2006

Numerical Optimization

Theoretical and Practical Aspects

ISBN: 978-3-540-35445-1 (Print) 978-3-540-35447-5 (Online)

Table of contents (26 chapters)

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  1. Front Matter

    Pages i-xiv

  2. Unconstrained Problems

    1. Front Matter

      Pages 22-23

    2. No Access

      Book Chapter

      Pages 1-20

      General Introduction

    3. No Access

      Book Chapter

      Pages 25-35

      Basic Methods

    4. No Access

      Book Chapter

      Pages 37-50

      Line-Searches

    5. No Access

      Book Chapter

      Pages 51-66

      Newtonian Methods

    6. No Access

      Book Chapter

      Pages 67-76

      Conjugate Gradient

    7. No Access

      Book Chapter

      Pages 77-96

      Special Methods

    8. No Access

      Book Chapter

      Pages 97-104

      A Case Study: Seismic Reection Tomography

  3. Nonsmooth Optimization

    1. Front Matter

      Pages 106-107

    2. No Access

      Book Chapter

      Pages 109-118

      Introduction to Nonsmooth Optimization

    3. No Access

      Book Chapter

      Pages 119-136

      Some Methods in Nonsmooth Optimization

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      Book Chapter

      Pages 137-159

      Bundle Methods. The Quest for Descent

    5. No Access

      Book Chapter

      Pages 161-182

      Applications of Nonsmooth Optimization

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      Book Chapter

      Pages 183-188

      Computational Exercises

  4. Newton's Methods in Constrained Optimization

    1. Front Matter

      Pages 190-196

    2. No Access

      Book Chapter

      Pages 197-214

      Background

    3. No Access

      Book Chapter

      Pages 215-253

      Local Methods for Problems with Equality Constraints

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      Book Chapter

      Pages 255-270

      Local Methods for Problems with Equality and InequalityConstraints

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      Book Chapter

      Pages 271-287

      Exact Penalization

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      Book Chapter

      Pages 289-322

      Globalization by Line-Search

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      Book Chapter

      Pages 323-344

      Quasi-Newton Versions

  5. Interior-Point Algorithms for Linear and QuadraticOptimization

    1. Front Matter

      Pages 345-351

    2. No Access

      Book Chapter

      Pages 353-369

      Linearly Constrained Optimization and SimplexAlgorithm

    3. No Access

      Book Chapter

      Pages 371-394

      Linear Monotone Complementarity and Associated Vector Fields

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