Optimization—Theory and Practice
Springer-Verlag New York Inc.
978-0-387-78976-7 (ISBN)
This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided - as are exercises, solutions and helpful hints, and Matlab/Maple supplements.
The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.
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 previously co-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).
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.
| Reihe/Serie | Springer Undergraduate Texts in Mathematics and Technology |
|---|---|
| Zusatzinfo | XVIII, 402 p. |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Themenwelt | Informatik ► Theorie / Studium ► Algorithmen |
| Mathematik / Informatik ► Mathematik ► Algebra | |
| Mathematik / Informatik ► Mathematik ► Analysis | |
| Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
| Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik | |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 0-387-78976-6 / 0387789766 |
| ISBN-13 | 978-0-387-78976-7 / 9780387789767 |
| Zustand | Neuware |
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