Universitext

Numerical Optimization

Theoretical and Practical Aspects

Authors: Bonnans, J.-F., Gilbert, J.C., Lemarechal, C., Sagastizábal, C.A.

  • Starts with illustrations of the ubiquitous character of optimization
  • Covers fundamental algorithms as well as more specialized and advanced topics
  • The non-smooth optimization part has been substantially reorganized and expanded
see more benefits

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-662-05078-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
About this Textbook

Starting with illustrative real-world examples, this book exposes in a tutorial way algorithms for numerical optimization: fundamental ones (Newtonian methods, line-searches, trust-region, sequential quadratic programming, etc.), as well as more specialized and advanced ones (nonsmooth optimization, decomposition techniques, and interior-point methods). Most of these algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects are addressed with care, often using minimal assumptions.

The present version contains substantial changes with respect to the first edition. Part I on unconstrained optimization has been completed with a section on quadratic programming. Part II on nonsmooth optimization has been thoroughly reorganized and expanded. In addition, nontrivial application problems have been inserted, in the form of computational exercises. These should help the reader to get a better understanding of optimization methods beyond their abstract description, by addressing important features to be taken into account when passing to implementation of any numerical algorithm.

This level of detail is intended to familiarize the reader with some of the crucial questions of numerical optimization: how algorithms operate, why they converge, difficulties that may be encountered and their possible remedies.

 

About the authors

The four authors are leading international specialists in various branches of nonlinear optimization (one of them received the Dantzig Prize). They are working - or have worked - at INRIA, the French National Institute for Research in Computer Science and Control, and they also teach in various universities and "Grandes Écoles". All of them continually collaborate with industry on problems dealing with optimization, in fields such as energy management, geoscience, life sciences, etc.

Reviews

From the reviews of the second edition:

"This volume is a collection of four coordinated monographs on topics in numerical optimization. … the four sections of the book fit together to provide a broad survey of methods for numerical optimization at an advanced level. … this book should be of interest to advanced graduate students and researchers working in numerical optimization." (Brian Borchers, MathDL, March, 2007)

"More realistic application problems are introduced with the emphasis on outlining a typical modeling process in more detail. … 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 optimization 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." (Klaus Schittkowski, Zentralblatt MATH, Vol. 1108 (10), 2007)


Table of contents (24 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-662-05078-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Numerical Optimization
Book Subtitle
Theoretical and Practical Aspects
Authors
Series Title
Universitext
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-05078-1
DOI
10.1007/978-3-662-05078-1
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XIII, 423
Number of Illustrations and Tables
7 b/w illustrations
Topics