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  • © 2010

Nonlinear Optimization

Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, July 1-7, 2007

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1989)

Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-xiii
  2. Nonsmooth Optimization

    • Vladimir F. Demyanov
    Pages 55-163
  3. The Sequential Quadratic Programming Method

    • Roger Fletcher
    Pages 165-214
  4. Interior Point Methods for Nonlinear Optimization

    • Imre Pólik, Tamás Terlaky
    Pages 215-276
  5. Back Matter

    Pages 277-289

About this book

This volume collects the expanded notes of four series of lectures given on the occasion of the CIME course on Nonlinear Optimization held in Cetraro, Italy, from July 1 to 7, 2007. The Nonlinear Optimization problem of main concern here is the problem n of determining a vector of decision variables x ? R that minimizes (ma- n mizes) an objective function f(·): R ? R,when x is restricted to belong n to some feasible setF? R , usually described by a set of equality and - n n m equality constraints: F = {x ? R : h(x)=0,h(·): R ? R ; g(x) ? 0, n p g(·): R ? R }; of course it is intended that at least one of the functions f,h,g is nonlinear. Although the problem canbe stated in verysimpleterms, its solution may result very di?cult due to the analytical properties of the functions involved and/or to the number n,m,p of variables and constraints. On the other hand, the problem has been recognized to be of main relevance in engineering, economics, and other applied sciences, so that a great lot of e?ort has been devoted to develop methods and algorithms able to solve the problem even in its more di?cult and large instances. The lectures have been given by eminent scholars, who contributed to a great extent to the development of Nonlinear Optimization theory, methods and algorithms. Namely, they are: – Professor Immanuel M.

Keywords

  • global optimization
  • interior point methods
  • linear optimization
  • nonlinear optimization
  • nonlinear programming
  • nonsmooth optimization
  • optimization
  • sequential quadratic programming

Authors, Editors and Affiliations

  • Dipto. Informatica e Sistemistica, Sapienza, Università di Roma, Roma, Italy

    Gianni Di Pillo

  • Dipto. Sistemi e Informatica, Università degli Studi di Firenze, Firenze, Italy

    Fabio Schoen

  • Statistics and Operations Research, University of Vienna, Vienna, Austria

    Immanuel M. Bomze

  • Dept. of Applied Mathematics, St. Petersburg State University, St. Petersburg, Russian Federation

    Vladimir F. Demyanov

  • Department of Mathematics, University of Dundee, Dundee, United Kingdom

    Roger Fletcher

  • , Dept. Industrial & Systems Engineering, Lehigh University, Bethlehem, USA

    Tamás Terlaky

Bibliographic Information

Buying options

eBook USD 44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions