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Practical Augmented Lagrangian Methods for Constrained Optimization (Fundamentals of Algorithms)
José Mario Martínez Ernesto G. Birgin
€ 86.23
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Description for Practical Augmented Lagrangian Methods for Constrained Optimization (Fundamentals of Algorithms)
Paperback.
Augmented Lagrangian techniques for the solution of practical constrained optimization problems are the focus of this book, which gives a thorough account of both theory and applications. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by prioritizing results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result. In addition, they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications. This book is aimed at engineers, physicists, chemists, ... Read more
Augmented Lagrangian techniques for the solution of practical constrained optimization problems are the focus of this book, which gives a thorough account of both theory and applications. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by prioritizing results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result. In addition, they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications. This book is aimed at engineers, physicists, chemists, ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Society for Industrial & Applied Mathematics
Condition
New
Number of Pages
230
Place of Publication
New York, United States
ISBN
9781611973358
SKU
V9781611973358
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
About José Mario Martínez Ernesto G. Birgin
Ernesto Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of São Paulo. He is a member of the editorial boards of the Journal of Global Optimization, Computational and Applied Mathematics, the Bulletin of Computational Applied Mathematics, Pesquisa Operacional, and Trends in Applied and Computational Mathematics. He has published ... Read more
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