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Bibliographic Details

Title: Constrained Optimization and Lagrange Multiplier Methods (Optimization and neural computation series)
Publisher: Athena Scientific
Publication Date: 1996
Language: English
ISBN 10: 1886529043
ISBN 13: 9781886529045
Binding: Soft cover
Condition: Like New

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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