|
Showing 1 - 1 of
1 matches in All Departments
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.
|
You may like...
Loot
Nadine Gordimer
Paperback
(2)
R398
R330
Discovery Miles 3 300
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.