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Optimization


Author : Kenneth Lange
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-19


PDF Download Optimization Books For free written by Kenneth Lange and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-19 with Mathematics categories.


Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students’ skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in applied mathematics, computational biology, computer science, economics, and physics who want to see rigorous mathematics combined with real applications. In this second edition the emphasis remains on finite-dimensional optimization. New material has been added on the MM algorithm, block descent and ascent, and the calculus of variations. Convex calculus is now treated in much greater depth. Advanced topics such as the Fenchel conjugate, subdifferentials, duality, feasibility, alternating projections, projected gradient methods, exact penalty methods, and Bregman iteration will equip students with the essentials for understanding modern data mining techniques in high dimensions.

Introduction To Global Optimization


Author : R. Horst
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-12-31


PDF Download Introduction To Global Optimization Books For free written by R. Horst and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-12-31 with Computers categories.


Most of the existing books on optimization focus on the problem of computing locally optimal solutions. Global optimization is concerned with the computation and characterization of global optima of nonlinear functions. Global optimization problems are widespread in the mathematical modeling of real world systems for a very broad range of applications. During the past three decades many new theoretical, algorithmic, and computational contributions have helped to solve globally multi-extreme problems arising from important practical applications. Introduction to Global Optimization is the first comprehensive textbook that covers the fundamentals in global optimization. The second edition includes algorithms, applications, and complexity results for quadratic programming, concave minimization, DC and Lipshitz problems, decomposition algorithms for nonconvex optimization, and nonlinear network flow problems. Each chapter contains illustrative examples and ends with carefully selected exercises, which are designed to help the student to get a grasp of the material and enhance their knowledge of global optimization methods. Audience: This textbook is addressed not only to students of mathematical programming, but to all scientists in various disciplines who need global optimization methods to model and solve problems.

Optimization


Author : Lucien W. Neustadt
language : en
Publisher: Princeton University Press
Release Date : 2015-03-08


PDF Download Optimization Books For free written by Lucien W. Neustadt and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-08 with Technology & Engineering categories.


This book presents a comprehensive treatment of necessary conditions for general optimization problems. The presentation is carried out in the context of a general theory for extremal problems in a topological vector space setting. Following a brief summary of the required background, generalized Lagrange multiplier rules are derived for optimization problems with equality and generalized "inequality" constraints. The treatment stresses the importance of the choice of the underlying set over which the optimization is to be performed, the delicate balance between differentiability-continuity requirements on the constraint functionals, and the manner in which the underlying set is approximated by a convex set. The generalized multiplier rules are used to derive abstract maximum principles for classes of optimization problems defined in terms of operator equations in a Banach space. It is shown that special cases include the usual maximum principles for general optimal control problems described in terms of diverse systems such as ordinary differential equations, functional differential equations, Volterra integral equations, and difference equations. Careful distinction is made throughout the analysis between "local" and "global" maximum principles. Originally published in 1977. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Discrete Optimization I


Author :
language : en
Publisher: Elsevier
Release Date : 2000-04-01


PDF Download Discrete Optimization I Books For free written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-04-01 with Mathematics categories.


Discrete Optimization I

Optimization


Author : Jan Brinkhuis
language : en
Publisher: Princeton University Press
Release Date : 2011-02-11


PDF Download Optimization Books For free written by Jan Brinkhuis and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-11 with Mathematics categories.


This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization. The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising. A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.

Optimization Methods In Operations Research And Systems Analysis


Author : K V Mital
language : en
Publisher: New Age International
Release Date : 1996


PDF Download Optimization Methods In Operations Research And Systems Analysis Books For free written by K V Mital and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Linear programming categories.


The Mathematical Aspects Of Operations Research And Systems Analysis Concerned With Optimization Of Objectives Form The Subject Of This Book. In Its Revised, Updated And Enlarged Third Edition, Discussion On Linear Programming Has Been Expanded And Recast With Greater Emphasis On Duality Theory, Sensitivity Analysis, Parametric Programming, Multiobjective And Goal Programming And Formulation And Solution Of Practical Problems. Chapters On Nonlinear Programming Include Integer Programming, Kuhn-Tucker Theory, Separable And Quadratic Programming, Dynamic Programming, Geometric Programming And Direct Search And Gradient Methods. A Chapter On Theory Of Games Is Also Included. A Short Note On Karmarkars Projective Algorithm Is Given In The Appendix.The Book Keeps In View The Needs Of The Student Taking A Regular Course In Operations Research Or Mathematical Programming, And Also Of Research Scholars In Other Disciplines Who Have A Limited Objective Of Learning The Practical Aspects Of Various Optimization Methods To Solve Their Special Problems. For The Former, Illustrative Solved Examples And Unsolved Examples At The End Of Each Chapter, Small Enough To Be Solved By Hand, Would Be Of Greater Interest, While For He Latter, Summaries Of Computational Algorithms For Various Methods Which Would Help Him To Write Computer Programmes To Solve Larger Problems Would Be More Helpful. A Few Computer Programmes In Fortran Iv Have Also Been Given In The Appendix.

Convex Optimization


Author : Stephen P. Boyd
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-08


PDF Download Convex Optimization Books For free written by Stephen P. Boyd and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-08 with Business & Economics categories.


A comprehensive introduction to the tools, techniques and applications of convex optimization.