Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

  • Neculai¬†Andrei

Part of the Springer Optimization and Its Applications book series (SOIA, volume 121)

Table of contents

  1. Front Matter
    Pages i-xxiv
  2. Neculai Andrei
    Pages 1-17
  3. Neculai Andrei
    Pages 29-45
  4. Neculai Andrei
    Pages 147-184
  5. Neculai Andrei
    Pages 185-201
  6. Neculai Andrei
    Pages 203-221
  7. Neculai Andrei
    Pages 243-268
  8. Neculai Andrei
    Pages 269-288
  9. Neculai Andrei
    Pages 343-380
  10. Neculai Andrei
    Pages 381-396
  11. Neculai Andrei
    Pages 415-435
  12. Neculai Andrei
    Pages 437-447
  13. Back Matter
    Pages 449-506

About this book


This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications.

Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical optimization models, is introduced to model and solve continuous nonlinear optimization applications. More than 15 real nonlinear optimization applications in algebraic and GAMS representation are presented which are used to illustrate the performances of the algorithms described in this book. Theoretical and computational results, methods, and techniques effective for solving nonlinear optimization problems, are detailed through the algorithms MINOS, KNITRO, CONOPT, SNOPT and IPOPT which work in GAMS technology.


Lagrangian methods GAMS technology continuous nonlinear optimization nonlinear optimization modeling computational sciences alkylation process Mathematical modeling Penalty-Barrier Algorithm SPENBAR MINOS Linearly Constrained Augmented Lagrangian Quadratic programming Sequential quadratic programming SQP Sequential Linear Quadratic Programming Large-Scale Constrained Optimization Filter methods Interior Point Filter Line Search

Authors and affiliations

  • Neculai¬†Andrei
    • 1
  1. 1.Research Institute for InformaticsCenter for Advanced Modeling & OptimizationBucharestRomania

Bibliographic information