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Constrained Optimization and Lagrange Multiplier Methods (Optimization and neural computation series) - Softcover

 
9781886529045: Constrained Optimization and Lagrange Multiplier Methods (Optimization and neural computation series)
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This widely referenced textbook, first published in 1982 by Academic Press, is the authoritative and comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods. Among its special features, the book: 1) treats extensively augmented Lagrangian methods, including an exhaustive analysis of the associated convergence and rate of convergence properties 2) develops comprehensively sequential quadratic programming and other Lagrangian methods 3) provides a detailed analysis of differentiable and nondifferentiable exact penalty methods 4) presents nondifferentiable and minimax optimization methods based on smoothing 5) contains much in depth research not found in any other textbook

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About the Author:
The author is McAfee Professor of Engineering at the Massachusetts Institute of Technology and a member of the National Academy of Engineering.
Review:
"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides the reader through complicated areas of numerical optimization. This is achieved by carefully explaining and illustrating (by figures, if necessary) the underlying principles and theory. Second, he provides extensive guidance on the merits of various types of methods. This is expremely useful to practitioners. Finally, this is truly a state of the art book on numerical optimization." --S. Zlobec, SIAM Review

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  • PublisherAthena Scientific
  • Publication date1996
  • ISBN 10 1886529043
  • ISBN 13 9781886529045
  • BindingPaperback
  • Edition number1
  • Number of pages410
  • Rating

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9780120934805: Constrained Optimization and Lagrange Multiplier Methods (Computer Science & Applied Mathematics)

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ISBN 10:  0120934809 ISBN 13:  9780120934805
Publisher: Academic Pr, 1982
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  • 9781483236131: Constrained Optimization and Lagrange Multiplier Methods

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