This book is intended as a textbook to be used in a first graduate level course, and covers the fundamental principals of optimization in finite dimensions. It develops the necessary background material in multivariable calculus using coordinates as well as in a coordinate-free manner, so that the recent developments such as semidefinite programming can be dealt with ease. All the standard topics of mathematical programming, such as necessary and sufficient optimality conditions for optimality, convex analysis and duality, are covered in great detail, often from multiple points of view. A distinctive feature of thisbook is its set of worked-out examples and problems, including hundreds of well-chosen problems and important examples. Develops the necessary background material in multivariable calculus using coordinates as well as in a coordinate–free manner All the standard topics of mathematical programming are covered in great detail, often from multiple points of view Hundreds of well–chosen problems included as well as many important, worked–out examples INDICE: Calculus in Vector Spaces.- Unconstrained Optimization.- Convex Analysis.- Theory of Convex Polyhedra.- Some Basic Optimization Algorithms.- Theory of Lagrange Multipliers.- Semi-infinite Programming.- Duality Theory and Convex Programming.- References.- Index.
- ISBN: 978-0-387-34431-7
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 340
- Fecha Publicación: 01/04/2009
- Nº Volúmenes: 1
- Idioma: Inglés