Optimization
Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Build...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Livre papier |
| اللغة: | Anglais |
| منشور في: |
New York :
Springer
C 2013.
|
| الطبعة: | 2nd edition. |
| سلاسل: | Springer texts in statistics
95 |
| الموضوعات: | |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Optimization, by Kenneth Lange., 2nd ed. 2013., New York, NY, Springer New York, Imprint: Springer, 2013, Springer Texts in Statistics, 978-1-461-45838-8 |
جدول المحتويات:
- 1. Elementary optimization 2. The seven c's of analysis 3. The gauge integral 4. Differentiation 5. Karush-Kuhn-Tucker theory 6. Convexity 7. Block relaxation 8. The MM algorithm 9. The EM algorithm 10. Newton's method and scoring 11. Conjugate gradient and quasi-Newton 12. Analysis of convergence 13. Penalty and barrier methods 14. Convex calculus 15. Feasibility and duality 16. Convex minimization algorithms 17. The calculus of variations Appendix