This volume presents recent advances in continuous optimization; it is authored by four well-known experts in the field and presents classical as well as advanced material on currently active research areas, such as: the family of Sequential Quadratic Programming methods for local constrained optimization, the study of Global Optimization by means of (non-convex) standard quadratic problems, Nonsmooth Optimization, and recent advances in Interior Point Methods for nonlinear optimization. The book is intended as a reference work for advanced research in the field of optimization theory and methods.
Author(s): Immanuel M. Bomze, Vladimir F. Demyanov, Roger Fletcher, Tamás Terlaky (auth.), Gianni Di Pillo, Fabio Schoen (eds.)
Series: Lecture Notes in Mathematics 1989
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2010
Language: English
Pages: 279
Tags: Operations Research, Mathematical Programming; Optimization
Front Matter....Pages i-xiii
Global Optimization: A Quadratic Programming Perspective....Pages 1-53
Nonsmooth Optimization....Pages 55-163
The Sequential Quadratic Programming Method....Pages 165-214
Interior Point Methods for Nonlinear Optimization....Pages 215-276
Back Matter....Pages 277-289