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Linear and Nonlinear Optimization

ISBN: 9780898716610 | 0898716616
Edition: 2nd
Format: Hardcover
Publisher: Society for Industrial & Applied
Pub. Date: 4/30/2012

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SummaryTable of ContentsAuthor Biography
Flexible graduate textbook that introduces the applications, theory, and algorithms of linear and nonlinear optimization in a clear succinct style, supported by numerous examples and exercises. It introduces important realistic applications and explains how optimization can address them.

Provides an introduction to the applications, theory, and algorithms of linear and nonlinear optimization. The emphasis is on practical aspects - discussing modern algorithms, as well as the influence of theory on the interpretatio... MORE
Preface
Basics
Optimization models
Fundamentals of optimization
Representation of linear constraints
Linear Programming:
Geometry of linear programming
The simplex method
Duality and sensitivity
Enhancements of the simplex method
Network problems
Co... MORE
Interior-point methods of linear programming
Unconstrained Optimization
Basics of unconstrained optimization
Methods for unconstrained optimization
Low-storage methods for unconstrained problems
Nonlinear Optimization
Optimality conditions for constrained problems
Feasible-point methods
Penalty and barrier methods
Appendices
Topics from linear algebra
Other fundamentals
Software
Bibliography
Index
Table of Contents provided by Publisher. All Rights Reserved.
Igor Griva is an Assistant Professor in the Department of Computational and Data Science and the Department of Mathematical Sciences at George Mason University. His research focuses on the theory and methods of nonlinear optimization and their application to problems in science and engineering.Stephen G. Nash is a Professor of Systems Engineering and Operations Research at George Mason University. His research focuses on scientific computing, especially nonlinear optimization, along with related interests in statistical computing and optimal control.Ariela Sofer is Professor and Chair of the Systems Engineering and Operations Research Department at George Mason University. Her major areas of interest are nonlinear optimization and optimization in biomedical applications.


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