Numerical Optimization

Jorge Nocedal, Stephen J. Wright - Collection Springer Series in Operations Research

686 pages, parution le 06/09/2006 (2^eme édition)

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Résumé

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.

For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Written for: Graduate students, researchers, practitioners

Sommaire

Fundamentals of Unconstrained Optimization
Line Search Methods
Trust-Region Methods
Conjugate Gradient Methods
Quasi- Newton Methods
Large-Scale Unconstrained Optimization
Calculating Derivatives
Derivative-Free Optimization
Least-Squares Problems
Nonlinear Equations
Theory of Constrained Optimization
Linear Programming: The Simplex Method
Linear Programming: Interior-Point Methods
Fundamentals of Algorithms for Nonlinear Constrained Optimization
Quadratic Programming
Penalty and Augmented Lagrangian Methods
Sequential Quadratic Programming
Interior-Point Methods for Nonlinear Programming
Background Material
Regularization Procedure

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Jorge Nocedal, Stephen J. Wright
Collection	Springer Series in Operations Research
Parution	06/09/2006
Édition	2^eme édition
Nb. de pages	686
Format	18,5 x 24
Couverture	Relié
Poids	1300g
Intérieur	Noir et Blanc
EAN13	9780387303031
ISBN13	978-0-387-30303-1