Introduction to nonlinear optimization : theory, algorithms, and applications with MATLAB / Amir Beck.
Material type:
- 9781611973648 (pbk)
- 519.3 23 B393
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.3 B393 (Browse shelf(Opens below)) | Available | 137266 |
Includes bibliographical references and index.
1. Mathematical preliminaries --
2. Optimality conditions for unconstrained optimization --
3. Least squares --
4. The gradient method --
5. Newton's method --
6. Convex sets --
7. Convex functions --
8. Convex optimization --
9. Optimization over a convex set --
10. Optimality conditions for linearly constrained problems --
11. The KKT conditions --
12. Duality.
This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems--and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation.
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