Numerical Optimization: Theoretical and Practical Aspects

✍ Scribed by J. Frédéric Bonnans, J. Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal (auth.)

• Publisher: Springer
• Year: 2003
• Tongue: English
• Category: Library

✦ Table of Contents

Front Matter....Pages I-XIII
Front Matter....Pages 1-1
General Introduction....Pages 3-20
Front Matter....Pages 21-23
Basic Methods....Pages 25-35
Line-Searches....Pages 37-50
Newtonian Methods....Pages 51-66
Conjugate Gradient....Pages 67-76
Special Methods....Pages 77-90
Front Matter....Pages 91-93
Some Theory of Nonsmooth Optimization....Pages 95-100
Some Methods in Nonsmooth Optimization....Pages 101-116
Bundle Methods. The Quest of Descent....Pages 117-136
Decomposition and Duality....Pages 137-148
Front Matter....Pages 149-155
Background....Pages 157-168
Local Methods for Problems with Equality Constraints....Pages 169-202
Local Methods for Problems with Equality and Inequality Constraints....Pages 203-215
Exact Penalization....Pages 217-233
Globalization by Line-Search....Pages 235-264
Quasi-Newton Versions....Pages 265-281
Front Matter....Pages 283-289
Linearly Constrained Optimization and Simplex Algorithm....Pages 291-306
Linear Monotone Complementarity and Associated Vector Fields....Pages 307-328
Predictor-Corrector Algorithms....Pages 329-344
Non-Feasible Algorithms....Pages 345-356
Front Matter....Pages 283-289
Self-Duality....Pages 357-366
One-Step Methods....Pages 367-382
Complexity of Linear Optimization Problems with Integer Data....Pages 383-388
Karmarkar’s Algorithm....Pages 389-395
Back Matter....Pages 397-423

✦ Subjects

Computational Intelligence