Numerical Optimization: Theoretical and Practical AspectsSpringer Science & Business Media, 6 ott 2006 - 494 pagine 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. |
Sommario
3 | |
22 | 23 |
Basic Methods 25 | 24 |
3 | 37 |
Newtonian Methods | 51 |
Conjugate Gradient | 67 |
Special Methods | 77 |
Seismic Reflection Tomography | 97 |
Notes | 250 |
Exact Penalization | 271 |
Globalization by LineSearch | 289 |
QuasiNewton Versions | 323 |
InteriorPoint Algorithms for Linear and Quadratic | 346 |
Linearly Constrained Optimization and Simplex | 353 |
5 Comments | 393 |
PredictorCorrector Algorithms 21 1 Overview | 395 |
Introduction to Nonsmooth Optimization | 109 |
Some Methods in Nonsmooth Optimization | 119 |
Bundle Methods The Quest for Descent | 137 |
Applications of Nonsmooth Optimization 161 | 160 |
Newtons Methods in Constrained Optimization | 189 |
Local Methods for Problems with Equality Constraints | 215 |
Altre edizioni - Visualizza tutto
Numerical Optimization: theoretical and practical aspects : with 26 figures Joseph Frédéric Bonnans Anteprima limitata - 2003 |
Numerical Optimization: Theoretical and Practical Aspects Joseph-Frédéric Bonnans,Jean Charles Gilbert,Claude Lemarechal,Claudia A. Sagastizábal Anteprima non disponibile - 2009 |