Numerical Optimization

Häftad, Engelska, 2009

Av Jorge Nocedal, Stephen Wright

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Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

Produktinformation

Utgivningsdatum2009-04-01
Mått178 x 235 x 42 mm
Vikt1 170 g
FormatHäftad
SpråkEngelska
SerieSpringer Series in Operations Research and Financial Engineering
Antal sidor664
Upplaga2
FörlagSpringer-Verlag New York Inc.
ISBN9781493937110

Tillhör följande kategorier

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.