Constrained Optimization and L

Dimitri P. Bertsekas; Dimitri P Bertsekas; Bertsekas, Dimitri P

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ISBN 10: 1886529043 ISBN 13: 9781886529045

Published by Athena Scientific, 1996

Language: English

Condition: Used - Good Soft cover

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Bibliographic Details

Title

Constrained Optimization and L

Publisher

Athena Scientific

Publication Date

1996

Language

English

ISBN 10

1886529043

ISBN 13

9781886529045

Binding

Soft cover

Condition

Good

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About this title

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 book: 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 the Author

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

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