Optimization : theory and practice
- Wilhelm Forst, Dieter Hoffmann.
- New York ; London : Springer, c2010.
- Physical description
- xviii, 402 p. : ill. (some col.) ; 26 cm.
- Springer undergraduate texts in mathematics and technology.
Math & Statistics Library
|QA402.5 .F67 2010||Unknown|
- Includes bibliographical references (p. 383-390) and indexes.
- 1. Introduction: Examples of Optimization Problems, Historical Overview.- 2. Optimality Conditions: Convex Sets, Inequalities, Local First- and Second-Order Optimality Conditions, Duality.- 3. Unconstrained Optimization Problems: Elementary Search and Localization Methods, Descent Methods with Line Search, Trust Region Methods, Conjugate Gradient Methods, Quasi-Newton Methods.- 4. Linearly Constrained Optimization Problems: Linear and Quadratic Optimization, Projection Methods.- 5. Nonlinearly Constrained Optimization Methods: Penalty Methods, SQP Methods.- 6. Interior-Point Methods for Linear Optimization: The Central Path, Newton's Method for the Primal-Dual System, Path-Following Algorithms, Predictor-Corrector Methods.- 7. Semidefinite Optimization: Selected Special Cases, The S-Procedure, The Function log det, Path-Following Methods, How to Solve SDO Problems?, Icing on the Cake: Pattern Separation via Ellipsoids.- 8. Global Optimization: Branch and Bound Methods, Cutting Plane Methods.- Appendices: A Second Look at the Constraint Qualifications, The Fritz John Condition, Optimization Software Tools for Teaching and Learning.- Bibliography.- Index of Symbols.- Subject Index.
- (source: Nielsen Book Data)
- Publisher's Summary
- Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science. This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.
(source: Nielsen Book Data)
- Mathematical optimization.
- Publication date
- Springer undergraduate texts in mathematics and technology, 1867-5506
- 9780387789767 (hbk.)
- 0387789766 (hbk.)
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