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.