Numerical optimization. Theoretical and practical aspects. Transl. from the French (Q5898137)
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scientific article; zbMATH DE number 5071162
Language | Label | Description | Also known as |
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English | Numerical optimization. Theoretical and practical aspects. Transl. from the French |
scientific article; zbMATH DE number 5071162 |
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Numerical optimization. Theoretical and practical aspects. Transl. from the French (English)
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8 November 2006
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The first edition of the book is refereed under [Numerical optimization. Theoretical and practical aspects. Transl. from the French. Universitext. Berlin: Springer (2003; Zbl 1014.65045)]. The new one comes with substantial extensions on 70 additional pages. New sections are 6.5: Quadratic programming, 7: A case study: Seismic reflection tomography, 11: Applications of nonsmooth optimization, 12: Computational exercises (nonsmooth optimization). More realistic application problems are introduced with the emphasis on outlining a typical modelling process in more detail. Some new variants of the bundle method for nonsmooth optimization are studied together with the possibility to run some of the codes under consideration on a classical example. Moreover, the presentation of theoretical results on nonsmooth optimization is reorganized and contains now a new subsection with convergence results. The book provides an excellent basis for studying optimzation theory and algorithms, especially for nonsmooth optimization. Additional case studies, availability of computer codes, and exercises improve the understanding of numerical algorithms and the practical problem solving process. In summary, the second edition significantly improves the first one.
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nonlinear programming
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nonsmooth optimization
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interior-point algorithms
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bundle method
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Newton's method
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textbook
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eismic reflection tomography
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unconstrained optimization
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interior point methods
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linear programming
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quadratic programming
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complexity
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numerical algorithms
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software libraries
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line-searches
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conjugate gradient
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exact penalization
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simplex algorithm
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linear monotone complementarity
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predictor-corrector algorithms
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non-feasible algorithms
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one-step methods
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Karmarkar's algorithm
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examples
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exercises
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