Beck, Amir,

Introduction to nonlinear optimization : theory, algorithms and applications with Python and MATLAB / Amir Beck - Second edition. - Philadelphia : Society for Industrial and Applied Mathematics, 2023 - xxi, 351 pages : illustrations (some color). - MOS-SIAM series on optimization .

Includes bibliographical references (pages 434-347) and index.

Mathematical preliminaries -- Optimality conditions for unconstrained optimization -- Least squares -- The gradient method -- Newton's method -- Convex sets -- Convex functions -- Convex optimization -- Optimization over a convex set -- Optimality conditions for linearly constrined problems -- The KKT conditions -- Duality.

"This book is a modern introduction to the area of optimization. Its objective is to provide the foundations of theory and algorithms of nonlinear optimization, as well as to present a variety of applications from diverse areas of applied sciences"--

9781611977615

2023009070


MATLAB.


Mathematical optimization.
Nonlinear theories.
Functional analysis--Miscellaneous applications of functional analysis--Applications in optimization, convex analysis, mathematical programming, economics.
Calculus of variations and optimal control; optimization--Optimality conditions--None of the above, but in this section.

519.7