Bibliographic Information

Numerical optimization

Jorge Nocedal, Stephen J. Wright

(Springer series in operations research)

Springer, c2006

2nd ed.

Available at  / 5 libraries

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Note

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

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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Details

  • NCID
    BB27289209
  • ISBN
    • 9781493937110
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York
  • Pages/Volumes
    xxii, 664 p.
  • Size
    24 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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