Numerical Optimization
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Home > Mathematics and Science Textbooks > Mathematics > Optimization > Numerical Optimization: (Springer Series in Operations Research S.)
Numerical Optimization: (Springer Series in Operations Research S.)

Numerical Optimization: (Springer Series in Operations Research S.)


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About the Book

Optimization is an important tool in decision science and in the analysis of physical systems. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This book covers numerical methods for finite-dimensional optimization problems involving fairly smooth functions. It concentrates on methods for unconstrained optimization, with attention given at the end to problems with constraints. The approach taken is natural and reasonable, beginning with very simple ideas and progressing through more complicated concepts. Both authors are well known and highly regarded in the numerical optimization community. The book will be useful as a text for a graduate course, or as a reference for practioners' use. It should be accessible to students at the master's degree level in engineering, mathematics, and other related areas.

Table of Contents:
Introduction * Fundamentals of Unconstrained Optimization * Line Search Methods * Trust-Region Methods * Conjugate Gradient Methods * Practical Newton Methods * Calculating Derivatives * Quasi-Newton Methods * Large-Scale Quasi-Newton and Partially Separable Optimization * Nonlinear Least-Squares Problems * Nonlinear Equations * Theory of Constrained Optimization * Linear Programming: The Simplex Method * Linear Programming: Interior-Point Methods * Fundamentals of Algorithms for Nonlinear Constrained Optimization * Quadratic Programming * Penalty, Barrier, and Augmented Lagrangian Methods * Sequential Quadratic Programming * Background Material * References * Index.


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Product Details
  • ISBN-13: 9780387987934
  • Publisher: Springer-Verlag New York Inc.
  • Publisher Imprint: Springer-Verlag New York Inc.
  • Height: 230 mm
  • Returnable: N
  • ISBN-10: 0387987932
  • Publisher Date: 28 Apr 2000
  • Binding: Hardback
  • Language: English
  • Series Title: Springer Series in Operations Research S.


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