Optimization—Theory and Practice
Optimization is an important field in its own right but also plays a central role in numerous applied sciences, including operations research, management science, economics, finance, and engineering. Optimization — Theory and Practice offers a modern and well-balanced presentation of various optimiz...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York,
2010.
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Σειρά: | Springer Undergraduate Texts in Mathematics and Technology,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 1. Introduction: Examples of Optimization Problems, Historical Overview
- 2. Optimality Conditions: Convex Sets, Inequalities, Local First- and Second-Order Optimality Conditions, Duality
- 3. Unconstrained Optimization Problems: Elementary Search and Localization Methods, Descent Methods with Line Search, Trust Region Methods, Conjugate Gradient Methods, Quasi-Newton Methods
- 4. Linearly Constrained Optimization Problems: Linear and Quadratic Optimization, Projection Methods
- 5. Nonlinearly Constrained Optimization Methods: Penalty Methods, SQP Methods
- 6. Interior-Point Methods for Linear Optimization: The Central Path, Newton's Method for the Primal-Dual System, Path-Following Algorithms, Predictor-Corrector Methods
- 7. Semidefinite Optimization: Selected Special Cases, The S-Procedure, The Function log°det, Path-Following Methods, How to Solve SDO Problems?, Icing on the Cake: Pattern Separation via Ellipsoids
- 8. Global Optimization: Branch and Bound Methods, Cutting Plane Methods
- Appendices: A Second Look at the Constraint Qualifications, The Fritz John Condition, Optimization Software Tools for Teaching and Learning
- Bibliography
- Index of Symbols
- Subject Index.