Cover Image
Read Now

Numerical Optimization Theoretical and Practical Aspects

Starting with illustrative real-world examples, this book exposes in a tutorial way algorithms for numerical optimization: fundamental ones (Newtonian methods, line-searches, trust-region, sequential quadratic programming, etc.), as well as more specialized and advanced ones (nonsmooth optimization,...

Full description

Bibliographic Details
Main Authors: Bonnans, Joseph-Frédéric, Gilbert, Jean Charles (Author), Lemarechal, Claude (Author), Sagastizábal, Claudia A. (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2003, 2003
Edition:1st ed. 2003
Series:Universitext
Subjects:
Operations Research, Management Science
Operations Research
Optimization
Mathematics Of Computing
Computer Science / Mathematics
Numerical Analysis
Management Science
Algorithms
Calculus Of Variations And Optimization
Mathematical Optimization
Calculus Of Variations
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 General Introduction
  • 2 Basic Methods
  • 3 Line-Searches
  • 4 Newtonian Methods
  • 5 Conjugate Gradient
  • 6 Special Methods
  • 7 Some Theory of Nonsmooth Optimization
  • 8 Some Methods in Nonsmooth Optimization
  • 9 Bundle Methods. The Quest of Descent
  • 10 Decomposition and Duality
  • 11 Background
  • 12 Local Methods for Problems with Equality Constraints
  • 13 Local Methods for Problems with Equality and Inequality Constraints
  • 14 Exact Penalization
  • 15 Globalization by Line-Search
  • 16 Quasi-Newton Versions
  • 17 Linearly Constrained Optimization and Simplex Algorithm
  • 18 Linear Monotone Complementarity and Associated Vector Fields
  • 19 Predictor-Corrector Algorithms
  • 20 Non-Feasible Algorithms
  • 21 Self-Duality
  • 22 One-Step Methods
  • 23 Complexity of Linear Optimization Problems with Integer Data
  • 24 Karmarkar’s Algorithm
  • References

Similar Items