Nonlinear Optimization

Andrzej Ruszcznynski

448 pages, parution le 09/03/2006

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Résumé

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures.

The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems.

Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

L'auteur - Andrzej Ruszcznynski

Andrzej Ruszczynski is Professor of Operations Research at Rutgers University. He is the coauthor of Stochastic Programming and the coeditor of Decision Making under Uncertainty.

Sommaire

Preface
Introduction
Theory
Methods
Appendix A: Stability of Set-Constrained Systems
Further Reading
Bibliography
Index

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	PAPIER
Éditeur(s)	Princeton University Press
Auteur(s)	Andrzej Ruszcznynski
Parution	09/03/2006
Nb. de pages	448
Format	16 x 24
Couverture	Relié
Poids	787g
Intérieur	Noir et Blanc
EAN13	9780691119151
ISBN13	978-0-691-11915-1