Numerical Optimization: Theoretical and Practical Aspects

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Springer Science & Business Media, Oct 6, 2006 - Mathematics - 494 pages
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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.

 

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Contents

I
3
III
5
IV
10
V
12
VI
14
VII
16
VIII
19
IX
24
LXXXIX
222
XC
227
XCI
230
XCII
235
XCIII
243
XCIV
245
XCV
250
XCVI
252

XI
26
XII
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XIII
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XIV
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XV
34
XVI
37
XVIII
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XIX
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XX
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XXI
47
XXII
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XXIII
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XXIV
51
XXVI
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XXVII
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XXVIII
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XXIX
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XXX
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XXXI
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XXXII
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XXXIII
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XXXV
69
XXXVI
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XXXVIII
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XXXIX
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XL
75
XLI
77
XLIII
82
XLIV
84
XLV
86
XLVI
88
XLVII
95
XLVIII
97
L
99
LI
100
LII
101
LIII
102
LIV
103
LV
109
LVII
111
LVIII
116
LIX
119
LXI
120
LXII
126
LXIII
137
LXV
140
LXVI
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LXVII
160
LXIX
172
LXX
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LXXII
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LXXIII
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LXXIV
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LXXVI
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LXXVIII
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LXXIX
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LXXX
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LXXXI
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LXXXII
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LXXXIV
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LXXXV
213
LXXXVI
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LXXXVII
215
LXXXVIII
216
XCVII
254
XCVIII
256
XCIX
259
C
264
CI
267
CII
270
CIV
271
CV
274
CVI
275
CVII
279
CVIII
284
CIX
285
CX
289
CXI
291
CXII
298
CXIII
307
CXIV
316
CXV
320
CXVI
321
CXVII
323
CXIX
327
CXX
331
CXXI
340
CXXII
353
CXXIV
356
CXXV
364
CXXVI
368
CXXVII
370
CXXIX
373
CXXX
382
CXXXI
389
CXXXII
393
CXXXIII
395
CXXXIV
396
CXXXV
398
CXXXVI
402
CXXXVII
406
CXXXVIII
408
CXXXIX
409
CXL
411
CXLI
419
CXLII
422
CXLIII
424
CXLIV
429
CXLV
431
CXLVI
433
CXLVII
434
CXLVIII
435
CXLIX
436
CL
437
CLI
450
CLII
451
CLIII
452
CLIV
453
CLV
455
CLVI
456
CLVII
457
CLVIII
459
CLIX
460
CLX
463
CLXI
465
CLXII
485
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About the author (2006)

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.