Nonlinear Programming: Analysis and Methods

by Mordecai Avriel

Overview

This text provides an excellent bridge between principal theories and concepts and their practical implementation. Topics include convex programming, duality, generalized convexity, analysis of selected nonlinear programs, techniques for numerical solutions, and unconstrained optimization methods.

Product Details

ISBN-13:	9780486432274
Publisher:	Dover Publications
Publication date:	09/16/2003
Series:	Dover Books on Computer Science Series
Edition description:	Reprint
Pages:	528
Product dimensions:	5.22(w) x 8.66(h) x 1.08(d)

Table of Contents

  Author's Preface to the Dover Edition
1. Introduction
  II. Analysis
2. Classical Optimization--Unconstrained and Equality Constrained Problems
3. Optimality Conditions for Constrained Extrema
4. Convex Sets and Functions
5. Duality in Nonlinear Convex Programming
6. Generalized Convexity
7. Analysis of Selected Nonlinear Programming Problems
  II. Methods
8. One-Dimensional Optimization
9. Multidimensional Unconstrained Optimization Without Derivatives: Empirical and Conjugate Direction Methods
10. Second Derivative, Steepest Descent and Conjugate Gradient Methods
11. Variable Metric Algorithms
12. Penalty Function Methods
13. Solution of Constrained Problems by Extensions of Unconstrained Optimization Techniques
14. Approximation-Type Algorithms
  Author Index. Subject Index.