Numerical optimization : theoretical and practical aspects
著者
書誌事項
Numerical optimization : theoretical and practical aspects
（Universitext）
Springer, c2006
2nd ed
- タイトル別名
-
Optimisation numérique
大学図書館所蔵 全20件
注記
"Original French edition 'Optimisation numérique' was published by Springer-Verlag Berlin Heidelberg, 1997."--T.p. verso
Includes bibliographical references (p. [465]-484) and index
内容説明・目次
内容説明
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. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.
目次
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.
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