Bonnans / Gilbert / Lemarechal Numerical Optimization

Theoretical and Practical Aspects
Erscheinungsjahr 2013
ISBN: 978-3-662-05078-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 423 Seiten, Web PDF

Reihe: Universitext

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Bonnans, Joseph-Frédéric

Gilbert, Jean Charles

Lemarechal, Claude

Sagastizábal, Claudia A.

Inhaltsverzeichnis

1 General Introduction.- 2 Basic Methods.- 3 Line-Searches.- 4 Newtonian Methods.- 5 Conjugate Gradient.- 6 Special Methods.- 7 Some Theory of Nonsmooth Optimization.- 8 Some Methods in Nonsmooth Optimization.- 9 Bundle Methods. The Quest of Descent.- 10 Decomposition and Duality.- 11 Background.- 12 Local Methods for Problems with Equality Constraints.- 13 Local Methods for Problems with Equality and Inequality Constraints.- 14 Exact Penalization.- 15 Globalization by Line-Search.- 16 Quasi-Newton Versions.- 17 Linearly Constrained Optimization and Simplex Algorithm.- 18 Linear Monotone Complementarity and Associated Vector Fields.- 19 Predictor-Corrector Algorithms.- 20 Non-Feasible Algorithms.- 21 Self-Duality.- 22 One-Step Methods.- 23 Complexity of Linear Optimization Problems with Integer Data.- 24 Karmarkar’s Algorithm.- References.

Über Autor(innen)

The four authors are leading international specialists in various branches of nonlinear optimization (one of them received the Dantzig Prize). They are working - or have worked - at INRIA, the French National Institute for Research in Computer Science and Control, and they also teach in various universities and "Grandes Écoles". All of them continually collaborate with industry on problems dealing with optimization, in fields such as energy management, geoscience, life sciences, etc.