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Practical Augmented Lagrangian Methods for Constrained Optimization

Name: Practical Augmented Lagrangian Methods for Constrained Optimization
Brand: Society for Industrial and Applied Mathematics
SKU: 04838332
Price: 72.69 EUR
Availability: InStock
Author: Ernesto G. Birgin
ISBN: 9781611973358

Ernesto G. Birgin

Jose Mario Martinez

Langue

Anglais

Livre Livre de poche

Code Libristo: 04838332

Éditeurs Society for Industrial and Applied Mathematics, juin 2014

Augmented Lagrangian techniques for the solution of practical constrained optimization problems are... Description détaillée

Code Libristo: 04838332

178 b

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Augmented Lagrangian techniques for the solution of practical constrained optimization problems are the focus of this book, which gives a thorough account of both theory and applications. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by prioritizing results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result. In addition, they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications. This book is aimed at engineers, physicists, chemists, and other practitioners interested in full access to comprehensive and well-documented software for large-scale optimization, as well as up-to-date convergence theory and its practical consequences. It will also be of interest to graduate and advanced undergraduate students in mathematics, computer science, applied mathematics, optimization, and numerical analysis.