Numerical optimization theoretical and practical aspects by Claude LemarГ©chal, Claudia A. SagastizГЎbal, J. FrГ©dГ©ric Bonnans, Jean Charles Gilbert

Numerical optimization theoretical and practical aspects



Download Numerical optimization theoretical and practical aspects




Numerical optimization theoretical and practical aspects Claude LemarГ©chal, Claudia A. SagastizГЎbal, J. FrГ©dГ©ric Bonnans, Jean Charles Gilbert
Language: English
Page: 418
Format: djvu
ISBN: 3540001913, 9783540001911
Publisher: Springer

Numerical Optimization has numerous applications in engineering sciences, operations research, economics, finance, etc. Starting with illustrations of this ubiquitous character, this book is essentially devoted to numerical algorithms for optimization, which are exposed in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. The theoretical bases of the subject, such as optimality conditions, Lagrange multipliers or duality, although recalled, are assumed known. Most of the algorithms described in the book are explained in a detailed manner, allowing straightforward implementation. 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. Theoretical aspects of the approaches chosen are also addressed with care, often using minimal assumptions.

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