Introduction to methods for nonlinear optimization / Luigi Grippo, Marco Sciandrone.

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Introduction to methods for nonlinear optimization / Luigi Grippo, Marco Sciandrone.

9783031267901 (electronic bk.)
3031267907 (electronic bk.)
3031267893
9783031267895

Cham, Switzerland : Springer, 2023.

English

1 online resource (723 pages) : illustrations (black and white, and color).

10.1007/978-3-031-26790-1 doi

QA427

519.6

This book has two main objectives: to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level; to collect and organize selected important topics on optimization algorithms, not easily found in textbooks, which can provide material for advanced courses or can serve as a reference text for self-study and research. The basic material on unconstrained and constrained optimization is organized into two blocks of chapters: basic theory and optimality conditions unconstrained and constrained algorithms. These topics are treated in short chapters that contain the most important results in theory and algorithms, in a way that, in the authors experience, is suitable for introductory courses. A third block of chapters addresses methods that are of increasing interest for solving difficult optimization problems. Difficulty can be typically due to the high nonlinearity of the objective function, ill-conditioning of the Hessian matrix, lack of information on first-order derivatives, the need to solve large-scale problems. In the book various key subjects are addressed, including: exact penalty functions and exact augmented Lagrangian functions, non monotone methods, decomposition algorithms, derivative free methods for nonlinear equations and optimization problems. The appendices at the end of the book offer a review of the essential mathematical background, including an introduction to convex analysis that can make part of an introductory course.

Includes bibliographical references and index.

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Description based on print version record.

Unitext. Matematica per il 3+2.
Unitext ; v. 152.

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