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丛 书 名:MOS-SIAM series on optimization
I S B N:(纸本) 1611973643;9781611973648
出 版 社:SIAM
出 版 年:2014年
页 数:290页
主 题 词:nonlinear optimization convex analysis smooth optimization algorithms optimality conditions scientific computing
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
馆 藏 号:201733916...
摘 要:This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization—theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems—and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader s understanding of the topics;several subjects not typically found in optimization books—for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares;a large number of applications discussed theoretically and algorithmically, such as circle fitting, Chebyshev center, the Fermat–Weber problem, denoising, clustering, total least squares, and orthogonal regression; andtheoretical and algorithmic topics demonstrated by the MATLAB® toolbox CVX and a package of m-files that is posted on the book s web site.