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This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided - as are exercises, solutions and helpful hints, and Matlab/Maple supplements.
The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.
This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided - as are exercises, solutions and helpful hints, and Matlab/Maple supplements.
The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.
Dr. Wilhelm Forst is a professor in the Department of Numerical Analysis at the University of Ulm, Germany.
Dr. Dieter Hoffmann is a professor at the University of Konstanz, Germany.
Drs. Forst and Hoffman previously co-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).
Optimization is used in almost all branches of applied sciences today
Text appeals to a wide readership because of its real life applications
Self-contained text with a rich collection of detailed examples and two-color graphics to assist the reader in full comprehension
Book includes many exercises, often supplemented by helpful hints or Matlab/Maple supplements
Includes supplementary material: [...]
Overview.- 2. Optimality Conditions: Convex Sets, Inequalities, Local
First- and Second-Order Optimality Conditions, Duality.- 3. Unconstrained Optimization Problems: Elementary Search and Localization Methods, Descent Methods with Line Search, Trust Region Methods, Conjugate Gradient Methods, Quasi-Newton Methods.- 4. Linearly Constrained Optimization Problems: Linear and Quadratic Optimization, Projection Methods.- 5. Nonlinearly Constrained Optimization Methods: Penalty Methods, SQP Methods.- 6. Interior-Point Methods for Linear Optimization: The Central Path, Newton's Method for the Primal-Dual System, Path-Following Algorithms, Predictor-Corrector Methods.- 7. Semidefinite Optimization:
Selected Special Cases, The S-Procedure, The Function log°det, Path-Following Methods, How to Solve SDO Problems?, Icing on the
Cake: Pattern Separation via Ellipsoids.- 8. Global Optimization:
Branch and Bound Methods, Cutting Plane Methods.- Appendices:
A Second Look at the Constraint Qualifications, The Fritz John Condition, Optimization Software Tools for Teaching and Learning.-
Bibliography.- Index of Symbols.- Subject Index.
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Undergraduate Texts in Mathematics and Technology |
| Inhalt: |
xviii
402 S. |
| ISBN-13: | 9780387789767 |
| ISBN-10: | 0387789766 |
| Sprache: | Englisch |
| Herstellernummer: | 12227341 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Hoffmann, Dieter
Forst, Wilhelm |
| Hersteller: |
Springer New York
Springer US, New York, N.Y. Springer Undergraduate Texts in Mathematics and Technology |
| Maße: | 260 x 183 x 27 mm |
| Von/Mit: | Dieter Hoffmann (u. a.) |
| Erscheinungsdatum: | 26.07.2010 |
| Gewicht: | 1,086 kg |
Dr. Wilhelm Forst is a professor in the Department of Numerical Analysis at the University of Ulm, Germany.
Dr. Dieter Hoffmann is a professor at the University of Konstanz, Germany.
Drs. Forst and Hoffman previously co-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).
Optimization is used in almost all branches of applied sciences today
Text appeals to a wide readership because of its real life applications
Self-contained text with a rich collection of detailed examples and two-color graphics to assist the reader in full comprehension
Book includes many exercises, often supplemented by helpful hints or Matlab/Maple supplements
Includes supplementary material: [...]
Overview.- 2. Optimality Conditions: Convex Sets, Inequalities, Local
First- and Second-Order Optimality Conditions, Duality.- 3. Unconstrained Optimization Problems: Elementary Search and Localization Methods, Descent Methods with Line Search, Trust Region Methods, Conjugate Gradient Methods, Quasi-Newton Methods.- 4. Linearly Constrained Optimization Problems: Linear and Quadratic Optimization, Projection Methods.- 5. Nonlinearly Constrained Optimization Methods: Penalty Methods, SQP Methods.- 6. Interior-Point Methods for Linear Optimization: The Central Path, Newton's Method for the Primal-Dual System, Path-Following Algorithms, Predictor-Corrector Methods.- 7. Semidefinite Optimization:
Selected Special Cases, The S-Procedure, The Function log°det, Path-Following Methods, How to Solve SDO Problems?, Icing on the
Cake: Pattern Separation via Ellipsoids.- 8. Global Optimization:
Branch and Bound Methods, Cutting Plane Methods.- Appendices:
A Second Look at the Constraint Qualifications, The Fritz John Condition, Optimization Software Tools for Teaching and Learning.-
Bibliography.- Index of Symbols.- Subject Index.
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Undergraduate Texts in Mathematics and Technology |
| Inhalt: |
xviii
402 S. |
| ISBN-13: | 9780387789767 |
| ISBN-10: | 0387789766 |
| Sprache: | Englisch |
| Herstellernummer: | 12227341 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Hoffmann, Dieter
Forst, Wilhelm |
| Hersteller: |
Springer New York
Springer US, New York, N.Y. Springer Undergraduate Texts in Mathematics and Technology |
| Maße: | 260 x 183 x 27 mm |
| Von/Mit: | Dieter Hoffmann (u. a.) |
| Erscheinungsdatum: | 26.07.2010 |
| Gewicht: | 1,086 kg |
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