ISBN-10:
0387789766
ISBN-13:
9780387789767
Pub. Date:
07/26/2010
Publisher:
Springer New York
Optimization-Theory and Practice / Edition 1

Optimization-Theory and Practice / Edition 1

by Wilhelm Forst, Dieter Hoffmann

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Product Details

ISBN-13: 9780387789767
Publisher: Springer New York
Publication date: 07/26/2010
Series: Springer Undergraduate Texts in Mathematics and Technology
Edition description: 2010
Pages: 402
Sales rank: 981,135
Product dimensions: 7.20(w) x 10.00(h) x 1.00(d)

About the Author

Dr. Wilhelm Forst is a professor in the Department of Numerical Analysis at the University of Ulm, Germany.
Dr. Dieter Hoffmann is a professor at the University of Konstanz, Germany.
Drs. Forst and Hoffman previouslyco-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).

Table of Contents

1. Introduction: Examples of Optimization Problems, Historical
Overview.- 2. Optimality Conditions: Convex Sets, Inequalities, Local
First- and Second-Order Optimality Conditions, Duality.- 3. Unconstrained Optimization Problems: Elementary Search and Localization Methods, Descent Methods with Line Search, Trust Region Methods, Conjugate Gradient Methods, Quasi-Newton Methods.- 4. Linearly Constrained Optimization Problems: Linear and Quadratic Optimization, Projection Methods.- 5. Nonlinearly Constrained Optimization Methods: Penalty Methods, SQP Methods.- 6. Interior-Point Methods for Linear Optimization: The Central Path, Newton's Method for the Primal-Dual System, Path-Following Algorithms, Predictor-Corrector Methods.- 7. Semidefinite Optimization: Selected Special Cases, The S-Procedure, The Function log°det, Path-Following Methods, How to Solve SDO Problems?, Icing on the Cake: Pattern Separation via Ellipsoids.- 8. Global Optimization: Branch and Bound Methods, Cutting Plane Methods.- Appendices:
A Second Look at the Constraint Qualifications, The Fritz John Condition, Optimization Software Tools for Teaching and Learning.- Bibliography.- Index of Symbols.- Subject Index.

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