Introduction to Methods for Nonlinear Optimization

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Introduction to Methods for Nonlinear Optimization



https://CourseWikia.com

English | 2023 | ISBN: 3031267893 | 721 pages | True PDF,EPUB | 40.26 MB

This book has two main objectives
• to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level;
• to collect and organize selected important topics on optimization algorithms, not easily found in textbooks, which can provide material for advanced courses or can serve as a reference text for self-study and research.
The basic material on unconstrained and constrained optimization is organized into two blocks of chapters
• basic theory and optimality conditions
• unconstrained and constrained algorithms.
These topics are treated in short chapters that contain the most important results in theory and algorithms, in a way that, in the authors’ experience, is suitable for introductory courses.
A third block of chapters addresses methods that are of increasing interest for solving difficult optimization problems. Difficulty can be typically due to the high nonlinearity of the objective function, ill-conditioning of the Hessian matrix, lack of information on first-order derivatives, the need to solve large-scale problems.
In the book various key subjects are addressed, including: exact penalty functions and exact augmented Lagrangian functions, non monotone methods, decomposition algorithms, derivative free methods for nonlinear equations and optimization problems.



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