Practical Methods of Optimization / Edition 2

Practical Methods of Optimization / Edition 2

by R. Fletcher
     
 

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

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Overview

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 L_1 penalty function. Contents Part 1 Unconstrained Optimization Part 2 Constrained Optimization
* Introduction
* Structure of Methods
* Newton-like Methods
* Conjugate Direction Methods
* Restricted Step Methods
* Sums of Squares and Nonlinear Equations
* Introduction
* Linear Programming
* The Theory of Constrained Optimization
* Quadratic Programming
* General Linearly Constrained Optimization
* Nonlinear Programming
* Other Optimization Problems

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Product Details

ISBN-13:
9780471494638
Publisher:
Wiley
Publication date:
08/16/2000
Edition description:
REV
Pages:
456
Product dimensions:
9.00(w) x 6.00(h) x 1.02(d)

Meet the Author

About the author Professor Roger Fletcher completed his MA at the University of Cambridge in 1960 and his PhD at the University of Leeds in 1963. He was a lecturer at the University of Leeds from 1963 to 1969, then Principal Scientific Officer at AERE Harwell until 1973. He then joined the University of Dundee where he is Professor of Optimization and holds the Baxter Chair of Mathematics. In 1997 he was awarded the prestigious Dantzig Prize for fundamental contributions to algorithms for nonlinear optimization, awarded jointly by the Society for Industrial and Applied Mathematics and the Mathematical Programming Society. He is a Fellow of the Royal Society of Edinburgh and of the Institute of Mathematics and its Applications.

Table of Contents

Preface
Table of Notation
Pt. 1Unconstrained Optimization1
Ch. 1Introduction3
Ch. 2Structure of Methods12
Ch. 3Newton-like Methods44
Ch. 4Conjugate Direction Methods80
Ch. 5Restricted Step Methods95
Ch. 6Sums of Squares and Nonlinear Equations110
Pt. 2Constrained Optimization137
Ch. 7Introduction139
Ch. 8Linear Programming150
Ch. 9The Theory of Constrained Optimization195
Ch. 10Quadratic Programming229
Ch. 11General Linearly Constrained Optimization259
Ch. 12Nonlinear Programming277
Ch. 13Other Optimization Problems331
Ch. 14Non-Smooth Optimization357
References417
Subject Index430

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