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Introduction to nonlinear optimization : theory, algorithms, and applications with MATLAB /

This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation, familiarity with vari...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Beck, Amir (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics, 2014.
Colección:MOS-SIAM series on optimization.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Mathematical preliminaries
  • Optimality conditions for unconstrained optimization
  • Least squares
  • The gradient method
  • Newton's method
  • Convex sets
  • Convex functions
  • Convex optimization
  • Optimization over a convex set
  • Optimality conditions for linearly constrained problems
  • The KKT conditions
  • Duality.