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This is a book for people interested in solving optimization problems. Because of the wide (and growing) use of optimization in science, engineering, economics, and industry, it is essential for students and practitioners alike to develop an understanding of optimization algorithms. Knowledge of the capabilities and limitations of these algorithms leads to a better understanding of their impact on various applications, and points the way to future research on improving and extending optimization algorithms and software. Our goal in this book is to give a comprehensive description of the most powerful, state-of-the-art, techniques for solving continuous optimization problems. By presenting the motivating ideas for each algorithm, we try to stimulate the reader’s intuition and make the technical details easier to follow. Formal mathematical requirements are kept to a minimum. Because of our focus on continuous problems, we have omitted discussion of important optimization topics such as discrete and stochastic optimization.
519.853 --- 519.65 --- Mathematical optimization --- #TELE:SISTA --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- 519.65 Approximation. Interpolation --- Approximation. Interpolation --- 519.853 Nonlinear programming. Relaxation methods --- Nonlinear programming. Relaxation methods --- Mathematical optimization. --- Numerical methods of optimisation --- Mathematics. --- Operations research. --- Decision making. --- System theory. --- Calculus of variations. --- Calculus of Variations and Optimal Control; Optimization. --- Systems Theory, Control. --- Operation Research/Decision Theory. --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Systems theory. --- Operations Research/Decision Theory. --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Systems, Theory of --- Systems science --- Science --- Isoperimetrical problems --- Variations, Calculus of --- Decision making --- Philosophy --- Programmation (mathématiques) --- Programmation mathematique --- Methodes numeriques
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