Introduction to nonlinear optimization : theory, algorithms, and applications with MATLAB / Amir Beck, Technion-Israel Institute of Technology, Kfar Saba, Israel.

Format:

Book

Author/Creator:

Beck, Amir, author.

Contributor:

Society for Industrial and Applied Mathematics, publisher.

Series:

MOS-SIAM series on optimization.

MOS-SIAM series on optimization

Language:

English

Subjects (All):

MATLAB.

Mathematical optimization.

Nonlinear theories.

Physical Description:

1 PDF (x, 282 pages).

Place of Publication:

Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2014.

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems--and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation.

Contents:

Mathematical preliminaries

Optimality conditions for unconstrained optimization

Least squares

The gradient method

Newton's method

Convex sets

Convex functions

Convex optimization

Optimization over a convex set

Optimality conditions for linearly constrained problems

The KKT conditions

Duality.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references and index.

Title from title screen, viewed 9/10/2014.

ISBN:

1-5231-0938-6

1-61197-365-1

OCLC:

890593887

Publisher Number:

MO19 SIAM