Springer Series in Computational Mathematics

The Linearization Method for Constrained Optimization

Authors: Pshenichnyj, Boris N.

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About this book

Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc. and a wealth of literature is devoted to this subject. The first computer applications involved linear programming problems with simp- le structure and comparatively uncomplicated nonlinear pro- blems: These could be solved readily with the computational power of existing machines, more than 20 years ago. Problems of increasing size and nonlinear complexity made it necessa- ry to develop a complete new arsenal of methods for obtai- ning numerical results in a reasonable time. The lineariza- tion method is one of the fruits of this research of the last 20 years. It is closely related to Newton's method for solving systems of linear equations, to penalty function me- thods and to methods of nondifferentiable optimization. It requires the efficient solution of quadratic programming problems and this leads to a connection with conjugate gra- dient methods and variable metrics. This book, written by one of the leading specialists of optimization theory, sets out to provide - for a wide readership including engineers, economists and optimization specialists, from graduate student level on - a brief yet quite complete exposition of this most effective method of solution of optimization problems.

Table of contents (3 chapters)

Table of contents (3 chapters)

Buy this book

eBook $59.99
price for USA in USD
  • ISBN 978-3-642-57918-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
The Linearization Method for Constrained Optimization
Authors
Translated by
Wilson, S.S.
Series Title
Springer Series in Computational Mathematics
Series Volume
22
Copyright
1994
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-57918-9
DOI
10.1007/978-3-642-57918-9
Softcover ISBN
978-3-642-63401-7
Series ISSN
0179-3632
Edition Number
1
Number of Pages
VIII, 150
Additional Information
Original Russian edition published by Nauka, Moscow 1983
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