Numerical optimization : theoretical and practical aspects
 Uniform Title
 Optimisation numérique. English.
 Language
 English.
 Imprint
 Berlin ; New York : Springer, c2003.
 Physical description
 xiii, 419 p. : ill. ; 24 cm.
 Series
 Universitext.
Access
Available online

Stacks

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QA402.5 .O63613 2003

Unknown
QA402.5 .O63613 2003

Unknown
QA402.5 .O63613 2003
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Contributors
 Contributor
 Bonnans, J. F. (Joseph Frédéric), 1957
Contents/Summary
 Bibliography
 Includes bibliographical references (p. [397]413) and index.
 Contents

 General Introduction. Part I: Unconstraint Problems: Basic Methods LineSearches Newtonian Methods Conjugate Gradient Special Methods. Part II: Nonsmooth Optimization: Some Theory of Nonsmooth Optimization Some Methods in Nonsmooth Optimization Bundle Methods. The Quest of Decent Decomposition and Duality. Part III: Newton's Methods in Constrained Optimization: Background Local Methods for Problems with Equality Constraints Local Methods for Problems with Equality and Inequality Constraints Exact Penalization Globalization by LineSearch QuasiNewton Versions. Part IV: InteriorPoint Algorithms for Linear and Quadratic Optimization: Linearly Constrained Optimization and Simplex Algorithm Linear Monotone Complementary and Associated Vector Fields PredictorCorrector Algorithms NonFeasible Algorithms SelfDuality OneStep Methods Complexity of Linear Optimization Problems with Integer Data Karmarkar's Algorithm. References. Index.
 (source: Nielsen Book Data)
 Publisher's Summary
 Just as in its first edition, this book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. Most of the algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects of the approaches chosen are also addressed with care, often using minimal assumptions. This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical, description, when coming to actual implementation. Besides, the nonsmooth optimization part has been substantially reorganized and expanded.
(source: Nielsen Book Data)
Subjects
 Subject
 Mathematical optimization.
Bibliographic information
 Publication date
 2003
 Responsibility
 J. Frédéric Bonnans ... [et al.].
 Series
 Universitext
 ISBN
 3540001913
 9783540001911