Numerical optimization. Theoretical and practical aspects. Transl. from the French

zbMath1014.65045MaRDI QIDQ5917430

Gilbert, Jean Charles, Claudia A. Sagastizábal, Claude Lemaréchal, Joseph Frédéric Bonnans

Publication date: 20 January 2003

Published in: Universitext (Search for Journal in Brave)

zbMATH Keywords

complexityunconstrained optimizationlinear programmingnonsmooth optimizationquadratic programmingNewton's methodtextbooksimplex algorithmnonlinear programminginterior point methodspredictor-corrector algorithmsexercisesconjugate gradientexamplesnumerical algorithmsexact penalizationone-step methodsKarmarkar's algorithmsoftware librariesline-searcheslinear monotone complementaritynon-feasible algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Linear programming (90C05) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Complexity and performance of numerical algorithms (65Y20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Packaged methods for numerical algorithms (65Y15)

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Uses Software

• SQPlab

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