Constrained Optimization and Lagrange Multiplier Methods
By addebook • Nov 14th, 2008 • Category: Mathematics •
•
Constrained Optimization and Lagrange Multiplier Methods (Optimization and Neural Computation Series)
by Dimitri P. Bertsekas
Constrained Optimization and Lagrange Multiplier Methods (Optimization and Neural Computation Series)
By Dimitri P. Bertsekas
Publisher: Athena Scientific
Number Of Pages: 410
Publication Date: 1996-01-01
ISBN-10 / ASIN: 1886529043
ISBN-13 / EAN: 9781886529045
Binding: Paperback
This reference textbook, first published in 1982 by Academic Press, remains the authoritative and comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods. Among its special features, the book: 1) treats extensively augmented Lagrangian methods, including an exhaustive analysis of the associated convergence and rate of convergence properties 2) develops comprehensively sequential quadratic programming and other Lagrangian methods 3) provides a detailed analysis of differentiable and nondifferentiable exact penalty methods 4) presents nondifferentiable and minimax optimization methods based on smoothing 5) contains much in depth research not found in any other textbook
Review :
“This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides the reader through complicated areas of numerical optimization. This is achieved by carefully explaining and illustrating (by figures, if necessary) the underlying principles and theory. Second, he provides extensive guidance on the merits of various types of methods. This is expremely useful to practitioners. Finally, this is truly a state of the art book on numerical optimization.”
S. Zlobec, McGill University, in SIAM Review
Please Login or Register to read the rest of this content.
Related Posts
