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Ottimizzazione numerica

  • Alfio Quarteroni
  • Fausto Saleri
  • Paola Gervasio
Chapter
  • 1.2k Downloads
Part of the UNITEXT book series (UNITEXT, volume 105)

Astratto

In questo capitolo presenteremo alcuni fra i più noti metodi numerici per risolvere problemi di ottimizzazione (massimizzazione o minimizzazione) non vincolata. Faremo inoltre qualche cenno alle strategie da utilizzare nel caso dell’ottimizzazione vincolata. Introdurremo i più popolari metodi di discesa, quelli di tipo trust region, i minimi quadrati non lineari, i metodi di Gauss-Newton a quelli di Levenberg-Marquardt, e ne discuteremo le proprietà di convergenza, efficienza e robustezza. Diversi esempi di rilevanza applicativa verranno introdotti all’inizio del capitolo per motivare l’interesse del lettore, mentre numerosi esercizi concluderanno il capitolo.

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Copyright information

© Springer-Verlag Italia Srl. 2017

Authors and Affiliations

  • Alfio Quarteroni
    • 2
    • 1
  • Fausto Saleri
    • 3
  • Paola Gervasio
    • 4
  1. 1.École Polytechnique Fédérale (EPFL)LausanneSwitzerland
  2. 2.Politecnico di MilanoMilanItaly
  3. 3.MOXPolitecnico di MilanoMilanItaly
  4. 4.DICATAMUniversità degli Studi di BresciaBresciaItaly

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