ENGLISH

Numerical optimization. Theoretical and practical aspects

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

Book information

Publisher
Springer
Year
2006
ISBN
9783540354451, 354035445X
Open Library ID
OL9056621M
Language
english
Format
PDF
Filesize
3 MB (3314697 bytes)
Series
Universitext
Edition
2ed.
Pages
491\491
Library
kolxoz
Time added
2010-11-11 16:01:50

Description

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.

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