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Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

Yazar : Jorge Nocedal Stephen Wright
Yayınevi : Springer
ISBN : 9780387303031
Baskı yılı : 2006
Sayfa sayısı : 688
Ağırlık : 1.39 kg
Edisyon : 2
Stok durumu : Tükendi   
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
1 Introduction 1
2 Fundamentals of unconstrained optimization 10
3 Line search methods 30
4 Trust-region methods 66
5 Conjugate gradient methods 101
6 Quasi-Newton methods 135
7 Large-scale unconstrained optimization 164
8 Calculating derivatives 193
9 Derivative-free optimization 220
10 Least-squares problems 245
11 Nonlinear equations 270
12 Theory of constrained optimization 304
13 Linear programming : the simplex method 355
14 Linear programming : interior-point methods 392
15 Fundamentals of algorithms for nonlinear constrained optimization 421
16 Quadratic programming 448
17 Penalty and augmented Lagrangian methods 497
18 Sequential quadratic programming 529
19 Interior-point methods for nonlinear programming 563