An Exact Parallel Algorithm for the Maximum Clique Problem
Pages 279-300

A Model Development System for Global Optimization
Pages 301-314

Support Vector Machines: A Large Scale QP Problem
Pages 315-336

Orbit determination of binary stars using simulated annealing
Pages 337-347

New Derivative Formulas for Integral and Probability Functions: Parallel Computations
Pages 349-357

The interior-point revolution in constrained optimization
Pages 359-381