Numerical Optimization Theoretical and Practical Aspects /

Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. Most of the...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Bonnans, J. Frédéric (Συγγραφέας), Gilbert, J. Charles (Συγγραφέας), Lemaréchal, Claude (Συγγραφέας), Sagastizábal, Claudia A. (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Unconstrained Problems
  • General Introduction
  • Basic Methods
  • Line-Searches
  • Newtonian Methods
  • Conjugate Gradient
  • Special Methods
  • A Case Study: Seismic Reection Tomography
  • Nonsmooth Optimization
  • to Nonsmooth Optimization
  • Some Methods in Nonsmooth Optimization
  • Bundle Methods. The Quest for Descent
  • Applications of Nonsmooth Optimization
  • Computational Exercises
  • Newton's Methods in Constrained Optimization
  • Background
  • Local Methods for Problems with Equality Constraints
  • Local Methods for Problems with Equality and InequalityConstraints
  • Exact Penalization
  • Globalization by Line-Search
  • Quasi-Newton Versions
  • Interior-Point Algorithms for Linear and QuadraticOptimization
  • Linearly Constrained Optimization and SimplexAlgorithm
  • Linear Monotone Complementarity and Associated Vector Fields
  • Predictor-Corrector Algorithms
  • Non-Feasible Algorithms
  • Self-Duality
  • One-Step Methods
  • Complexity of Linear Optimization Problems with Integer Data
  • Karmarkar's Algorithm.