Optimization

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Build...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lange, Kenneth (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:2nd ed. 2013.
Colección:Springer Texts in Statistics, 95
Temas:
Statistics .
Mathematical optimization.
Operations research.
Statistical Theory and Methods.
Optimization.
Operations Research and Decision Theory.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Elementary Optimization
  • The Seven C's of Analysis
  • The Gauge Integral
  • Differentiation
  • Karush-Kuhn-Tucker Theory
  • Convexity
  • Block Relaxation
  • The MM Algorithm
  • The EM Algorithm
  • Newton's Method and Scoring
  • Conjugate Gradient and Quasi-Newton
  • Analysis of Convergence
  • Penalty and Barrier Methods
  • Convex Calculus
  • Feasibility and Duality
  • Convex Minimization Algorithms
  • The Calculus of Variations
  • Appendix: Mathematical Notes
  • References
  • Index.

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