Numerical Optimization: Theoretical and Practical Aspects

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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. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.

Author(s): Joseph-Frédéric Bonnans, Jean Charles Gilbert, Claude Lemarechal, Claudia A. Sagastizábal
Series: Universitext
Edition: 2nd
Publisher: Springer
Year: 2006

Language: English
Pages: 490