Nonlinear Optimization - Couverture rigide

Ruszczynski, Andrzej

 
9780691119151: Nonlinear Optimization
Couverture rigide
ISBN 10 : 0691119155 ISBN 13 : 9780691119151
Editeur : Princeton University Press, 2006

Synopsis

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures.

The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems.

Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Andrzej Ruszczynski is Professor of Operations Research at Rutgers University. He is the coauthor of Stochastic Programming and the coeditor of Decision Making under Uncertainty.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Princeton University Press
Date d'édition
2006
Langue
anglais
ISBN 10 
0691119155
ISBN 13 
9780691119151
Reliure
Relié
Nombre de pages
464
Coordonnées du fabricant
non disponible
Personne responsable
non disponible