Cerf Optimization techniques I

Continuous optimization
1. Auflage 2023
ISBN: 978-2-7598-3164-7
Verlag: De Gruyter
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 482 Seiten

This book in two volumes provides an overview of continuous, discrete and functional optimization techniques. This first volume is devoted to continuous optimization, which deals with problems with real variables, without or with constraints. After a reminder of the optimality conditions and their geometrical interpretation, the topics covered are:-gradient-free algorithms that can be applied to any type of function;-unconstrained algorithms based on Newton-type descent methods;-algorithms with constraints: penalization, primal, dual and primal-dual methods;-linear programming with the simplex method and interior point methods. The emphasis is on understanding the principles rather than on mathematical rigor. Each concept or algorithm is accompanied by a detailed example to help you grasp the main ideas. This book is the result of 30 years of experience and is intended for students, researchers and engineers wishing to acquire a general knowledge in the field of optimization.This book is the English translation of 'Techniques d'optimisation tomes 1 et 2' which was part of the final selection of 'Prix Roberval 2023' in the 'Higher Education' category.

Autoren/Hrsg.

Cerf, Max

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Über Autor(innen)

Contributor: Max Cerf Max CERF est ingénieur à Ariane Group depuis 1990. Ses activités portent sur l’optimisation des trajectoires et véhicules de transport spatial. Ancien élève de l’Ecole Centrale de Paris (1989), il est titulaire d’une habilitation à diriger des recherches (2019) et exerce des fonctions d’enseignement à l’université. Il a reçu le grade de Chevalier de l’Ordre National du Mérite (2015).