Linear and Nonlinear Optimization: Second Edition

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SIAM, Mar 26, 2009 - Mathematics - 742 pages
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Provides an introduction to the applications, theory, and algorithms of linear and nonlinear optimization. The emphasis is on practical aspects - discussing modern algorithms, as well as the influence of theory on the interpretation of solutions or on the design of software. The book includes several examples of realistic optimization models that address important applications. The succinct style of this second edition is punctuated with numerous real-life examples and exercises, and the authors include accessible explanations of topics that are not often mentioned in textbooks, such as duality in nonlinear optimization, primal-dual methods for nonlinear optimization, filter methods, and applications such as support-vector machines. The book is designed to be flexible. It has a modular structure, and uses consistent notation and terminology throughout. It can be used in many different ways, in many different courses, and at many different levels of sophistication.
 

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Contents

OT108_ch1
3
OT108_ch2
43
OT108_ch3
77
OT108_ch4
97
OT108_ch5
125
OT108_ch6
173
OT108_ch7
213
OT108_ch8
271
OT108_ch12
401
OT108_ch13
451
OT108_ch14
483
OT108_ch15
549
OT108_ch16
601
OT108_appa
661
OT108_appb
691
OT108_appc
703

OT108_ch9
301
OT108_ch10
319
OT108_ch11
357

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About the author (2009)

Igor Griva is an Assistant Professor in the Department of Computational and Data Science and the Department of Mathematical Sciences at George Mason University. His research focuses on the theory and methods of nonlinear optimization and their application to problems in science and engineering.Stephen G. Nash is a Professor of Systems Engineering and Operations Research at George Mason University. His research focuses on scientific computing, especially nonlinear optimization, along with related interests in statistical computing and optimal control.Ariela Sofer is Professor and Chair of the Systems Engineering and Operations Research Department at George Mason University. Her major areas of interest are nonlinear optimization and optimization in biomedical applications.

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