Numerical Optimization

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Springer Science & Business Media, Jan 1, 1999 - Mathematics - 636 pages
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Presents a comprehensive & up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science & business by focusing on the methods that are best suited to practical problems. Drawing on their experiences in teaching, research & consulting, the authors have produced a textbook that will be of interest to students & practitioners alike. Each chapter begins with the basic concepts & builds up gradually to the best techniques currently available.
  

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Contents

Introduction
1
Fundamentals of Unconstrained Optimization
11
Line Search Methods
35
TrustRegion Methods
65
Conjugate Gradient Methods
101
Practical Newton Methods
135
Notes and References
162
Notes and References
189
Theory of Constrained Optimization
315
The Simplex Method
363
InteriorPoint Methods
395
Fundamentals of Algorithms for Nonlinear Cons trained Optimization
420
Penalty Barrier and Augmented Lagrangian Methods
491
Sequential Quadratic Programming
529
Elements of Analysis Geometry Topology
577
Elements of Linear Algebra
593

Notes and References
219
Nonlinear LeastSquares Problems
251
Nonlinear Equations
277

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About the author (1999)

Stephen J. Wright is Professor in the Computer Sciences Department at the University of Wisconsin, Madison.

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