Constrained Optimization and Lagrange Multiplier Methods (Computer Science & Applied Mathematics) - Hardcover

Bertsekas, Dimitri P.

Hardcover

ISBN 10: 0120934809 ISBN 13: 9780120934805

Publisher: Academic Pr, 1982

Synopsis

This widely referenced textbook, first published in 1982 by Academic Press, is the authoritative and comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods. Among its special features, the 1) treats extensively augmented Lagrangian methods, including an exhaustive analysis of the associated convergence and rate of convergence properties 2) develops comprehensively sequential quadratic programming and other Lagrangian methods 3) provides a detailed analysis of differentiable and nondifferentiable exact penalty methods 4) presents nondifferentiable and minimax optimization methods based on smoothing 5) contains much in depth research not found in any other textbook

About this title

About the Author

The author is McAfee Professor of Engineering at the Massachusetts Institute of Technology and a member of the National Academy of Engineering.

Review

"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides the reader through complicated areas of numerical optimization. This is achieved by carefully explaining and illustrating (by figures, if necessary) the underlying principles and theory. Second, he provides extensive guidance on the merits of various types of methods. This is expremely useful to practitioners. Finally, this is truly a state of the art book on numerical optimization." --S. Zlobec, SIAM Review

Edition details

• Publisher: Academic Pr
• Publication date: 1982
• Language: English
• ISBN 10: 0120934809
• ISBN 13: 9780120934805
• Binding: Hardcover
• Number of pages: 395