Optimization Theory and Methods

Nonlinear Programming

Wenyu Sun, Ya-Xiang Yuan - Collection Optimization and its Applications

698 pages, parution le 05/10/2006

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Résumé

This book, a result of the author's teaching and research experience in various universities and institutes over the past ten years, can be used as a textbook for an optimization course for graduates and senior undergraduates. It systematically describes optimization theory and several powerful methods, including recent results. For most methods, the authors discuss an idea's motivation, study the derivation, establish the global and local convergence, describe algorithmic steps, and discuss the numerical performance. The book deals with both theory and algorithms of optimization concurrently. It also contains an extensive bibliography. Finally, apart from its use for teaching, Optimization Theory and Methods will be very beneficial as a research reference.

Written for: Senior students, graduates, teachers, and researchers in optimization, operations research, computational mathematics, applied mathematics, and some engineering and economics; scientists in engineering and economics

Sommaire

Introduction
Line Search
Newton's Methods
Conjugate Gradient Method
Quasi-Newton Methods
Trust-Region and Conic Model Methods
Nonlinear Least-Squares Problems
Theory of Constrained Optimization
Quadratic Programming
Penalty Function Methods
Feasible Direction Methods
Sequential Quadratic Programming
TR Methods for Constrained Problems
Nonsmooth Optimization
Appendix: Test Functions

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	PAPIER
Éditeur(s)	Springer
Auteur(s)	Wenyu Sun, Ya-Xiang Yuan
Collection	Optimization and its Applications
Parution	05/10/2006
Nb. de pages	698
Format	17 x 24
Couverture	Relié
Poids	1115g
Intérieur	Noir et Blanc
EAN13	9780387249759
ISBN13	978-0-387-24975-9