Title: Optimisation Numerique: Aspects theoriques et pratiques (Math�matiques et Applications, 27) (French Edition)
Publisher: Springer
Publication Date: 1997
Language: French
ISBN 10: 3540631836
ISBN 13: 9783540631835
Binding: Soft cover
Condition: New

About this title

Synopsis

Ce livre est exclusivement consacr� aux algorithmes num�riques d'optimisation (quasi-Newton, faisceaux, programmation quadratique successive, points int�rieurs); les bases th�oriques (conditions d'optimalit�, multiplicateurs de Lagrange) sont suppos�es connues.
Son but est de familiariser le lecteur avec ces algorithmes, qui sont pour la plupart bien classiques. Leur description insiste sur leur impl�mentation num�rique, ils peuvent �tre programm�s directement par un lecteur exp�riment�. Le c�t� th�orique n'est pas pour autant n�glig�, avec d�monstration de chaque th�or�me de convergence ou vitesse de convergence; souvent, ces d�monstrations utilisent des hypoth�ses minimales.

From the Back Cover

Ce livre est exclusivement consacr� aux algorithmes num�riques d'optimisation (quasi-Newton, faisceaux, programmation quadratique successive, points int�rieurs); les bases th�oriques (conditions d'optimalit�, multiplicateurs de Lagrange) sont suppos�es connues.
Son but est de familiariser le lecteur avec ces algorithmes: fonctionnement, utilisation de biblioth�ques de programmes, mise en oeuvre d'un programme "personnel", recours en cas de difficult�s.
Les algorithmes concern�s sont en g�n�ral bien classiques. Leur description insiste sur l'aspect impl�mentation num�rique, ils peuvent �tre programm�s directement par un lecteur exp�riment�. Le c�t� th�orique n'est pas pour autant n�glig�, avec documentation de chaque th�or�me de convergence ou vitesse de convergence; souvent, ces d�monstrations utilisent des hypoth�ses minimales.

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