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Название: Numerical Optimization Theoretical and Practical Aspects
Авторы: J. Frederic Bonnans, Claude Lemarechal, Claudia A. Sagastizabal
Аннотация:
This book is entirely devoted to numerical algorithms for optimization, their
theoretical foundations and convergence properties, as well as their imple-
implementation, their use, and other practical aspects. The aim is to familiarize
the reader with these numerical algorithms: understanding their behaviour
in practice, properly using existing software libraries, adequately designing
and implementing "home-made" methods, correctly diagnosing the causes
of possible difficulties. Expected readers are engineers, Master or Ph.D. stu-
students, confirmed researchers, in applied mathematics or from various other
disciplines where optimization is a need.