Introduction to Optimization Methods

Adby, Paul R.; Dempster, M. A. H.

ISBN 10: 0412110407 / ISBN 13: 9780412110405

Editore: Chapman and Hall, 1974

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Series: Chapman and Hall Mathematics Series (Closed). Num Pages: 214 pages, biography. BIC Classification: PBK. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 140 x 11. Weight in Grams: 280. . 1974. Paperback. . . . . Books ship from the US and Ireland.

Codice articolo V9780412110405

Dati bibliografici

• Titolo: Introduction to Optimization Methods
• Editore: Chapman and Hall
• Data di pubblicazione: 1974
• Lingua: Inglese
• ISBN 10: 0412110407
• ISBN 13: 9780412110405
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

Riassunto

The second half of the book describes fully important algorithms in current use such as variable metric methods for unconstrained problems and penalty function methods for constrained problems.

Contenuti

1 The optimization problem.- 1.1 Introduction.- 1.2 Problem definition.- 1.3 Optimization in one dimension.- 1.4 Optimization in n dimensions.- 2 Single variable optimization.- 2.1 Review of methods.- 2.2 The Fibonacci search.- 2.3 The Golden Section search.- 2.4 The Algorithm of Davies, Swann, and Campey.- 3 Multi-variable optimization.- 3.1 Introduction.- 3.2 Search methods.- 3.3 Gradient methods.- 4 Advanced methods.- 4.1 Introduction.- 4.2 General considerations.- 4.3 Advanced search methods.- 4.4 Advanced gradient methods.- 4.5 Minimax methods.- 5 Constrained optimization.- 5.1 Introduction.- 5.2 The Kuhn-Tucker conditions.- 5.3 Constrained optimization techniques.- 5.4 Direct search methods with constraints.- 5.5 Small step gradient methods.- 5.6 Sequential unconstrained methods.- 5.7 Large step gradient methods.- 5.8 Lagrangian methods.- 5.9 General considerations.- 5.10 Conclusion.- References.- Further reading.