Practical optimization /
"Numerical optimization and parameter estimation are essential tools in a wide variety of applications, such as engineering, science, medicine, sociology and economics. For these optimization techniques to be exploited effectively, problem solvers need to be fully informed of the scope and orga...
Guardado en:
| Autor principal: | |
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| Otros Autores: | , |
| Formato: | Libro |
| Lenguaje: | Inglés |
| Publicado: |
London ; New York :
Academic Press,
c1981.
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| Materias: | |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
| LEADER | 04310cam a2200349 a 4500 | ||
|---|---|---|---|
| 001 | 99880932904151 | ||
| 005 | 20220405141848.0 | ||
| 008 | 820925s1981 enka b 001 0 eng | ||
| 010 | |a 81066366 | ||
| 020 | |a 0122839528 |q (paperback) | ||
| 020 | |a 9780122839528 |q (paperback) | ||
| 020 | |a 0122839501 |q (hardback) | ||
| 020 | |a 9780122839504 |q (hardback) | ||
| 035 | |a (OCoLC)7988667 | ||
| 035 | |a (OCoLC)ocm07988667 | ||
| 040 | |a DLC |c DLC |d FPU |d UKM |d OCLCO |d U@S | ||
| 049 | |a U@SA | ||
| 050 | 0 | 0 | |a QA402.5 |b .G54 1981 |
| 082 | 0 | 0 | |a 515 |2 19 |
| 100 | 1 | |a Gill, Philip E. | |
| 245 | 1 | 0 | |a Practical optimization / |c Philip E. Gill, Walter Murray, Margaret H. Wright. |
| 260 | |a London ; |a New York : |b Academic Press, |c c1981. | ||
| 300 | |a xvi, 401 p. : |b il. ; |c 25 cm. | ||
| 504 | |a Incluye referencias bibliográficas (p. 363-387) e índice. | ||
| 505 | 0 | |a 1. Introduction: Definition of Optimization Problems ; Classification of Optimization Problems ; Overview of Topics -- 2. Fundamentals: Introduction to Errors in Numerical Computation ; Introduction to Numerical Linear Algebra ; Elements of Multivariate Analysis -- 3. Optimality Conditions: Characterization of a Minimum ; Unconstrained Optimization ; Linearly Constrained Optimization ; Nonlinearly Constrained Optimization -- 4. Unconstrained Methods: Methods for Univariate Functions ; Methods for Multivariate Non-Smooth Functions ; Methods for Multivariate Smooth Functions ; Second Derivative Methods ; First Derivative Methods ; Non-Derivative Methods for Smooth Functions ; Methods for Sums of Squares ; Methods for Large-Scale Problems -- 5. Linear Constraints: Methods for Linear Equality Constraints ; Active Set Methods for Linear Inequality Constraints ; Special Problem Categories ; Problems with Few General Linear Constraints ; Special Forms of the Constraints ; Large-Scale Linearly Constrained Optimization ; Finding an Initial Feasible Point ; Implementation of Active Set Methods -- 6. Nonlinear Constraints: The Formulation of Algorithms ; Penalty and Barrier Function Methods ; Reduced-Gradient and Gradient-Projection Methods ; Augmented Lagrangian Methods ; Projected Lagrangian Methods ; Lagrange Multiplier Estimates ; Large-Scale Nonlinearly Constrained Optimization ; Special Problem Categories -- 7. Modelling: Introduction ; Classification of Optimization Problems ; Avoiding Unnecessary Discontinuities ; Problem Transformations ; Scaling ; Formulation of Constraints ; Problems with Discrete or Integer Variables -- 8. Practicalities: Use of Software ; Properties of the Computed Solution ; Assessment of Results ; What Can Go Wrong (and what to do about it) ; Estimating the Accuracy of the Problem Functions ; Computing Finite Differences ; More About Scaling ; Questions and Answers. | |
| 520 | |a "Numerical optimization and parameter estimation are essential tools in a wide variety of applications, such as engineering, science, medicine, sociology and economics. For these optimization techniques to be exploited effectively, problem solvers need to be fully informed of the scope and organization of software for both the specialist and non-specialist; the underlying numerical methods; the aspects of problem formulation that affect performance; the assessment of computer results and the resolution of difficulties that may occur during the solution process. These topics form the basis of the organization of Practical Optimization. Much of the material about the estimation of results and the preparation of the problem has not been previously published. The book contains a description of methods for numerical optimization to a level which should make it a useful course text. It is intended that the book should be self-contained. Consequently, those elements of calculus, linear algebra and numerical analysis pertinent to optimization are reviewed in the opening chapters. This is the first book on optimization which discusses not only the methods but also the analysis of computed results and the preparation of problems before solution." --Descripción del editor. | ||
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Algebras, Linear. | |
| 650 | 7 | |a Optimización matemática. |2 UDESA | |
| 650 | 7 | |a Álgebras lineales. |2 UDESA | |
| 700 | 1 | |a Murray, Walter. | |
| 700 | 1 | |a Wright, Margaret H. | |