Numerical Optimization : Theoretical and Practical Aspects / by J. Frédéric Bonnans, J. Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal
| データ種別 | 電子ブック |
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| 出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg |
| 出版年 | 2006 |
| 本文言語 | 英語 |
| 大きさ | XIV, 494 p : online resource |
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| 内容注記 | 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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| 一般注記 | 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 |
| 著者標目 | *Bonnans, J. Frédéric author Gilbert, J. Charles author Lemaréchal, Claude author Sagastizábal, Claudia A. author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Algorithms LCSH:Computer science -- Mathematics 全ての件名で検索 LCSH:Numerical analysis LCSH:Mathematical optimization LCSH:Calculus of variations LCSH:Operations research LCSH:Management science FREE:Mathematics FREE:Optimization FREE:Operations Research, Management Science FREE:Calculus of Variations and Optimal Control; Optimization FREE:Numerical Analysis FREE:Algorithm Analysis and Problem Complexity FREE:Mathematics of Computing |
| 分 類 | DC23:519.6 |
| 巻冊次 | ISBN:9783540354475 
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| ISBN | 9783540354475 |
| URL | http://dx.doi.org/10.1007/978-3-540-35447-5 |
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