Numerical Optimization
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Beschreibung
The new edition of this book presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It is enhanced by new chapters on nonlinear interior methods and derivative-free methods for optimization.
This is a book for people interested in solving optimization problems. Because of the wide (and growing) use of optimization in science, engineering, economics, and industry, it is essential for students and practitioners alike to develop an understanding of optimization algorithms. Knowledge of the capabilities and limitations of these algorithms leads to a better understanding of their impact on various applications, and points the way to future research on improving and extending optimization algorithms and software. Our goal in this book is to give a comprehensive description of the most powerful, state-of-the-art, techniques for solving continuous optimization problems. By presenting the motivating ideas for each algorithm, we try to stimulate the reader’s intuition and make the technical details easier to follow. Formal mathematical requirements are kept to a minimum. Because of our focus on continuous problems, we have omitted discussion of important optimization topics such as discrete and stochastic optimization.
A comprehensive and up-to-date description of the most effective methods in continuous optimization
Responds to the growing interest in optimization in engineering, science, and business
Updated throughout with new chapters on nonlinear interior methods and derivative-free methods for optimization
Authors have produced a text that is informative, rigorous and pleasant to read
There is a selected solutions manual for instructors for the new edition
Autor*in
Jorge Nocedal
Themen in »Numerical Optimization«
Quasi-Newton method algorithms linear optimization nonlinear optimization optimization quadratic programming
Stimmen zu »Numerical Optimization«
MMOR Mathematical Methods of Operations Research, 2001: "The books looks very suitable to be used in an graduate-level course in optimization for students in mathematics, operations research, engineering, and others. Moreover, it seems to be very helpful to do some self-studies in optimization, to complete own knowledge and can be a source of new ideas.... I recommend this excellent book to everyone who is interested in optimization problems."
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