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Optimization: algorithms and applications

Choose the Correct Solution Method for Your Optimization ProblemOptimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs. The book covers both gradient and stochastic metho...

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Detalles Bibliográficos
Autor principal: Arora, Rajesh Kumar
Lenguaje:eng
Publicado: CRC Press 2015
Materias:
Acceso en línea:http://cds.cern.ch/record/2024715
Descripción
Sumario:Choose the Correct Solution Method for Your Optimization ProblemOptimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs. The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden-Fletcher-Goldfarb-Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of feasible direc