Practical Augmented Lagrangian Methods for Constrained Optimization: 10 (Fundamentals of Algorithms, Series Number 10) - Tapa blanda

Birgin, Ernesto G.; Martinez, José Mario

 
9781611973358: Practical Augmented Lagrangian Methods for Constrained Optimization: 10 (Fundamentals of Algorithms, Series Number 10)
Tapa blanda
ISBN 10: 161197335X ISBN 13: 9781611973358
Editorial: Society for Industrial and Applied Mathematics, 2014

Sinopsis

Augmented Lagrangian techniques for the solution of practical constrained optimization problems are the focus of this book, which gives a thorough account of both theory and applications. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by prioritizing results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result. In addition, they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications. This book is aimed at engineers, physicists, chemists, and other practitioners interested in full access to comprehensive and well-documented software for large-scale optimization, as well as up-to-date convergence theory and its practical consequences. It will also be of interest to graduate and advanced undergraduate students in mathematics, computer science, applied mathematics, optimization, and numerical analysis.

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Acerca de los autores

Ernesto Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of São Paulo. He is a member of the editorial boards of the Journal of Global Optimization, Computational and Applied Mathematics, the Bulletin of Computational Applied Mathematics, Pesquisa Operacional, and Trends in Applied and Computational Mathematics. He has published over 50 papers on computational optimization and applications.

José Mario Martínez is a professor in the Department of Applied Mathematics at the University of Campinas, Brazil. He is a member of the Brazilian Academy of Sciences, former Editor in Chief of Computational and Applied Mathematics, a member of the editorial board of Numerical Algorithms, and the author of over 150 papers on numerical mathematics, optimization, and applications.

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Editorial
Society for Industrial and Applied Mathematics
Año de publicación
2014
Idioma
Inglés
ISBN 10 
161197335X
ISBN 13 
9781611973358
Encuadernación
Tapa blanda
Número de páginas
230
Contacto del fabricante
no disponible
Persona responsable
no disponible