Bültmann & Gerriets
Introduction to Methods for Nonlinear Optimization
von Marco Sciandrone, Luigi Grippo
Verlag: Springer International Publishing
Reihe: La Matematica per il 3+2 Nr. 152
Hardcover
ISBN: 978-3-031-26789-5
Auflage: 1st ed. 2023
Erschienen am 28.05.2023
Sprache: Englisch
Format: 235 mm [H] x 155 mm [B] x 37 mm [T]
Gewicht: 1235 Gramm
Umfang: 740 Seiten

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Klappentext
Biografische Anmerkung
Inhaltsverzeichnis

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.



Prof. Luigi Grippo was formerly a full professor of operations research at the University of Rome "La Sapienza" and he taught courses on operations research, optimization algorithms, approximation methods, mathematical programming, computer learning. His research work has been mainly concerned with methods for nonlinear optimization and computer learning. He has published more than 40 papers on international journals and has served as associate editor in the Journal Optimization Methods and Software.


Prof. Marco Sciandrone is a full professor of Operations Research at University of Rome "La Sapienza". He teaches courses on operations research, continuous optimization and machine learning. His research interests include nonlinear optimization and machine learning. He has published about 60 papers on international journals. He is associate editor of the journals Optimization Methods and Software, and 4OR. He was one of the founders of DEIX srl, a start-up of University of Rome "La Sapienza".



1 Introduction.-2 Fundamental definitions and basic existence results.- 3 Optimality conditions for unconstrained problems in Rn.- 4 Optimality conditions for problems with convex feasible set.- 5 Optimality conditions for Nonlinear Programming.- 6 Duality theory.- 7 Optimality conditions based on theorems of the alternative.- 8 Basic concepts on optimization algorithms.- 9 Unconstrained optimization algorithms.- 10 Line search methods.- 11 Gradient method.- 12 Conjugate direction methods.- 13 Newton's method.- 14 Trust region methods.- 15 Quasi-Newton Methods.- 16 Methods for nonlinear equations.- 17 Methods for least squares problems.- 18 Methods for large-scale optimization.- 19 Derivative-free methods for unconstrained optimization.- 20 Methods for problems with convex feasible set.- 21 Penalty and augmented Lagrangian methods.- 22 SQP methods.- 23 Introduction to interior point methods.- 24 Nonmonotone methods.- 25 Spectral gradient methods.- 26 Decomposition methods.- Appendix A: basic concepts of linear algebra and analysis.- Appendix B: Differentiation in Rn.- Appendix C: Introduction to convex analysis.


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