Numerical Methods and Optimization: An Introduction

Content: Basics Preliminaries Sets and Functions Fundamental Theorem of Algebra Vectors and Linear (Vector) Spaces Matrices and Their Properties Preliminaries from Real and Functional Analysis Numbers and Errors Conversion between Different Number Systems Floating Point Representation of Numbers Definitions of Errors Round-off Errors Numerical Methods for Standard Problems Elements of Numerical Linear Algebra Direct Methods for Solving Systems of Linear Equations Iterative Methods for Solving Systems of Linear Equations Overdetermined Systems and Least Squares Solution Stability of a Problem Computing Eigenvalues and Eigenvectors Solving Equations Fixed Point Method Bracketing Methods Newton's Method Secant Method Solution of Nonlinear Systems Polynomial Interpolation Forms of Polynomials Polynomial Interpolation Methods Theoretical Error of Interpolation and Chebyshev Polynomials Numerical Integration Trapezoidal Rule Simpson's Rule Precision and Error of Approximation Composite Rules Using Integrals to Approximate Sums Numerical Solution of Differential Equations Solution of a Differential Equation Taylor Series and Picard's Methods Euler's Method Runge-Kutta Methods Systems of Differential Equations Higher-Order Differential Equations Introduction to Optimization Basic Concepts Formulating an Optimization Problem Mathematical Description Local and Global Optimality Existence of an Optimal Solution Level Sets and Gradients Convex Sets, Functions, and Problems Complexity Issues Algorithms and Complexity Average Running Time Randomized Algorithms Basics of Computational Complexity Theory Complexity of Local Optimization Optimal Methods for Nonlinear Optimization Introduction to Linear Programming Formulating a Linear Programming Model Examples of LP Models Practical Implications of Using LP Models Solving Two-Variable LPs Graphically Classification of LPs The Simplex Method for Linear Programming The Standard Form of LP The Simplex Method Geometry of the Simplex Method The Simplex Method for a General LP The Fundamental Theorem of LP The Revised Simplex Method Complexity of the Simplex Method Duality and Sensitivity Analysis in Linear Programming Defining the Dual LP Weak Duality and the Duality Theorem Extracting an Optimal Solution of the Dual LP from an Optimal Tableau of the Primal LP Correspondence between the Primal and Dual LP Types Complementary Slackness Economic Interpretation of the Dual LP Sensitivity Analysis Unconstrained Optimization Optimality Conditions Optimization Problems with a Single Variable Algorithmic Strategies for Unconstrained Optimization Method of Steepest Descent Newton's Method Conjugate Direction Method Quasi-Newton Methods Inexact Line Search Constrained Optimization Optimality Conditions Duality Projected Gradient Methods Sequential Unconstrained Minimization Notes and References Bibliography Index