Nocedal J., Wright S. / Носедаль Дж., Райт С. - Numerical optimization/ Численная оптимицация
Год: 2006
Автор: Jorge Nocedal, Stephen J. Wright
Жанр: Методы оптимизации
Издательство: Springer Science+Business Media, LL
ISBN: 978-0-387-30303-1
Язык: Английский
Формат: PDF
Качество: Изначально компьютерное (eBook)
Количество страниц: 664
Описание:Численная оптимизация представляет собой описание наиболее эффективных и современных методов непрерывной оптимизации. Книга написана под влиянием растущего интереса к оптимизации в области машиностроения, науки и бизнеса, авторы сосредоточили свое внимание на методах, которые подходят для решения практических проблем. "Из-за уклона в сторону практических методов, а так же наличие большого числа иллюстраций и упражнений, книга является доступной для широкой аудитории".
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.
For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.
Оглавление
Preface.-Preface to the Second Edition.-Introduction.-Fundamentals of Unconstrained Optimization.-Line Search Methods.-Trust-Region Methods.-Conjugate Gradient Methods.-Quasi-Newton Methods.-Large-Scale Unconstrained Optimization.-Calculating Derivatives.-Derivative-Free Optimization.-Least-Squares Problems.-Nonlinear Equations.-Theory of Constrained Optimization.-Linear Programming: The Simplex Method.-Linear Programming: Interior-Point Methods.-Fundamentals of Algorithms for Nonlinear Constrained Optimization.-Quadratic Programming.-Penalty and Augmented Lagrangian Methods.-Sequential Quadratic Programming.-Interior-Point Methods for Nonlinear Programming.-Background Material.- Regularization Procedure.
