Practical Methods of Optimization. 2nd edition PDF

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This established textbook is noted for its coverage of optimization methods that are of practical importance. It provides a thorough treatment of standard methods such as linear and quadratic programming, Newton-like methods and the conjugate gradient method. The theoretical aspects of the subject include an extended treatment of optimality conditions and the significance of Lagrange multipliers. The relevance of convexity theory to optimization is also not neglected.A significant proportion of the book is devoted to the solution of nonlinear problems, with an authoritative treatment of current methodology. Thus state of the art techniques such as the BFGS method, trust region methods and the SQP method are described and analysed. Other features are an extensive treatment of nonsmooth optimization and the L1 penalty function.

INFORMATION

TAILLE DU FICHIER 7,61 MB
AUTEUR Roger Fletcher
DATE DE PUBLICATION 2000-May-01

The Method of Moving Asymptotes (MMA) with Some Extensions ...

MS&E 311 December 28, 2004 Reference Class Notes 2 well-deflned real number, f(x).The decision variable x may be a vector x = (x1;:::;xn) or a scalar (when n = 1). A problem (P) in which X = Rn is said to be unconstrained.The study of unconstrained optimization has a long history and continues to be of interest. When X is a proper subset of Rn, we say that (P) is a constrained optimization ...

Practical methods of optimization (Book, 1987) [WorldCat.org]

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