Optimization Theory and Methods - Wenyu Sun, Ya-xiang Yuan

Optimization Theory and Methods

Nonlinear Programming
Buch | Hardcover
687 Seiten
2006
Springer-Verlag New York Inc.
978-0-387-24975-9 (ISBN)
192,59 inkl. MwSt
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A textbook for an optimization course for graduates and senior undergraduates. It describes optimization theory and several powerful methods. It discusses an idea's motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.
Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea's motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.

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.

Reihe/Serie Springer Optimization and Its Applications ; 1
Zusatzinfo XII, 687 p.
Verlagsort New York, NY
Sprache englisch
Maße 156 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Finanz- / Wirtschaftsmathematik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Wirtschaft Betriebswirtschaft / Management
ISBN-10 0-387-24975-3 / 0387249753
ISBN-13 978-0-387-24975-9 / 9780387249759
Zustand Neuware
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