Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF full book. Access full book title Numerical Methods for Unconstrained Optimization and Nonlinear Equations by J. E. Dennis, Jr.. Download full books in PDF and EPUB format.
Author: J. E. Dennis, Jr. Publisher: SIAM ISBN: 9781611971200 Category : Mathematics Languages : en Pages : 394
Book Description
This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.
Author: J. E. Dennis, Jr. Publisher: SIAM ISBN: 9781611971200 Category : Mathematics Languages : en Pages : 394
Book Description
This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.
Author: Jorge Nocedal Publisher: Springer Science & Business Media ISBN: 0387400656 Category : Mathematics Languages : en Pages : 686
Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
Author: Gianni Pillo Publisher: Springer Science & Business Media ISBN: 0387300651 Category : Mathematics Languages : en Pages : 297
Book Description
This book reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research. Individual chapters, contributed by eminent authorities, provide an up-to-date overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.
Author: Lorenz T. Biegler Publisher: SIAM ISBN: 0898719380 Category : Science Languages : en Pages : 411
Book Description
This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.
Author: Michael Thomas Heath Publisher: ISBN: Category : Algorithms Languages : en Pages : 310
Book Description
This dissertation is concerned with the development and numerical implementation of algorithms for solving finite dimensional optimization problems. Special emphasis is given to robustness, by which is meant the ability of an algorithm to cope with adverse circumstances, whether due to pathologies of a particular problem or to the shortcomings of finite precision computer arithmetic. A uniform framework is developed in which a common set of techniques may be applied to all of the standard problems of optimization. The algorithms are based on Newton-like methods implemented in a robust manner by means of hybrid, curved line searches and stable linear algebra techniques. Developed first in the context of systems of nonlinear equations, nonlinear least squares, and unconstrained minimization, the algorithms are combined and extended to include problems with equality or inequality constraints. Constrained problems are handled by means of separate line searches in the range and null spaces of the matrix of constraint normals. The classical Lagrangian is modified to allow the same Newton-like methods to be applied to inequality constraints. Test results are presented which show the validity and promise of the methods developed in this dissertation. (Author).
Author: Wenyu Sun Publisher: Springer Science & Business Media ISBN: 0387249761 Category : Mathematics Languages : en Pages : 689
Book Description
Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea’s motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.
Author: Francisco J. Aragón Publisher: Springer ISBN: 3030111849 Category : Mathematics Languages : en Pages : 359
Book Description
This textbook on nonlinear optimization focuses on model building, real world problems, and applications of optimization models to natural and social sciences. Organized into two parts, this book may be used as a primary text for courses on convex optimization and non-convex optimization. Definitions, proofs, and numerical methods are well illustrated and all chapters contain compelling exercises. The exercises emphasize fundamental theoretical results on optimality and duality theorems, numerical methods with or without constraints, and derivative-free optimization. Selected solutions are given. Applications to theoretical results and numerical methods are highlighted to help students comprehend methods and techniques.
Author: A. Bachem Publisher: Springer Science & Business Media ISBN: 3642688748 Category : Mathematics Languages : en Pages : 662
Book Description
In the late forties, Mathematical Programming became a scientific discipline in its own right. Since then it has experienced a tremendous growth. Beginning with economic and military applications, it is now among the most important fields of applied mathematics with extensive use in engineering, natural sciences, economics, and biological sciences. The lively activity in this area is demonstrated by the fact that as early as 1949 the first "Symposium on Mathe matical Programming" took place in Chicago. Since then mathematical programmers from all over the world have gath ered at the intfrnational symposia of the Mathematical Programming Society roughly every three years to present their recent research, to exchange ideas with their colleagues and to learn about the latest developments in their own and related fields. In 1982, the XI. International Symposium on Mathematical Programming was held at the University of Bonn, W. Germany, from August 23 to 27. It was organized by the Institut fUr Okonometrie und Operations Re search of the University of Bonn in collaboration with the Sonderforschungs bereich 21 of the Deutsche Forschungsgemeinschaft. This volume constitutes part of the outgrowth of this symposium and docu ments its scientific activities. Part I of the book contains information about the symposium, welcoming addresses, lists of committees and sponsors and a brief review about the Ful kerson Prize and the Dantzig Prize which were awarded during the opening ceremony.
Author: Juan Carlos De los Reyes Publisher: Springer ISBN: 3319133950 Category : Mathematics Languages : en Pages : 129
Book Description
This book introduces, in an accessible way, the basic elements of Numerical PDE-Constrained Optimization, from the derivation of optimality conditions to the design of solution algorithms. Numerical optimization methods in function-spaces and their application to PDE-constrained problems are carefully presented. The developed results are illustrated with several examples, including linear and nonlinear ones. In addition, MATLAB codes, for representative problems, are included. Furthermore, recent results in the emerging field of nonsmooth numerical PDE constrained optimization are also covered. The book provides an overview on the derivation of optimality conditions and on some solution algorithms for problems involving bound constraints, state-constraints, sparse cost functionals and variational inequality constraints.
Author: J. E. Dennis, Jr.
Author: J. E. Dennis, Jr.
Author: Jorge Nocedal
Author: Gianni Pillo
Author: Lorenz T. Biegler
Author: Michael Thomas Heath
Author: Wenyu Sun
Author: Francisco J. Aragón
Author: G.A. Watson
Author: A. Bachem
Author: Juan Carlos De los Reyes