Numerical Optimization

Theoretical and Practical Aspects

By: Claude Lemarechal, Joseph-Frederic Bonnans, Jean Charles Gilbert, Claudia A. Sagastizabal

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Paperback | 20 September 2006 | Edition Number 2

At a Glance

Paperback
512 Pages

Edition Type
Revised

Dimensions(cm)
15.7 x 23.5 x 3.2

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$139.00

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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.

Industry Reviews

From the reviews of the second edition:

"This volume is a collection of four coordinated monographs on topics in numerical optimization. ... the four sections of the book fit together to provide a broad survey of methods for numerical optimization at an advanced level. ... this book should be of interest to advanced graduate students and researchers working in numerical optimization." (Brian Borchers, MathDL, March, 2007)

"More realistic application problems are introduced with the emphasis on outlining a typical modeling process in more detail. ... the presentation of theoretical results on nonsmooth optimization is reorganized and contains now a new subsection with convergence results. The book provides an excellent basis for studying optimization theory and algorithms, especially for nonsmooth optimization. Additional case studies, availability of computer codes, and exercises improve the understanding of numerical algorithms and the practical problem solving process. In summary, the second edition significantly improves the first one." (Klaus Schittkowski, Zentralblatt MATH, Vol. 1108 (10), 2007)

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You Can Find This Book In

Non-Fiction Business & Management Operational Research Computing & I.T.Computer Science Mathematics Optimisation Linear Programming Engineering & Technology Technology in General Engineering in General Computer Programming & Software Development

Algorithms & Data Structures Calculus & Mathematical Analysis Databases Data Capture & Analysis Applied Mathematics

General introduction	p. 3
Basic methods	p. 25
Line-searches	p. 37
Newtonian methods	p. 51
Conjugate gradient	p. 67
Special methods	p. 77
A case study : seismic reflection tomography	p. 97
Introduction to nonsmooth optimization	p. 109
Some methods in nonsmooth optimization	p. 119
Bundle methods : the quest for descent	p. 137
Applications of nonsmooth optimization	p. 161
Computational exercises	p. 183
Background	p. 197
Local methods for problems with equality constraints	p. 215
Local methods for problems with equality and inequality constraints	p. 255
Exact penalization	p. 271
Globalization by line-search	p. 289
Quasi-Newton versions	p. 323
Linearly constrained optimization and simplex algorithm	p. 353
Linear monotone complementarity and associated vector fields	p. 371
Predictor-corrector algorithms	p. 395
Non-feasible algorithms	p. 411
Self-duality	p. 425
One-step methods	p. 435
Complexity of linear optimization problems with integer data	p. 451
Karmarkar's algorithm	p. 457
Table of Contents provided by Blackwell. All Rights Reserved.

Numerical Optimization

Theoretical and Practical Aspects

At a Glance

Paperback

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

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