This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization. It begins with a summary of classical results on unconstrained optimization, followed by a wealth of applications from a diverse mix of fields, e.g. location analysis, traffic planning, and water quality management, to name but a few. In turn, the book presents a formal description of optimality conditions, followed by an in-depth discussion of the main solution techniques. Each method is formally described, and then fully solved using a numerical example.
This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization. It begins with a summary of classical results on unconstrained optimization, followed by a wealth of applications from a diverse mix of fields, e.g. location analysis, traffic planning, and water quality management, to name but a few. In turn, the book presents a formal description of optimality conditions, followed by an in-depth discussion of the main solution techniques. Each method is formally described, and then fully solved using a numerical example.
Presents a broad range of nonlinear programming applications from a diverse mix of fields Includes an in-depth discussion of the main solution techniques Each method is formally described, and then fully solved using a numerical example
H. A. Eiselt
Deterministic models Karush-Kuhn-Tucker conditions Nonlinear programming Single-variable unconstrained optimization Multiple-variable unconstrained optimization Portfolio selection applications Water quality management applications Economic planning applications Production planning applications Traffic planning applications Nonlinear regression and curve fitting Location applications Reference point programming with Euclidian distance Optimality conditions and duality Barrier and penalty methods
“This book may be very useful as a textbook for nonlinear optimization courses.” (Juan Enrique Martinez-Legaz, zbMATH 1498.90001, 2022)
“This textbook presents a nice, well-written overview on solution methods and practical applications of unconstrained and (linearly and nonlinearly) constrained optimization problems.” (Jan-J. Rückmann, Mathematical Reviews, August, 2020)