Nonlinear Optimization : Methods and Applications

Description

This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization. It begins with a summary of classical results on unconstrained optimization, followed by a wealth of applications from a diverse mix of fields, e.g. location analysis, traffic planning, and water quality management, to name but a few. In turn, the book presents a formal description of optimality conditions, followed by an in-depth discussion of the main solution techniques. Each method is formally described, and then fully solved using a numerical example. Front Matter ....Pages i-xii Introduction (H. A. Eiselt, Carl-Louis Sandblom)....Pages 1-23 Unconstrained Optimization (H. A. Eiselt, Carl-Louis Sandblom)....Pages 25-76 Applications of Nonlinear Programming (H. A. Eiselt, Carl-Louis Sandblom)....Pages 77-121 Optimality Conditions and Duality Theory (H. A. Eiselt, Carl-Louis Sandblom)....Pages 123-172 General Solution Methods for Constrained Optimization (H. A. Eiselt, Carl-Louis Sandblom)....Pages 173-193 Methods for Linearly Constrained Problems (H. A. Eiselt, Carl-Louis Sandblom)....Pages 195-242 Methods for Nonlinearly Constrained Problems (H. A. Eiselt, Carl-Louis Sandblom)....Pages 243-278 Geometric Programming (H. A. Eiselt, Carl-Louis Sandblom)....Pages 279-328 Back Matter ....Pages 329-366