Optimization Theory and Methods [electronic resource] : Nonlinear Programming / by Wenyu Sun, Ya-Xiang Yuan.

By: Sun, Wenyu [author.]
Contributor(s): Yuan, Ya-Xiang [author.] | SpringerLink (Online service)
Material type: TextTextSeries: Springer Optimization and Its Applications: 1Publisher: Boston, MA : Springer US, 2006Description: XII, 688 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9780387249766Subject(s): Mathematics | Computer mathematics | Numerical analysis | Mathematical optimization | Operations research | Management science | Mathematics | Optimization | Numerical Analysis | Operations Research, Management Science | Computational Science and EngineeringAdditional physical formats: Printed edition:: No titleDDC classification: 519.6 LOC classification: QA402.5-402.6Online resources: Click here to access online
Contents:
Line Search -- Newton’s Methods -- Conjugate Gradient Method -- Quasi-Newton Methods -- Trust-Region Methods and Conic Model Methods -- Solving Nonlinear Least-Squares Problems -- Theory of Constrained Optimization -- Quadratic Programming -- Penalty Function Methods -- Feasible Direction Methods -- Sequential Quadratic Programming -- Trust-Region Methods for Constrained Problems -- Nonsmooth Optimization.
In: Springer eBooksSummary: This book, a result of the authors’ teaching and research experience in various universities and institutes over the past ten years, can be used as a textbook for an optimization course for graduates and senior undergraduates. It systematically describes optimization theory and several powerful methods, including recent results. For most methods, the authors discuss an idea’s motivation, study the derivation, establish the global and local convergence, describe algorithmic steps, and discuss the numerical performance. The book deals with both theory and algorithms of optimization concurrently. It also contains an extensive bibliography with 366 references. Finally, apart from its use for teaching, Optimization Theory and Methods is also very beneficial for doing research. Audience This book is intended for senior students, graduates, teachers, and researchers in optimization, operations research, computational mathematics, applied mathematics, and some engineering and economics. It will also be useful for scientists in engineering and economics.
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Line Search -- Newton’s Methods -- Conjugate Gradient Method -- Quasi-Newton Methods -- Trust-Region Methods and Conic Model Methods -- Solving Nonlinear Least-Squares Problems -- Theory of Constrained Optimization -- Quadratic Programming -- Penalty Function Methods -- Feasible Direction Methods -- Sequential Quadratic Programming -- Trust-Region Methods for Constrained Problems -- Nonsmooth Optimization.

This book, a result of the authors’ teaching and research experience in various universities and institutes over the past ten years, can be used as a textbook for an optimization course for graduates and senior undergraduates. It systematically describes optimization theory and several powerful methods, including recent results. For most methods, the authors discuss an idea’s motivation, study the derivation, establish the global and local convergence, describe algorithmic steps, and discuss the numerical performance. The book deals with both theory and algorithms of optimization concurrently. It also contains an extensive bibliography with 366 references. Finally, apart from its use for teaching, Optimization Theory and Methods is also very beneficial for doing research. Audience This book is intended for senior students, graduates, teachers, and researchers in optimization, operations research, computational mathematics, applied mathematics, and some engineering and economics. It will also be useful for scientists in engineering and economics.

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