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

Bertsekas, Dimitri P.

ISBN 10: 0120934809 / ISBN 13: 9780120934805

Published by Academic Pr, 1982

About this Item

Text block firm and clean, binding unblemished, boards straight, without highlights or underlining. Supporting Bay Area Friends of the Library since 2010. Well packaged and promptly shipped.

Seller Inventory # 1LAUHV0031WA

Bibliographic Details

• Title: Constrained Optimization and Lagrange Multiplier Methods (Computer Science & Applied Mathematics)
• Publisher: Academic Pr
• Publication Date: 1982
• Language: English
• ISBN 10: 0120934809
• ISBN 13: 9780120934805
• Binding: hardcover
• Condition: VeryGood

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 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.