Linearization Method for Constrained Optimization

Name: Linearization Method for Constrained Optimization
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642634017
Price: 50.14 EUR
Availability: InStock

Autor: Boris N. Pshenichnyj

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnosť: Skladom u dodávateľa

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Techniques of optimization are applied in many problems in economics, automatic control, engineering...

Informácie o knihe

Autor

Boris N. Pshenichnyj

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

150

EAN

9783642634017

ISBN

364263401X

Enbook ID

07049428

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

260

Rozmery

155 x 235 x 10

Kompletný popis

Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc. and a wealth of literature is devoted to this subject. The first computer applications involved linear programming problems with simp- le structure and comparatively uncomplicated nonlinear pro- blems: These could be solved readily with the computational power of existing machines, more than 20 years ago. Problems of increasing size and nonlinear complexity made it necessa- ry to develop a complete new arsenal of methods for obtai- ning numerical results in a reasonable time. The lineariza- tion method is one of the fruits of this research of the last 20 years. It is closely related to Newton's method for solving systems of linear equations, to penalty function me- thods and to methods of nondifferentiable optimization. It requires the efficient solution of quadratic programming problems and this leads to a connection with conjugate gra- dient methods and variable metrics. This book, written by one of the leading specialists of optimization theory, sets out to provide - for a wide readership including engineers, economists and optimization specialists, from graduate student level on - a brief yet quite complete exposition of this most effective method of solution of optimization problems.

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Linearization Method for Constrained Optimization

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