Optimization Theory and Methods

Nonlinear Programming

Wenyu Sun, Ya-xiang Yuan (Autoren)

Buch | Softcover

687 Seiten

2010 | 1st ed. Softcover of orig. ed. 2006
Springer-Verlag New York Inc.
978-1-4419-3765-0 (ISBN)

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This book, a result of the authors’ 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 useful as a research reference.

Line Search.- Newton’s Methods.- Conjugate Gradient Method.- Quasi-Newton Methods.- Trust-Region Methods and Conic Model Methods.- Solving Nonlinear Least-Squares Problems.- Theory of Constrained Optimization.- Quadratic Programming.- Penalty Function Methods.- Feasible Direction Methods.- Sequential Quadratic Programming.- Trust-Region Methods for Constrained Problems.- Nonsmooth Optimization.

Erscheint lt. Verlag	25.11.2010
Reihe/Serie	Springer Optimization and Its Applications ; 1
Zusatzinfo	XII, 687 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft ► Betriebswirtschaft / Management
ISBN-10	1-4419-3765-X / 144193765X
ISBN-13	978-1-4419-3765-0 / 9781441937650
Zustand	Neuware