The Linearization Method for Constrained Optimization (Paperback, Softcover reprint of the original 1st ed. 1994)

Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc. and a wealth of literature is devoted to this subject. The first computer applications involved linear programming problems with simp- le structure and comparatively uncomplicated nonlinear pro- blems: These could be solved readily with the computational power of existing machines, more than 20 years ago. Problems of increasing size and nonlinear complexity made it necessa- ry to develop a complete new arsenal of methods for obtai- ning numerical results in a reasonable time. The lineariza- tion method is one of the fruits of this research of the last 20 years. It is closely related to Newton's method for solving systems of linear equations, to penalty function me- thods and to methods of nondifferentiable optimization. It requires the efficient solution of quadratic programming problems and this leads to a connection with conjugate gra- dient methods and variable metrics. This book, written by one of the leading specialists of optimization theory, sets out to provide - for a wide readership including engineers, economists and optimization specialists, from graduate student level on - a brief yet quite complete exposition of this most effective method of solution of optimization problems.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Series in Computational Mathematics, 22
Release date:	March 2013
First published:	1994
Translators:	S.S. Wilson
Authors:	Boris N. Pshenichnyj
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	150
Edition:	Softcover reprint of the original 1st ed. 1994
ISBN-13:	978-3-642-63401-7
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Science & Mathematics > Mathematics > Numerical analysis Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers
LSN:	3-642-63401-X
Barcode:	9783642634017

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