Numerical Optimization: Theoretical and Practical Aspects / Edition 2

Numerical Optimization: Theoretical and Practical Aspects / Edition 2

by Joseph-Frederic Bonnans, Jean Charles Gilbert, Claude Lemarechal, Claudia A. Sagastizabal
     
 

ISBN-10: 354035445X

ISBN-13: 9783540354451

Pub. Date: 11/13/2006

Publisher: Springer Berlin Heidelberg

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition of Numerical Optimization contains computational exercises in the form of case studies

Overview

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.

Product Details

ISBN-13:
9783540354451
Publisher:
Springer Berlin Heidelberg
Publication date:
11/13/2006
Series:
Universitext Series
Edition description:
2nd ed. 2006
Pages:
494
Product dimensions:
6.10(w) x 9.20(h) x 1.10(d)

Table of Contents

Unconstrained Problems.- General Introduction.- Basic Methods.- Line-Searches.- Newtonian Methods.- Conjugate Gradient.- Special Methods.- A Case Study: Seismic Reection Tomography.- Nonsmooth Optimization.- to Nonsmooth Optimization.- Some Methods in Nonsmooth Optimization.- Bundle Methods. The Quest for Descent.- Applications of Nonsmooth Optimization.- Computational Exercises.- Newton's Methods in Constrained Optimization.- Background.- Local Methods for Problems with Equality Constraints.- Local Methods for Problems with Equality and InequalityConstraints.- Exact Penalization.- Globalization by Line-Search.- Quasi-Newton Versions.- Interior-Point Algorithms for Linear and QuadraticOptimization.- Linearly Constrained Optimization and SimplexAlgorithm.- Linear Monotone Complementarity and Associated Vector Fields.- Predictor-Corrector Algorithms.- Non-Feasible Algorithms.- Self-Duality.- One-Step Methods.- Complexity of Linear Optimization Problems with Integer Data.- Karmarkar's Algorithm.

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