Joseph-Frédéric Bonnans, Jean Charles Gilbert, Claude Lemarechal, Claudia A. Sagastizábal

Numerical Optimization (eBook, PDF)

Theoretical and Practical Aspects

• Format: PDF

Produktbeschreibung

Starting with illustrative real-world examples, this book exposes in a tutorial way algorithms for numerical optimization: fundamental ones (Newtonian methods, line-searches, trust-region, sequential quadratic programming, etc.), as well as more specialized and advanced ones (nonsmooth optimization, decomposition techniques, and interior-point methods). Most of these algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects are addressed with care, often using minimal assumptions.

The present version contains substantial changes with respect to the first edition. Part I on unconstrained optimization has been completed with a section on quadratic programming. Part II on nonsmooth optimization has been thoroughly reorganized and expanded. In addition, nontrivial application problems have been inserted, in the form of computational exercises. These should help the reader to get a better understanding of optimization methods beyond their abstract description, by addressing important features to be taken into account when passing to implementation of any numerical algorithm.

This level of detail is intended to familiarize the reader with some of the crucial questions of numerical optimization: how algorithms operate, why they converge, difficulties that may be encountered and their possible remedies.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 423
• Erscheinungstermin: 14. März 2013
• Englisch
• ISBN-13: 9783662050781
• Artikelnr.: 53155276

Autorenporträt

The four authors are leading international specialists in various branches of nonlinear optimization (one of them received the Dantzig Prize). They are working - or have worked - at INRIA, the French National Institute for Research in Computer Science and Control, and they also teach in various universities and "Grandes Écoles". All of them continually collaborate with industry on problems dealing with optimization, in fields such as energy management, geoscience, life sciences, etc.