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

Dimitri P. Bertsekas

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ISBN 10: 0120934809 ISBN 13: 9780120934805

Published by Academic Pr, 1982

Language: English

Condition: Used - Good Hardcover

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Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.45.

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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

Good

Dust Jacket Condition

No Jacket

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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 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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