Elements of Classical and Geometric Optimization

Debasish Roy, Professor, Department of Civil Engineering, Indian Institute of Science, Bangalore. He obtained his Ph.D. from the Indian Institute of Science, followed by post-doctoral research at the University of Innsbruck, Austria. He has published over 140 research papers in journals of national and international repute. His current research areas include geometrically inspired and gauge theories for continuum mechanics of solids, non-equilibrium thermodynamics of solids and fluctuation relations valid far from equilibrium, defect engineering and metamaterials with acoustic band gaps and optimization based on stochastic search on Riemannian manifolds.G. Visweswara Rao is currently working as an engineering consultant in Bangalore, India. He received his Ph.D. from the Indian Institute of Science, Bangalore, in 1989. He has published several research papers in the areas of structural dynamics specific to earthquake engineering, nonlinear and random vibration, and structural control. His areas of research include non-linear and stochastic structural dynamics.

• ContentsChapter 1 Optimization methods – A preview1.1 Introduction1.2 The continuous case – mathematical formulation1.3 The discrete case – The travelling salesman problem1.4 Basics of probability theory and random number generation 1.5 The brachistochrone problem1.6 More on functional optimization: Hamilton’s principle1.7 Constrained optimization problems and optimality conditions1.8. Functional optimization and optimal control Concluding RemarksExercisesNotationsReferences Chapter 2 Classical derivative-based methods of optimization2.1 Introduction 2.2 Basic gradient methods 2.3 Quasi-Newton methods 2.4 Penalty function methods 2.5 Linear programming (LP) 2.6. Method of generalized reduced gradients 2.7 Method of feasible directions 2.8 Method of gradient projection Concluding remarks ExercisesNotationsReferences Chapter 3 – Classical derivative-free methods of optimization3.1 Introduction 3.2 Direct search methods 3.3 Other direct search methods 3.4 Metaheuristics - Evolutionary methods Concluding remarks Exercises NotationsReferences Chapter 4 Elements of Riemannian Differential Geometry and geometric methods of optimization4.1 Introduction 4.2 Tangent vectors and tangent space on manifolds 4.3 Riemannian (geometric) version of some classical gradient methods 4.4. Statistical estimation by geometrical method of optimization 4.5. Stochastic processes, stochastic calculus and solution of SDEs 4.6. Analogy between statistical sampling and stochastic optimization 4.7. Geometric method of optimization by Riemannian Langevin dynamicsConcluding remarks Exercises NotationsReferencesChapter 5 Stochastic analysis on a manifold and more on geometric optimization methods5.1. Introduction 5.2 Stochastic development on a manifold 5.3. Non-convex function optimization based on stochastic development 5.4. Parameter estimation by GALA Concluding remarks NotationsReferences