Optimization /

other_versions_link

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Build...

Full description

Bibliographic Details
Main Author: Lange, Kenneth
Format: Printed Book
Language:English
Published: New York : Springer, c2013.
Edition:2nd ed.
Series:Springer texts in statistics ; 95.
Subjects:
Mathematical optimization.
Table of Contents:
  • 1. Elementary optimization
  • 2. The seven c's of analysis
  • 3. The gauge integral
  • 4. Differentiation
  • 5. Karush-Kuhn-Tucker theory
  • 6. Convexity
  • 7. Block relaxation
  • 8. The MM algorithm
  • 9. The EM algorithm
  • 10. Newton's method and scoring
  • 11. Conjugate gradient and quasi-Newton
  • 12. Analysis of convergence
  • 13. Penalty and barrier methods
  • 14. Convex calculus
  • 15. Feasibility and duality
  • 16. Convex minimization algorithms
  • 17. The calculus of variations
  • Appendix.

Similar Items