Covers classical optimization notions from calculus and proceeds smoothly to a study of convex functions. This book offers material on basic numerical methods, least squares, Karush-Kuhn-Tucker theory, penalty functions, and Lagrange multipliers. It includes many exercises chosen to highlight the fundamental ideas. Series: Undergraduate Texts in Mathematics. Num Pages: 286 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 17. Weight in Grams: 586. . 1993. 1st ed. 1988. Corr. 2nd printing 1993. Hardback. . . . .

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Titolo: The Mathematics Of Nonlinear Programming
Editore: Springer-Verlag New York Inc.
Data di pubblicazione: 1993
Lingua: Inglese
ISBN 10: 0387966145
ISBN 13: 9780387966144
Rilegatura: Rilegato
Edizione: prima edizione
Condizione: New

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Riassunto

Nonlinear programming provides an excellent opportunity to explore an interesting variety of pure and solidly applicable mathematics, numerical analysis, and computing. This text develops some of the ideas and techniques involved in the optimization methods using calculus, leading to the study of convexity. This is followed by material on basic numerical methods, least squares, the Karush-Kuhn-Tucker theorem, penalty functions, and Lagrange multipliers. The authors have aimed their presentation at the student who has a working knowledge of matrix algebra and advanced calculus, but has had no previous exposure to optimization.

Contenuti

Preface; 1: Unconstrained Optimization via Calculus; 2: Convex and Convex Functions; 3: Iterative Methods for Unconstrained Optimization; 4: Least Squares Optimization; 5: Convex Programming and the Karush-Kuhn-Tucker Conditions; 6: Penalty Methods; 7: Optimization with Equality Constraints; Index

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