Optimization—Theory and Practice

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Springer Science & Business Media, Jul 16, 2010 - Mathematics - 402 pages
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Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science.

This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.

The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.

 

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Contents

1 Introduction
1
2 Optimality Conditions
35
3 Unconstrained Optimization Problems
87
4 Linearly Constrained Optimization Problems
151
5 Nonlinearly Constrained Optimization Problems
213
6 InteriorPoint Methods for Linear Optimization
241
7 Semidefinite Optimization
299
8 Global Optimization
341
Appendices
365
Bibliography
383
Index of Symbols
391
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About the author (2010)

Dr. Wilhelm Forst is a professor in the Department of Numerical Analysis at the University of Ulm, Germany.

Dr. Dieter Hoffmann is a professor at the University of Konstanz, Germany.

Drs. Forst and Hoffman previously co-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).