Numerical Optimization
Author | : Joseph-Frédéric Bonnans |
Publisher | : Springer Science & Business Media |
Total Pages | : 421 |
Release | : 2013-03-14 |
ISBN-10 | : 9783662050781 |
ISBN-13 | : 3662050781 |
Rating | : 4/5 (781 Downloads) |
Download or read book Numerical Optimization written by Joseph-Frédéric Bonnans and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.