Aspects of mathematical modelling related to optimization

Abstract Many practical optimization problems involved mathematical models of complex real-world phenomena. This paper discusses some aspects of modelling that influence the performance of optimization methods. Information and advice are given concerning the construction of smooth models, the transformation of an optimization problem from one category to another, scaling, formulation of constraints, and techniques for special types of models.

[1]  C. Lawson,et al.  Solving least squares problems , 1976, Classics in applied mathematics.

[2]  Åke Björck,et al.  Numerical Methods , 1995, Handbook of Marine Craft Hydrodynamics and Motion Control.

[3]  Fern S. Sisser,et al.  Elimination of bounds in optimization problems by transforming variables , 1981, Math. Program..

[4]  Philip E. Gill,et al.  Practical optimization , 1981 .

[5]  W. Murray,et al.  A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization , 1980 .