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020 _a9783031267895
040 _aIIITD
082 _a519.3
_bGRI-I
100 _aGrippo, Luigi
245 _aIntroduction to methods for nonlinear optimization
_cby Luigi Grippo and Marco Sciandrone.
260 _aCham :
_bSpringer,
_c©2023
300 _axv, 721 p. :
_bill. ;
_c24 cm.
490 _aUNITEXT-La Matematica per il 3+2 ;
_v152
504 _aIncludes bibliographical references and index.
505 _t1 Introduction
_t2 Fundamental definitions and basic existence results
_t3 Optimality conditions for unconstrained problems in Rn
_t4 Optimality conditions for problems with convex feasible set
_t5 Optimality conditions for Nonlinear Programming
_t6 Duality theory
_t7 Optimality conditions based on theorems of the alternative
_t8 Basic concepts on optimization algorithms
_t9 Unconstrained optimization algorithms
_t10 Line search methods
_t11 Gradient method
_t12 Conjugate direction methods
_t13 Newton’s method
_t14 Trust region methods
_t15 Quasi-Newton Methods
_t16 Methods for nonlinear equations
_t17 Methods for least squares problems
_t18 Methods for large-scale optimization
_t19 Derivative-free methods for unconstrained optimization
_t20 Methods for problems with convex feasible set
_t21 Penalty and augmented Lagrangian methods
_t22 SQP methods
_t23 Introduction to interior point methods
_t24 Nonmonotone methods
_t25 Spectral gradient methods
_t26 Decomposition methods
520 _aThis book has two main objectives: • to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level; • to collect and organize selected important topics on optimization algorithms, not easily found in textbooks, which can provide material for advanced courses or can serve as a reference text for self-study and research. The basic material on unconstrained and constrained optimization is organized into two blocks of chapters: • basic theory and optimality conditions • unconstrained and constrained algorithms. These topics are treated in short chapters that contain the most important results in theory and algorithms, in a way that, in the authors’ experience, is suitable for introductory courses. A third block of chapters addresses methods that are of increasing interest for solving difficult optimization problems. Difficulty can be typically due to the high nonlinearity of the objective function, ill-conditioning of the Hessian matrix, lack of information on first-order derivatives, the need to solve large-scale problems. In the book various key subjects are addressed, including: exact penalty functions and exact augmented Lagrangian functions, non monotone methods, decomposition algorithms, derivative free methods for nonlinear equations and optimization problems. The appendices at the end of the book offer a review of the essential mathematical background, including an introduction to convex analysis that can make part of an introductory course.
650 _aContinuous Optimization
650 _aMathematical and Computational Engineering Applications.
650 _aMathematics of Computing.
700 _aSciandrone, Marco
942 _2ddc
_cBK
999 _c172539
_d172539