Optimization Techniques - Tome I
Max Cerf
Broschiertes Buch

Optimization Techniques - Tome I

Continuous Optimization

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This book in two volumes provides an overview of continuous, discrete and functional optimization techniques. This first volume is devoted to continuous optimization, which deals with problems with real variables, without or with constraints. After a reminder of the optimality conditions and their geometrical interpretation, the topics covered are: - gradient-free algorithms that can be applied to any type of function; - unconstrained algorithms based on Newton-type descent methods; - algorithms with constraints: penalization, primal, dual and primal-dual methods; - linear programming with the...