TY - BOOK
AU - Bonnans,J.Frédéric
AU - Gilbert,J.Charles
AU - Lemaréchal,Claude
AU - Sagastizábal,Claudia A.
ED - SpringerLink (Online service)
TI - Numerical Optimization: Theoretical and Practical Aspects
T2 - Universitext,
SN - 9783540354475
AV - QA402.5-402.6
U1 - 519.6 23
PY - 2006///
CY - Berlin, Heidelberg
PB - Springer Berlin Heidelberg
KW - Mathematical optimization
KW - Numerical analysis
KW - Computer software
KW - Computer science
KW - Optimization
KW - Operations Research, Management Science
KW - Calculus of Variations and Optimal Control; Optimization
KW - Numerical Analysis
KW - Algorithm Analysis and Problem Complexity
KW - Mathematics of Computing
N1 - Unconstrained Problems -- General Introduction -- Basic Methods -- Line-Searches -- Newtonian Methods -- Conjugate Gradient -- Special Methods -- A Case Study: Seismic Reection Tomography -- Nonsmooth Optimization -- to Nonsmooth Optimization -- Some Methods in Nonsmooth Optimization -- Bundle Methods. The Quest for Descent -- Applications of Nonsmooth Optimization -- Computational Exercises -- Newton's Methods in Constrained Optimization -- Background -- Local Methods for Problems with Equality Constraints -- Local Methods for Problems with Equality and InequalityConstraints -- Exact Penalization -- Globalization by Line-Search -- Quasi-Newton Versions -- Interior-Point Algorithms for Linear and QuadraticOptimization -- Linearly Constrained Optimization and SimplexAlgorithm -- Linear Monotone Complementarity and Associated Vector Fields -- Predictor-Corrector Algorithms -- Non-Feasible Algorithms -- Self-Duality -- One-Step Methods -- Complexity of Linear Optimization Problems with Integer Data -- Karmarkar's Algorithm
N2 - Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. Most of the algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects of the approaches chosen are also addressed with care, often using minimal assumptions. This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical, description, when coming to actual implementation. Besides, the nonsmooth optimization part has been substantially reorganized and expanded
UR - https://doi.org/10.1007/978-3-540-35447-5
ER -