Numerical optimization
| Main Author: | |
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| Corporate Author: | |
| Other Authors: | , , |
| Format: | Book |
| Language: | English |
| Published: |
New York:
Springer,
c1999
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| Series: | Springer series in operations research
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| Subjects: |
Table of Contents:
- Cover
- Preface
- Table of Contents
- 1. Introduction
- 2. Fundamentals of Unconstrained Optimization
- 3. Line Search Methods
- 4. Trust-Region Methods
- 5. Conjugate Gradient Methods
- 6. Practical Newton Methods
- 7. Calculating Derivatives
- 8. Quasi-Newton Methods
- 9. Large-Scale Quasi-Newton and Partially Separable Optimization
- 10. Nonlinear Least-Squares Problems
- 11. Nonlinear Equations
- 12. Theory of Constrained Optimization
- 13. Linear Programming: The Simplex Method
- 14. Linear Programming: Interior-Point Methods
- 15. Fundamentals of Algorithms for Nonlinear Constrained Optimization
- 16. Quadratic Programming
- 17. Penalty, Barrier, and Augmented Lagrangian Methods
- 18. Sequential Quadratic Programming
- Appendix A
- Background Material
- References