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  4. Effizienzsteigerung numerischer Verfahren der nichtlinearen Optimierung
 
Zitierlink URN
https://nbn-resolving.de/urn:nbn:de:gbv:46-00106042-11

Effizienzsteigerung numerischer Verfahren der nichtlinearen Optimierung

Veröffentlichungsdatum
2017-08-17
Autoren
Geffken, Sören  
Betreuer
Büskens, Christof  
Gutachter
Fliege, Jörg  
Zusammenfassung
This thesis focuses on the development of multiple different techniques to improve the efficiency of nonlinear optimization algorithms. The contribution of this work can be divided in three main parts. Having a closer look on an Sequential Quadratic Programming (SQP) algorithm (namely the solver WORHP) theoretical results about the inertia of the system matrix in the case of SQP with interior-point-method for the solution of the subproblems are given and an adaptive relaxation scheme to handle inconsistent constraints is developed. Using parametric sensitivity analysis multiple algorithms to improve the SQP method are presented. These focus mainly on the handling of nonlinear constraints, but a new strategy to improve the necessary regularization of the Hessian of the Lagrangian is shown as well. In addition to these algorithmic advancements a technical discussion about parallelism for nonlinear programming is given and used to develop a new multi-core capable interface.
Schlagwörter
Nonlinear Optimization

; 

Parametric Sensitivity Analysis

; 

Parallel Algorithms

; 

Efficient Algorithms

; 

Parallelization
Institution
Universität Bremen  
Fachbereich
Fachbereich 03: Mathematik/Informatik (FB 03)  
Dokumenttyp
Dissertation
Zweitveröffentlichung
Nein
Sprache
Deutsch
Dateien
Lade...
Vorschaubild
Name

00106042-1.pdf

Size

1.88 MB

Format

Adobe PDF

Checksum

(MD5):8b2dc0d11c6e9586c14750da09223e1e

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