Differentiable Optimization and Equation Solving
A Treatise on Algorithmic Science and the Karmarkar Revolution
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Beschreibung
This book gives an overview of the dramatic reorganization that has occurred during the last decade in one area of mathematical programming and numerical computation: algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. The reader is assumed to be familiar with advanced calculus, numerical analysis, the theory and algorithms of linear and nonlinear programming, and the fundamentals of computer science. Thus, this monograph is intended for researchers in optimization and advanced graduate students. But others will find the ideas to be of interest as well.
Includes supplementary material: sn.pub/extras
Autor*in
John L. Nazareth
Themen in »Differentiable Optimization and Equation Solving«
algorithms complexity linear algebra linear optimization nonlinear optimization optimization
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From the reviews:
...beautifully done, well organized, and a valuable reference book on the subject.
- George Dantzig, Stanford University
Nazareth has written an excellent book that includes both introductory and advanced topics. It provides a description of many of the techniques in this area. In addition, the book is sprinkled with beautiful analogies and insights. These insights make this book an interesting read and a learning experience for both the novice and the expert.
- Henry Wolkowicz, Notes of the Canadian Mathematical Society
“This monograph brings together research that was published by the author in several journal papers. It tells an intriguing story of the mechanism that unifies and differentiates between the multitude of algorithms that were developed in the pre and post Karmarkar period. The reader is supposed to be familiar with advanced calculus, numerical analysis, and computer science. … it is aiming at researchers and advanced students. The text is written with the greatest care, a scholar example op clear mathematical writing.” (Adhemar Bultheel, Bulletin of the Belgian Mathematical Society, 2007)
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