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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,...

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Bibliographic Details
Main Author: Bonnans, J. Frédéric
Corporate Author: SpringerLink (Online service)
Other Authors: Gilbert, J. Charles, Lemaréchal, Claude, Sagastizábal, Claudia A.
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2003.
Series:Universitext,
Subjects:
Mathematics.
Computer software.
Computer science.
Numerical analysis.
Mathematical optimization.
Engineering.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • General Introduction
  • Part I: Unconstraint Problems: Basic Methods; Line-Searches; 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 Line-Search; Quasi-Newton Versions
  • Part IV: Interior-Point Algorithms for Linear and Quadratic Optimization: Linearly Constrained Optimization and Simplex Algorithm; Linear Monotone Complementary and Associated Vector Fields; Predictor-Corrector Algorithms; Non-Feasible Algorithms; Self-Duality; One-Step Methods; Complexity of Linear Optimization Problems with Integer Data; Karmarkar's Algorithm
  • References
  • Index.