Jorge Nocedal,
Stephen Wright
Numerical Optimization
Gebonden Engels 2006 2e druk 9780387303031Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780387303031
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:664
Uitgever:Springer New York
Druk:2
Lezersrecensies
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Inhoudsopgave
Preface.-Preface to the Second Edition.-Introduction.-Fundamentals of Unconstrained Optimization.-Line Search Methods.-Trust-Region Methods.-Conjugate Gradient Methods.-Quasi-Newton Methods.-Large-Scale Unconstrained Optimization.-Calculating Derivatives.-Derivative-Free Optimization.-Least-Squares Problems.-Nonlinear Equations.-Theory of Constrained Optimization.-Linear Programming: The Simplex Method.-Linear Programming: Interior-Point Methods.-Fundamentals of Algorithms for Nonlinear Constrained Optimization.-Quadratic Programming.-Penalty and Augmented Lagrangian Methods.-Sequential Quadratic Programming.-Interior-Point Methods for Nonlinear Programming.-Background Material.- Regularization Procedure.
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