Introduction to Continuous Optimization

Idioma: inglés

Editorial: Springer, Palgrave Macmillan Apr 2021, 2021

3030687112 / 9783030687113

Serie: Libro 163 de 176 - Springer Optimization and Its Applications

Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000

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This item is printed on demand - Print on Demand Titel. Neuware -This self-contained monograph presents the reader with an authoritative view of Continuous Optimization, an area of mathematical optimization that has experienced major developments during the past 40 years. The book contains results which have not yet been covered in a systematic way as well as a summary of results on NR theory and methods developed over the last several decades. The readership is aimed to graduate students in applied mathematics, computer science, economics, as well as researchers working in optimization and those applying optimization methods for solving real life problems. Sufficient exercises throughout provide graduate students and instructors with practical utility in a two-semester course in Continuous Optimization.The topical coverage includes interior point methods, self-concordance theory and related complexity issues, first and second order methods with accelerated convergence, nonlinear rescaling (NR) theory and exterior point methods, just to mention a few. The book contains a unified approach to both interior and exterior point methods with emphasis of the crucial duality role. One of the main achievements of the book shows what makes the exterior point methods numerically attractive and why.The book is composed in five parts. The first part contains the basics of calculus, convex analysis, elements of unconstrained optimization, as well as classical results of linear and convex optimization. The second part contains the basics of self-concordance theory and interior point methods, including complexity results for LP, QP, and QP with quadratic constraint, semidefinite and conic programming. In the third part, the NR and Lagrangian transformation theories are considered and exterior point methods are described. Three important problems in finding equilibrium are considered in the fourth part. In the fifth and final part of the book, several important applications arising in economics, structural optimization, medicine, statistical learning theory, and more, are detailed. Numerical results, obtained by solving a number of real life and test problems, are also provided.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 560 pp. Englisch.…

N° de ref. del artículo 9783030687113

Título
Introduction to Continuous Optimization
Autor
Roman A. Polyak
Editorial
Springer, Palgrave Macmillan Apr 2021
Año de publicación
2021
Estado
Neu
Encuadernación
Buch
Idioma
inglés
ISBN 10
3030687112
ISBN 13
9783030687113
Peso del artículo
998 gramos
Dimensiones
241x160x36 mm
Serie
Libro 163 de 176: Springer Optimization and Its Applications

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Emtmannsberg, BAYE, Alemania

Vendedor de 5 estrellas

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