Optimization: Algorithms and Consistent Approximations
β Scribed by Polak E.
- Year
- 1997
- Tongue
- English
- Leaves
- 216
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book covers algorithms and discretization procedures for the solution of nonlinear programming, semi-infinite optimization, and optimal control problems. Among the important features included are a theory of algorithms represented as point-to-set maps; the treatment of finite- and infinite-dimensional min-max problems with and without constraints; a theory of consistent approximations dealing with the convergence of approximating problems and master algorithms that call standard nonlinear programming algorithms as subroutines, which provides a framework for the solution of semi-infinite optimization, optimal control, and shape optimization problems with very general constraints; and the completeness with which algorithms are analyzed. Chapter 5 contains mathematical results needed in optimization from a large assortment of sources. Graduate students, university teachers, and optimization practitioners in applied mathematics, engineering, and economics will find this book useful.
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