Practical optimization / Philip E. Gill, Walter Murray, Margaret H. Wright.

Format:

Book

Author/Creator:

Gill, Philip E., author.

Murray, Walter, author.

Wright, Margaret H., author.

Contributor:

Society for Industrial and Applied Mathematics, publisher.

Series:

Classics in applied mathematics ; 81.

Classics in applied mathematics ; 81

Language:

English

Subjects (All):

Mathematical optimization.

Physical Description:

1 PDF (xx, 401 pages) : illustrations.

Place of Publication:

Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2019]

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

In the intervening years since this book was published in 1981, the field of optimization has been exceptionally lively. This fertility has involved not only progress in theory, but also faster numerical algorithms and extensions into unexpected or previously unknown areas such as semidefinite programming. Despite these changes, many of the important principles and much of the intuition can be found in this Classics version of Practical Optimization. This book provides model algorithms and pseudocode, useful tools for users who prefer to write their own code as well as for those who want to understand externally provided code; presents algorithms in a step-by-step format, revealing the overall structure of the underlying procedures and thereby allowing a high-level perspective on the fundamental differences; and contains a wealth of techniques and strategies that are well suited for optimization in the twenty-first century and particularly in the now-flourishing fields of data science, "big data," and machine learning.

Contents:

Fundamentals

Optimality conditions

Unconstrained methods

Linear constraints

Nonlinear constraints

Modelling

Practicalities.

Notes:

Originally published: London ; New York : Academic Press, 1981.

Includes bibliographical references and index.

Description based on title page of print version.

ISBN:

1-61197-560-3

OCLC:

1124079674

Publisher Number:

CL81 SIAM