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Nonlinear Optimization.

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Ruszczynski, Andrzej
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2011.
Colección:JSTOR EBA.
Temas:
Acceso en línea:Texto completo

MARC

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520 |a Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theor. 
588 0 |a Print version record. 
505 0 0 |t Frontmatter --  |t Contents --  |t Preface --  |t Chapter One. Introduction --  |t PART 1. Theory --  |t Chapter Two. Elements of Convex Analysis --  |t Chapter Three. Optimality Conditions --  |t Chapter Four. Lagrangian Duality --  |t PART 2. Methods --  |t Chapter Five. Unconstrained Optimization of Differentiable Functions --  |t Chapter Six. Constrained Optimization of Differentiable Functions --  |t Chapter Seven. Nondifferentiable Optimization --  |t Appendix A. Stability of Set-Constrained Systems --  |t Further Reading --  |t Bibliography --  |t Index 
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