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Nonlinear Optimization with Engineering Applications / Edition 1

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Overview

"This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis." Chapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Engineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate or graduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algorithms.
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Editorial Reviews

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"This book gives on 280 pages a broad overview of nonlinear optimization. … The presented optimization approaches are compared with each other by means of several examples with up to 200 variables. … the introduction of the different techniques is written in a very comprehensible way. … each section contains exercises to verify and deepen the understanding of the material." (Andrea Walther, Zentralblatt MATH, Vol. 1167, 2009)

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Product Details

Table of Contents

List of Figures

List of Tables

1 Introducing Optimization 1

2 One-variable Optimization 11

3 Applications in n Variables 33

4 n-Variable Unconstrained Optimization 41

5 Direct Search Methods 53

6 Computing Derivatives 63

7 The Steepest Descent Method 75

8 Weak Line Searches and Convergence 83

9 Newton and Newton-like Methods 91

10 Quasi-Newton Methods 107

11 Conjugate Gradient Methods 119

12 A Summary of Unconstrained Methods 131

14 Larger-Scale Problems 141

15 Global Unconstrained Optimization 147

16 Equality Constrained Optimization 155

17 Linear Equality Constraints 169

18 Penalty Function Methods 183

19 Sequential Quadratic Programming 197

20 Inequality Constrained Optimization 211

21 Extending Equality Constraint Methods 225

22 Barrier Function Methods 239

23 Interior Point Methods 249

24 A Summary of Constrained Methods 259

25 The OPTIMA Software 261

References 273

Index 277

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