Numerical OptimizationNumerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side. There is a selected solutions manual for instructors for the new edition. |
Contents
| 1 | |
| 10 | |
CHAPTER 3 Line Search Methods | 30 |
CHAPTER 4 TrustRegion Methods | 66 |
CHAPTER 5 Conjugate Gradient Methods | 101 |
CHAPTER 6 QuasiNewton Methods | 135 |
CHAPTER 7 LargeScale Unconstrained Optimization | 164 |
CHAPTER 8 Calculating Derivatives | 193 |
The Simplex Method | 355 |
InteriorPoint Methods | 392 |
CHAPTER 15 Fundamentals of Algorithms for Nonlinear Constrained Optimization | 421 |
CHAPTER 16 Quadratic Programming | 448 |
CHAPTER 17 Penalty and Augmented Lagrangian Methods | 497 |
CHAPTER 18 Sequential Quadratic Programming | 529 |
CHAPTER 19 InteriorPoint Methodsfor Nonlinear Programming | 563 |
APPENDIX A Background Material | 598 |
CHAPTER 9 DerivativeFree Optimization | 220 |
CHAPTER 10 LeastSquares Problems | 245 |
CHAPTER 11 Nonlinear Equations | 270 |
CHAPTER 12 Theory of Constrained Optimization | 304 |
APPENDIX B A Regularization Procedure | 635 |
| 637 | |
| 653 | |