Sequential Quadratic Programming

nexusstc/Sequential Quadratic Programming/4992ab0a5a7560fe2f8ef9f12f9b8f0b.pdf

Sequential Quadratic Programming 🔍

Jorge Nocedal; Stephen Wright Springer, Springer Series in Operations Research and Financial Engineering

English [en] · Latin [la] · PDF · 0.4MB · 1999 · 🤨 Other · nexusstc/scihub · Save

description

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.

Alternative filename

scihub/10.1007/0-387-22742-3_18.pdf

Alternative title

Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

Alternative author

Nocedal, Jorge, Wright, Stephen

Alternative publisher

Copernicus

Alternative publisher

Telos

Alternative edition

Springer series in operations research, Corr. 2. printing, New York, NY, 2000

Alternative edition

Springer series in operations research, New York, New York State, 1999

Alternative edition

Springer Nature (Textbooks & Major Reference Works), New York, 1999

Alternative edition

1st. ed. 1999. Corr. 2nd printing, 2000-04-28

Alternative edition

United States, United States of America

metadata comments

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metadata comments

Includes bibliographical references (p. [611]-623) and index.

Alternative description

"Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems."--BOOK JACKET.
"Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field."--BOOK JACKET.

Alternative description

Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Alternative description

'Numerical Optimization' presents a comprehensive description of the effective methods in continuous optimization. The book includes chapters on nonlinear interior methods & derivative-free methods for optimization. It is useful for graduate students, researchers and practitioners

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