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Riferimenti bibliografici [ABB + 99] Anderson, E., Bai, Z., Bischof, C., Blackford, S., Demmel, J., Dongarra, J., Croz, J.D., Greenbaum, A., Hammarling, S., McKenney, A., Sorensen, D.: LAPACK User’s Guide, 3rd edn. SIAM, Philadelphia (1999) [Ada90] Adair, R.: The Physics of Baseball. Harper and Row, New York (1990) [Arn73] Arnold, V.: Ordinary Differential Equations. MIT Press, Cambridge (1973) [Atk89] Atkinson, K.: An Introduction to Numerical Analysis, 2nd edn. Wiley, New York (1989) [Att16] Attaway, S.: MATLAB: A Practical Introduction to Pro- gramming and Problem Solving, 4th edn. Butterworth- Heinemann/Elsevier, Oxford/Waltham (2016) [Axe94] Axelsson, O.: Iterative Solution Methods. Cambridge University Press, Cambridge (1994) [BB96] Brassard, G., Bratley, P.: Fundamentals of Algorithmics. Prentice Hall, Englewood Cliffs (1996) [BC98] Bernasconi, A., Codenotti, B.: Introduzione Alla Com- plessit` a Computazionale. Springer-Verlag Italia, Milano (1998) [BDF + 10] Bomze, I., Demyanov, V., Fletcher, R., Terlaky, T., Polik, I.: Nonlinear Optimization. Di Pillo, G., Schoen, F. (eds.) Lecture Notes in Mathematics, vol. 1989. Springer, Berlin (2010). Lectures given at the C.I.M.E. Summer School held in Cetraro, July 2007 [Bec71] Beckmann, P.: A History of π, 2a edn. The Golem Press, Boulder (1971) [Ber82] Bertsekas, D.: Constrained Optimization and Lagrange Multipliers Methods. Academic Press, San Diego (1982) [BGL05] Benzi, M., Golub, G., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005) © Springer-Verlag Italia Srl. 2017 A. Quarteroni et al., Calcolo Scientifico, 6a edizione, UNITEXT – La Matematica per il 3+2 105, DOI 10.1007/978-88-470-3953-7 507
Transcript
Page 1: Global optimization: a quadratic programming perspective978-88-470-3953-7/1.pdf · Octave version 4.0.0 manual: ... [PBP02] Prautzsch, H., Boehm, W., Paluszny, M.: Bezier and B-Spline

Riferimenti bibliografici

[ABB+99] Anderson, E., Bai, Z., Bischof, C., Blackford, S., Demmel, J.,Dongarra, J., Croz, J.D., Greenbaum, A., Hammarling, S.,McKenney, A., Sorensen, D.: LAPACK User’s Guide, 3rdedn. SIAM, Philadelphia (1999)

[Ada90] Adair, R.: The Physics of Baseball. Harper and Row, NewYork (1990)

[Arn73] Arnold, V.: Ordinary Differential Equations. MIT Press,Cambridge (1973)

[Atk89] Atkinson, K.: An Introduction to Numerical Analysis, 2ndedn. Wiley, New York (1989)

[Att16] Attaway, S.: MATLAB: A Practical Introduction to Pro-gramming and Problem Solving, 4th edn. Butterworth-Heinemann/Elsevier, Oxford/Waltham (2016)

[Axe94] Axelsson, O.: Iterative Solution Methods. CambridgeUniversity Press, Cambridge (1994)

[BB96] Brassard, G., Bratley, P.: Fundamentals of Algorithmics.Prentice Hall, Englewood Cliffs (1996)

[BC98] Bernasconi, A., Codenotti, B.: Introduzione Alla Com-plessita Computazionale. Springer-Verlag Italia, Milano(1998)

[BDF+10] Bomze, I., Demyanov, V., Fletcher, R., Terlaky, T., Polik, I.:Nonlinear Optimization. Di Pillo, G., Schoen, F. (eds.)Lecture Notes in Mathematics, vol. 1989. Springer, Berlin(2010). Lectures given at the C.I.M.E. Summer School heldin Cetraro, July 2007

[Bec71] Beckmann, P.: A History of π, 2a edn. The Golem Press,Boulder (1971)

[Ber82] Bertsekas, D.: Constrained Optimization and LagrangeMultipliers Methods. Academic Press, San Diego (1982)

[BGL05] Benzi, M., Golub, G., Liesen, J.: Numerical solution ofsaddle point problems. Acta Numer. 14, 1–137 (2005)

© Springer-Verlag Italia Srl. 2017A. Quarteroni et al., Calcolo Scientifico, 6a edizione,

UNITEXT – La Matematica per il 3+2 105, DOI 10.1007/978-88-470-3953-7

507

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Indice analitico

;, 11

abs, 9accuratezza, 105adattivita, 108, 140, 327, 333, 334,

341algoritmo, 32

della fattorizzazione LU, 160delle sostituzioni all’indietro, 159delle sostituzioni in avanti, 159di divisione sintetica, 75di Gauss, 160di Strassen, 33di Thomas, 178, 379di Winograd e Coppersmith, 33

aliasing, 106angle, 9anonymous function, 19ans, 36approssimazione

di Galerkin, 386aritmetica

esatta, 8, 99, 197, 318floating-point, 8, 99

array di Butcher, 339arrotondamento, 4attesa, 144autovalore, 17, 221autovettore, 17, 221axis, 234

bandalarghezza di, 168

base, 5

bfgsmin, 270

bicgstab, 205

bim, 430

broyden, 309

cancellazione, 7

cell, 18

chol, 167

cifre significative, 5

clear, 37

clock, 35

coefficiente

di amplificazione, 418

di dispersione, 419

di dissipazione, 418

di Fourier, 418

di viscosita artificiale, 415

compass, 9

complessita, 33

complex, 9

cond, 177

condest, 177

condizione

CFL, 417, 429

delle radici, 342

di compatibilita, 377

di stabilita, 322

condizioni

al bordo

di Dirichlet, 376

di Neumann, 377, 431

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516 Indice analitico

di Karush–Kuhn–Tucker, 288di Lagrange, 289di ottimalita, 248, 288di Wolfe, 262, 263LICQ, 288

conj, 10consistenza, 312, 343, 381

di un metodo iterativo, 183ordine di, 312

contour, 491conv, 25convergenza, 30, 381

del metodo delle potenze, 229del metodo di Eulero, 311del metodo di Richardson, 189di secanti, 59di un metodo iterativo, 183, 184globale, 258lineare, 67locale, 258ordine di, 59quadratica, 55super-lineare, 59, 253

cos, 37costante

di Lebesgue, 95, 96, 98di Lipschitz, 307, 314

costo computazionale, 32della fattorizzazione LU, 163della regola di Cramer, 156

cputime, 34cross, 16cumtrapz, 134curve caratteristiche, 412curve Fitting, 119

Dahlquistbarriera di, 343, 346

dblquad, 146decomposizione in valori singolari,

117, 179, 180deconv, 25deflazione, 76, 78, 240derivata

approssimazione di, 126parziale, 59, 373

det, 13, 163, 217determinante, 13

calcolo del, 163

diag, 14diagonale principale, 12, 14diff, 27differenze divise di Newton, 253differenze finite

all’indietro, 127centrate, 127in avanti, 126in dimensione 1, 378, 383, 401, 413in dimensione 2, 393schema a 5 punti, 394

differenziazione numerica, 126direzione di discesa, 191, 259

del gradiente, 260del gradiente coniugato, 260di Newton, 259quasi-Newton, 260

disp, 38, 438dominio di dipendenza, 425dot, 16double, 129, 460drop tolerance, 198

eig, 237eigs, 239end, 35eps, 6, 7epsilon macchina, 6, 7, 439equazione

alle derivate parziali, 303del calore, 374, 401, 407del telegrafo, 376delle onde, 374, 423di Burgers, 413di diffusione-trasporto, 383, 391di diffusione-trasporto-reazione,

379di Poisson, 373, 376di trasporto, 411, 413, 422differenziale ordinaria, 303

equazionidi Lotka-Volterra, 304, 351normali, 116, 179

erroreassoluto, 6computazionale, 29di arrotondamento, 5, 8, 29, 98,

170, 231, 318di perturbazione, 329

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Indice analitico 517

di troncamento, 29, 399globale, 312locale, 311, 312, 343, 381, 403, 416

relativo, 6, 208, 209stimatore dell’, 31, 56, 140a posteriori, 336

esponente, 5estrapolazione

di Aitken, 71di Richardson, 148

etime, 34exit, 36exp, 37eye, 11

fattore di convergenza asintotico, 67fattorizzazione

di Cholesky, 166, 232di Gauss, 161incompletadi Cholesky, 198LU, 206

LU, 158, 232QR, 62, 179, 237, 269

fem-fenics, 399FFT, 101fft, 104FFT, 104fftshift, 105figure, 234fill-in, 167, 172find, 51, 130, 494fix, 438floating point, 6flusso

di diffusione artificiale, 415numerico, 414

fminbnd, 253fminsearch, 256fminunc, 270, 279for, 35, 39format, 4formula di Eulero, 9formula di quadratura, 130

aperta, 136, 462chiusa, 136compositadel punto medio, 131del trapezio, 133

di Simpson, 134di Gauss-Legendre, 137di Gauss-Legendre-Lobatto, 138di Newton-Cotes, 145di Simpson adattiva, 140, 142grado di esattezza di una, 132interpolatoria, 135ordine di accuratezza, 131semplicedel punto medio, 131del trapezio, 133di Simpson, 134

formulazione debole, 385fplot, 20fsolve, 18, 80, 81full, 177function, 20

user-defined, 20function, 40function handle, 89, 94function handle, 19, 21funtool, 28funzione

convessa, 190, 248costo, 243derivabile, 26derivata di, 26di forma, 387di incremento, 320, 340di iterazione, 65di penalizzazione, 291di Runge, 93fortemente convessa, 287grafico di, 20Lagrangiana, 288aumentata, 296

lipschitziana, 248, 271, 307, 320obiettivo, 243primitiva, 26reale, 19

funzionidi base, 387

fzero, 22, 23, 79, 81

gallery, 214Gershgorin

cerchi di, 234gmres, 205gradiente, 248

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518 Indice analitico

grid, 20griddata, 118griddata3, 118griddatan, 118

help, 37, 42hold off, 234hold on, 234

ichol, 199ifft, 104ilu, 206imag, 10image, 239imread, 239Inf, 6instabilita, 95int, 27integrazione numerica, 130

multidimensionale, 146su intervalli illimitati, 146

interp1, 108interp1q, 108interp3, 118interp2, 118interpft, 105interpolatore, 89

di Lagrange, 90, 91polinomiale, 89razionale, 89trigonometrico, 89, 101, 105

interpolazionebaricentrica, 98composita, 109con funzioni spline, 108di Hermite, 112formula baricentrica, 98lineare composita, 107nodi di, 89polinomiale di Lagrange, 90

inv, 13

LAPACK, 182larghezza di banda, 168line search

cubica, 264quadratica, 264

linspace, 21load, 37loglog, 30

logspace, 438lsode, 347ltfat, 119lu, 163

m-file, 39magic, 217mantissa, 5mass-lumping, 409mat&oct, 2matlabFunction, 89, 94mat‖‖‖oct, 2matrice, 11

a banda, 168, 211–213a dominanza diagonale, 165a dominanza diagonale stretta,

186, 188a rango pieno, 179ben condizionata, 177, 211bidiagonale, 178definita positiva, 166, 188di Google, 226di Hilbert, 174di iterazione, 184di Leslie, 223di massa, 408, 500di permutazione, 170di Riemann, 214di Vandermonde, 163di Wilkinson, 241diagonale, 14diagonalizzabile, 221hermitiana, 15Hessiana, 248identita, 12inversa, 13, 466invertibile, 13Jacobiana, 59, 359mal condizionata, 177, 209non singolare, 13ortogonale, 180pattern di, 168pseudoinversa, 181quadrata, 11radice quadrata di, 470rango di, 179semi definita positiva, 166simile, 17, 190simmetrica, 15, 166

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Indice analitico 519

singolare, 13somma, 12sparsa, 168, 182, 211, 215, 226, 396spettro di, 226trasposta, 15triangolareinferiore, 14superiore, 14

tridiagonale, 178, 379unitaria, 180

media, 121media statistica, 144mesh, 396meshgrid, 118, 491metodi

di discesa, 192di Krylov, 204iterativi, 183multigrid, 217multistep, 342, 343predictor-corrector, 348spettrali, 213, 430

metodoθ-, 402A-stabile, 325, 345ad un passo, 308assolutamente stabilecondizionatamente, 325incondizionatamente, 325

backward difference formula oBDF, 345

BFGS, 268Bi-CGStab, 205, 290consistente, 312, 340, 343convergente, 380, 399degli elementi finiti, 385, 407, 422dei minimi quadrati, 113, 114del gradiente, 193, 200, 262precondizionato, 199, 200

del gradiente coniugato, 196, 201,213, 262

precondizionato, 201delle iterazioni QR, 237delle potenze, 226delle potenze inverse, 231delle potenze inverse con shift, 232delle secanti, 58, 61derivative free, 249di Adams-Bashforth, 344

di Adams-Moulton, 344di Aitken, 70–72di Bairstow, 80di barriera, 300di bisezione, 50di Broyden, 61di Crank-Nicolson, 308, 403, 406di Dekker-Brent, 79di discesa, 249, 265di eliminazione di Gauss, 162di Euleroall’indietro (o implicito), 308,406

all’indietro/centrato, 415in avanti adattivo, 323, 335in avanti (o esplicito), 308in avanti/centrato, 414in avanti/decentrato, 415, 429migliorato, 348modificato, 371

di Galerkin, 386, 392, 407, 422di Gauss-Newton, 281damped, 282

di Gauss-Seidel, 188di Heun, 348di Horner, 75di interpolazione quadratica, 252di Jacobi, 185di Lax-Friedrichs, 414di Lax-Wendroff, 414, 429di Levenberg-Marquardt, 284di Muller, 80di Newmark, 355, 426di Newton, 54, 60, 65di Newton-Horner, 77di punto fisso, 65di Richardson, 185dinamico, 185stazionario, 185

di rilassamento, 188di Runge-Kutta, 339adattivo, 341stadi del, 339

di Steffensen, 71differenze finite, 270esplicito, 308GMRES, 205, 214, 290implicito, 308L-stabile, 327

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520 Indice analitico

leap-frog, 354, 427line search, 249, 259Monte Carlo, 143multifrontale, 216predictor-corrector, 347quasi-Newton, 62SOR, 218trust region, 249, 272, 284upwind, 415, 429

mkpp, 110modello

di Leontief, 153di Lotka e Leslie, 223

moltiplicatori, 161di Lagrange, 274, 288

NaN, 8nargin, 42nargout, 42nchoosek, 437nnz, 17nodi

di Chebyshev-Gauss, 97, 98di Chebyshev-Gauss-Lobatto, 96,

454di Gauss-Legendre, 137, 138di Gauss-Legendre-Lobatto, 138,

139di quadratura, 136d’interpolazione, 89

norm, 16, 383norma

del massimo discreta, 381, 388dell’energia, 189, 192di Frobenius, 246di matrice, 177euclidea, 16, 174integrale, 390

Not-a-knot condition, 110numeri

complessi, 9floating-point, 3, 5macchina, 3, 4reali, 3

numeroCFL, 417, 418di condizionamentodell’interpolazione, 95di matrice, 176, 177, 208, 211

di Pecletglobale, 383locale, 384

nurbs, 119

ode13, 347ode113, 350ode15s, 347, 359, 361ode23, 341, 342, 494ode23s, 359, 361, 368ode23tb, 359ode45, 341, 342ode54, 342odepkg, 359ones, 15operatore

di Laplace, 373, 394gradiente, 430

operatoribooleani, 37, 38logici, 37, 38relazionali, 37short-circuit, 38

operazionielementari, 37punto, 16, 21

optimset, 18, 254ordinamento lessicografico, 394ordine di convergenza

lineare, 67quadratica, 55, 258super-lineare, 59, 268

overflow, 6–8, 64

passo di discretizzazione, 307adattivo, 327, 333–335

patch, 234path, 39pcg, 201pchip, 112pde, 399, 430pdetool, 118, 215pesi

di Gauss-Legendre, 137, 138di Gauss-Legendre-Lobatto,

138, 139di quadratura, 136

pianocomplesso o di Gauss, 10, 75delle fasi, 351

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Indice analitico 521

pivot, 161pivoting, 169

per righe, 170, 171totale, 171, 173, 467

plot, 21, 30polinomi, 22, 23

caratteristici di Lagrange, 91, 136di Legendre, 137di Taylor, 26, 87divisione di, 25, 76nodali, 137radici di, 24, 74

polinomiocaratteristicodi matrice, 221di un’equazione differenziale, 342

di interpolazione di Lagrange, 91poly, 44, 94polyder, 25, 95polyfit, 25, 115polyint, 25polyval, 91ppval, 110precondizionatore, 184, 197, 213

destro, 198sinistro, 198

pretty, 436problema

ai limiti, 373ai minimi quadratilineari, 179

di Cauchy, 306lineare, 307, 356lineare modello, 322

di diffusione-trasporto, 383, 391di diffusione-trasporto-reazione,

379di Dirichlet, 376di Neumann, 377di Poisson, 378, 385, 393ellittico, 374iperbolico, 374mal condizionato, 79minimi quadratinon lineari, 280

parabolico, 374stiff, 356, 358

prod, 438prodotto

di matrici, 12scalare, 16vettore, 16

programmazione quadratica, 289proiezione

di un vettore lungo una direzione,192, 196

prompt, 2punto

ammissibile, 286di Cauchy, 277di equilibrio, 351di Karush–Kuhn–Tucker, 288di minimoglobale, 247globale vincolato, 286locale, 247locale vincolato, 286

regolare, 248stazionario o critico, 248

punto fisso, 64iterazione di, 65

quadl, 138quit, 36quiver, 16quiver3, 16

radicedi una funzione, 22multipla, 22, 24semplice, 22, 55

raggio spettrale, 184, 211rand, 35real, 10realmax, 6realmin, 6regola

di Armijo, 262di Cartesio, 74di Cramer, 156di Laplace, 13

residuo, 56, 177, 179, 185, 191, 208,281

precondizionato, 185, 199relativo, 193, 197

retta di regressione, 115return, 41, 438rmfield, 18roots, 24, 80

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522 Indice analitico

rpmak, 119rsmak, 119

save, 37scala

lineare, 30, 32logaritmica, 30semilogaritmica, 31, 32

semi-discretizzazione, 401, 407semilogx, 438semilogy, 32sequential Quadratic Programming,

300serie discreta di Fourier, 103sezione aurea, 250Shift, 232simbolo di Kronecker, 90simplesso, 254simplify, 27, 469sin, 37sistema

iperbolico, 424lineare, 151precondizionato, 197

sottodeterminato, 160, 179sovradeterminato, 179stiff, 358triangolare, 158

soluzionedebole, 413ottimale, 192

sort, 229sottospazio di Krylov, 204sparse, 168spdiags, 168, 178spettro di una matrice, 226Spline, 108

cubica naturale, 109spline, 110spy, 168, 211, 396sqrt, 37stabilita, 313, 381

A-, 345asintotica, 402assoluta, 319, 322regione di, 325, 346

dell’interpolazione, 95L-, 327zero-, 313

statementcase, 39ciclo for, 39ciclo while, 39condizionale, 37otherwise, 39switch, 39

stimatore dell’errore, 31, 56, 140strategia di backtracking, 263struct, 18successione di Fibonacci, 39, 45successioni di Sturm, 80, 240suitesparse, 182sum, 437SVD, 117, 179, 180svd, 181svds, 181syms, 27

taylor, 27taylortool, 88tempo di CPU, 34teorema

degli zeri di una funzionecontinua, 50, 66

del valor medio, 26, 319della divergenza (o di Gauss), 496della media integrale, 26di Abel, 74di Cauchy, 75di Lagrange, 26di Ostrowski, 67fondamentale del calcolo integrale,

26test d’arresto, 56, 238

sul residuo, 57sull’incremento, 56

title, 234toolbox, 2, 37trapz, 134trasformata rapida di Fourier, 104tril, 14triu, 14

UMFPACK, 182, 215underflow, 6, 7unita di arrotondamento, 6

valori singolari, 180vander, 163

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Indice analitico 523

varargin, 51variabili caratteristiche, 424varianza, 121, 456vettore

colonna, 11riga, 11trasposto coniugato, 16

vettoriA-coniugati, 196A-ortogonali, 196linearmente indipendenti, 15

vincoloattivo, 286di disuguaglianza, 286di uguaglianza, 286

viscosita artificiale, 391, 392

wavelet, 119wavelet, 119while, 39wilkinson, 242workspace base, 37

xlabel, 234

ylabel, 234

zerodi una funzione, 22multiplo, 22semplice, 22, 55

zeros, 11, 15


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