Optimization methods. An introduction

MaRDI QIDQ5900176zbMATH OpenFDO

Authors Dieter Jungnickel

Publication date 23 July 2008

Published in Springer-Lehrbuch (Search for Journal in Brave)

zbMATH Keywords

convex functionsconvex setslinear programmingmathematical optimizationoptimality criteriaseparation theoremstextbook

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to convex and discrete geometry (52-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Linear programming (90C05) Convex programming (90C25) Nonlinear programming (90C30)

Review text

The author presents a textbook on the theory of mathematical optimization. As usual in this field, he starts with basic tools of convex analysis. So, the reader is familiarized with algebraic and topological properties of convex sets and convex functions. On the base of separation theorems, structural assertions about polyhedral sets, about the solvability of linear inequality systems and about the subdifferential of convex functions are derived. The main part of the book is devoted to necessary and sufficient optimality conditions of first and of second order for optimization problems with inequality and/or equality constraints including the various kinds of constraint qualifications. Some remarks to Lagrange duality complete the text. Finally, the last part contains basic results of linear programming: solvability, duality and simplex method.

Recommendations

• Introduction to mathematical optimization
• Optimization methods. An introduction
• Optimization. Introduction to mathematical theory and methods
• Optimization theory. A concise introduction
• Foundations of Optimization

Cited in

(8)

• Approximation of incoherent probabilities
• scientific article; zbMATH DE number 47657 (Why is no real title available?)
• scientific article; zbMATH DE number 51045 (Why is no real title available?)
• Methods of optimization. An introduction
• Introduction to mathematical optimization
• Mathematical optimization. An introduction to continuous optimization with examples
• scientific article; zbMATH DE number 7351376 (Why is no real title available?)
• Optimization methods. An introduction

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