Springer,2005
1. Introduction
What is mathematical optimization?
Objective and constraint functions
Basic optimization concepts
Further mathematical prerequisites
Unconstrained minimization
Line search descent mtthods for uncinstrained mininization
2. General line search descent algorithm for unconstrained
minimization
One-dimensional line search
First order line search descent methods
Second order line search descent methods
Zero order methods and computer
Test functions
3. Standard methods for constrained optimization
Penalty function methods for constrained minimization
optimization subroutines
Classical methods for constrained optimization problems
Saddle point theory and duality
Quadratic programming
4. Mode methods for constrained optimization
5. New gradient-based trajectory and approximation methods
Examle problems
Some theorems
1. Introduction
What is mathematical optimization?
Objective and constraint functions
Basic optimization concepts
Further mathematical prerequisites
Unconstrained minimization
Line search descent mtthods for uncinstrained mininization
2. General line search descent algorithm for unconstrained
minimization
One-dimensional line search
First order line search descent methods
Second order line search descent methods
Zero order methods and computer
Test functions
3. Standard methods for constrained optimization
Penalty function methods for constrained minimization
optimization subroutines
Classical methods for constrained optimization problems
Saddle point theory and duality
Quadratic programming
4. Mode methods for constrained optimization
5. New gradient-based trajectory and approximation methods
Examle problems
Some theorems