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Numerical Optimization Theoretical and Practical Aspects /

Just as in its 1st 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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bonnans, Joseph-Frédéric (Autor), Gilbert, Jean Charles (Autor), Lemarechal, Claude (Autor), Sagastizábal, Claudia A. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edición:2nd ed. 2006.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Unconstrained Problems
  • General Introduction
  • Basic Methods
  • Line-Searches
  • Newtonian Methods
  • Conjugate Gradient
  • Special Methods
  • A Case Study: Seismic Reection Tomography
  • Nonsmooth Optimization
  • to Nonsmooth Optimization
  • Some Methods in Nonsmooth Optimization
  • Bundle Methods. The Quest for Descent
  • Applications of Nonsmooth Optimization
  • Computational Exercises
  • Newton's Methods in Constrained Optimization
  • Background
  • Local Methods for Problems with Equality Constraints
  • Local Methods for Problems with Equality and InequalityConstraints
  • Exact Penalization
  • Globalization by Line-Search
  • Quasi-Newton Versions
  • Interior-Point Algorithms for Linear and QuadraticOptimization
  • Linearly Constrained Optimization and SimplexAlgorithm
  • Linear Monotone Complementarity 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.