Optimization Theory and Methods

Author: Wan Zhongping
Publisher:
Publish Date: 2004-06-01
Features: This book provides a systematic introduction to some common and effective algorithms for constrained and unconstrained nonlinear optimization, as well as their related theories. It particularly offers concise and descriptive explanations of the background and main ideas behind these algorithms. The content includes fundamental theories of optimization, common linear search methods in unconstrained optimization, conjugate gradient methods, algorithms for quadratic programming problems, penalty function methods, multiplier methods, and constrained variable metric methods, among others. Additionally, interior-point algorithms and trust-region methods are briefly introduced. This book can serve as a textbook or teaching reference for senior undergraduate and graduate students in information and computational science, applied mathematics, various engineering fields, and management and economics. It can also be used as a reference for engineering technicians engaged in the application of optimization techniques.