Practical Mathematical Optimization Basic Optimization Theory and Gradient-Based Algorithms

Language: English

Published by Palgrave Macmillan, 2018

3319775855 / 9783319775852

Series: Book 123 of 176 - Springer Optimization and Its Applications

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This textbook presents a wide range of tools for a course in mathematical optimization for upper undergraduate and graduate students in mathematics, engineering, computer science, and other applied sciences. Basic optimization principles are presented with emphasis on gradient-based numerical optimization strategies and algorithms for solving both smooth and noisy discontinuous optimization problems. Attention is also paid to the difficulties of expense of function evaluations and the existence of multiple minima that often unnecessarily inhibit the use of gradient-based methods. This second edition addresses further advancements of gradient-only optimization strategies to handle discontinuities in objective functions. New chapters discuss the construction of surrogate models as well as new gradient-only solution strategies and numerical optimization using Python. A special Python module is electronically available (via springerlink) that makes the new algorithms featured in the text easily accessible and directly applicable. Numerical examples and exercises are included to encourage senior- to graduate-level students to plan, execute, and reflect on numerical investigations. By gaining a deep understanding of the conceptual material presented, students, scientists, and engineers will be able to develop systematic and scientific numerical investigative skills. Sprache: Englisch Gewicht in Gramm: 712.…

Title
Practical Mathematical Optimization Basic Optimization Theory and Gradient-Based Algorithms
Author
Jan A Snyman, Daniel N Wilke
Publisher
Palgrave Macmillan
Publication year
2018
Condition
Neu
Binding
Gebundene Ausgabe
Language
English
ISBN 10
3319775855
ISBN 13
9783319775852
Edition
2nd Edition
Item weight
712 grams
Series
Book 123 of 176: Springer Optimization and Its Applications

Home-set

Mannheim, Germany

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Home-set

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