Optimization

• Main Author: Lange, Kenneth (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Series: Springer Texts in Statistics, 95
• Subjects: Statistics.; Operations research.; Decision making.; Mathematical optimization.; Statistical Theory and Methods.; Optimization.; Operation Research/Decision Theory.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Build...

Table of Contents:

• Elementary Optimization
• The Seven C’s of Analysis
• The Gauge Integral
• Differentiation
• Karush-Kuhn-Tucker Theory
• Convexity
• Block Relaxation
• The MM Algorithm
• The EM Algorithm
• Newton’s Method and Scoring
• Conjugate Gradient and Quasi-Newton
• Analysis of Convergence
• Penalty and Barrier Methods
• Convex Calculus
• Feasibility and Duality
• Convex Minimization Algorithms
• The Calculus of Variations
• Appendix: Mathematical Notes
• References
• Index.