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Nonlinear programming : sequential unconstrained minimization techniques / Anthony V. Fiacco, Garth P. McCormick.
- Format:
- Book
- Author/Creator:
- Fiacco, Anthony V.
- Series:
- Classics in applied mathematics ; 4.
- Classics in applied mathematics ; 4
- Language:
- English
- Subjects (All):
- Nonlinear programming.
- Mathematical optimization.
- Algorithms.
- Physical Description:
- 1 electronic text (xvi, 210 p.) : ill., digital file.
- Place of Publication:
- Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1990.
- Language Note:
- English
- System Details:
- Mode of access: World Wide Web.
- System requirements: Adobe Acrobat Reader.
- Summary:
- Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.
- Contents:
- Chapter 1. Introduction
- Chapter 2. Mathematical programming theory
- Chapter 3. Interior point unconstrained minimization techniques
- Chapter 4. Exterior point unconstrained minimization techniques
- Chapter 5. Extrapolation in unconstrained minimization techniques
- Chapter 6. Convex programming
- Chapter 7. Other unconstrained minimization techniques
- Chapter 8. Computational aspects of unconstrained minimization algorithms
- Author index
- Subject index.
- Notes:
- "This SIAM edition is an unabridged, corrected republication of the work first published by Research Analysis Corporation, McLean, Virginia"--T.p. verso.
- Includes bibliographical references (p. 196-201) and indexes.
- Title from title screen, viewed 04/05/2011.
- ISBN:
- 1-61197-131-4
- Publisher Number:
- CL04 SIAM
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