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Bazaraa M.S., Sherali H.D., Shetty C.M. — Nonlinear Programming: Theory and Algorithms
Bazaraa M.S., Sherali H.D., Shetty C.M. — Nonlinear Programming: Theory and Algorithms



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Название: Nonlinear Programming: Theory and Algorithms

Авторы: Bazaraa M.S., Sherali H.D., Shetty C.M.

Аннотация:

Nonlinear Programming: Theory and Algorithms—now in an extensively updated Third Edition—addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction.

Concentration on the three major parts of nonlinear programming is provided:

- Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programming
- Optimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions
- Algorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems

Important features of the Third Edition include:

- New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and more
- Updated discussion and new applications in each chapter
- Detailed numerical examples and graphical illustrations
- Essential coverage of modeling and formulating nonlinear programs
- Simple numerical problems
- Advanced theoretical exercises

The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programmi


Язык: en

Рубрика: Computer science/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: Third edition

Год издания: 2006

Количество страниц: 853

Добавлена в каталог: 12.04.2010

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Feasible solution      2 124
Fibonacci search      351
Fibonacci search method      353
First-order (Taylor series)      109
First-order condition      167
First-order linear programming approximation      193
First-order variants of the reduced gradient method      620
Fixed-metric methods      421
Fixed-time continuous control problem      6
Forest harvesting problems      36
Formulation      26
Fractional programming algorithm      706
Fractional programming problem      22
Frank — Wolfe method      631 733
Frisch's logarithmic barrier function      502 510
Fritz John conditions      199
Fritz John necessary conditions      199
Fritz John necessary optimality conditions      772
Fritz John optimality conditions      184
Fritz John point      184
Fritz John sufficient conditions      187 203
Frobenius norm      754
Full rank      754
Functionally convex      139
Functions      762
GAMS      36
Gauge function      149
Gauss — Seidel iterations      366
Gauss — Seidel method      366
Gaussian pivot matrix      757
Generality      329
Generalizations of a convex functions      134
Generalized reduced gradient (GRG) method      602 612 651
Geometric convergence      331
Geometric interpretation for the absolute value penalty function      489
Geometric interpretation for the augmented Lagrangian penalty function      494
Geometric interpretation of improving feasible directions      539
Geometric interpretation of penalty functions      473
Geometric interpretation of the dual problem      259
Geometric optimality conditions      174
Geometric programming      223
Geometric programming problem      712
GINO      36
Global convergence      399
Global minimum      166
Global optimal solution      124
Global optimization approach for nonconvex quadratic programs      675
Global optimization approaches      667
Globally convergent variant using the penalty as a merit function      581
Goal programming      29
Golden section method      348 350
Gordan's Theorem      56 767
Gradient      40 763
Gradient deflection methods      421
Gradient method      302 384
Gradient projection method      589
Gradient projection method (linear constraints)      593
Gradient vector      109
Gram — Schmidt procedure      377
Graph      104
Greatest lower bound      760
GRG2      36
Grid point generation procedure      698
Grid points      346
Grid points: generation      694
Guidelines for model construction      26
H-conjugate      403
Half-space      40 765
Hard constraints      28
Harwell Library routines      756
Hessian matrix      112 763
Higher-order variants of predictor-corrector methods      535
Highway construction      8
Hooke and Jeeves method      368
Hooke and Jeeves method using line searches      369
Hooke and Jeeves method with discrete steps      372
Householder transformation matrix      757
Hypercube method      401
Hyperplane      40 52 765
Hyperrectangle      675
Hypograph      104
Identity matrix      753
Ill-conditioned Hessian      482
Ill-conditioning      389 481
Ill-conditioning effect      507
Implicit function theorem      233 234
Improper separation      53
Improving direction      174
Improving feasible direction      539 541
Incumbent solution      678
indefinite      114 756
Inequality constraint      2
Inequality constraints in the ALAG      499
Inexact line searches      362
Infimum      760
Infinitely differentiable function      116
Inflection point      172
Inner product      752
Inner representation      72
Interior      45 760
Interior penalty function methods      506
Interior point      760
Intersection      760
Interval of uncertainty      345
Inventory      30
Inverse matrix      754
Inverse of a matrix      757
Involutory matrix      758
Isolated local optimal solution      124
Iteration      317
Jacobian matrix      184 191 763
Jamming      560
Journal bearing assembly      11
Journal design problem      11
Kantorovich Inequality      448
Karmarkar's algorithm      634
Karush — Kuhn — Tucker conditions      191 195 207 209 213 216 246 271 479 507
Karush — Kuhn — Tucker necessary conditions      206 218
Karush — Kuhn — Tucker sufficient conditions      197
Kelley's cutting plane algorithm      339
Kirchhoff's loop law      15
Kirchhoff's node law      15
Kuhn — Tucker's constraint qualification      244 248
Lagrange      183
Lagrange multipliers      191 479 507 772
Lagrange — Newton approach      576 650
Lagrangian decomposition strategy      287 314
Lagrangian dual function      258
Lagrangian dual problem      257 259 775
Lagrangian dual subproblem      258
Lagrangian duality      775
Lagrangian duality theorem      16
Lagrangian function      211 269
Lagrangian multipliers      16 183 191 258 772 773
Layering strategy      287
Leading principal submatrix      771
Least distance programming problem      232
Least lower bound      678
Least squares estimation problems      36
Least upper bound      760
Lemke's complementary pivoting algorithm      659
Level set      99
Level surface      136
Levenberg — Marquardt      398
Levenberg — Marquardt method      400
LGO      36
Limit inferior      761
Limit superior      761
Limited memory      465
Line search      542
Line search problem      128
Line search using derivatives      357
Line search without using derivatives      344
Line segment      40 46 765
Linear      332 752
linear combination      40 752
Linear complementary problem      656
Linear convergence rate      331
Linear fractional programming      703
Linear fractional programming problems      703
Linear hull      42 752
Linear independence      751
Linear independence constraint qualification      244
Linear program      2 41 75 298 509
Linear subspace      93 150
Linearization step/phase      668
Linearly independent      751
LINGO      36
LINPACK      756
Lipschitz condition      434
Lipschitz continuous      392
Local optimal solution      124
Location of facilities      24
Location problem      25
Location-allocation problem      25 36
Lower semicontinuity      101 762
Lower semicontinuous at $\bar{x}$      763
Lower-level set      99 136
LU factorization      668 756
LU-Decomposition      154
Mangasarian — Fromovitz constraint qualification      251
Maratos effect      587 650
Marginal rates of change      275
master program      291
Mathematical economics      36
Mathematical tractability      26
MATLAB      756
Matrices      751 753
Matrix factorizations      756
Matrix multiplication      753
Maxima semicontinuous functions      762
Maximizing a convex function      133
Mean      20
Mean value theorem      764
Mechanical design      11
Memoryless quasi-Newton method      429
Merit function      569 581
Merit function SQP algorithm      583
Method of multipliers      495 538
Minima and maxima of convex functions      123
Minima of semicontinuous functions      762
Minimizing a concave objective function      658
Minimizing a convex function      124
Minimizing along independent directions      327
MINOS      36 622
Mixed penalty-barrier auxiliary function      527 533
Mixed-integer zero-one bilinear programming problem      657
Modified barrier method      536
Multidimensional search using derivatives      384
Multidimensional search without using derivatives      365
Multinomial terms      737
Multiple pricing      622
Multiplication by a scalar      751
Multiplier penalty function      490 491
Multiset      737
n-dimensional Euclidean space      751
n-step asymptotic results      434
Near-binding constraints      556 650
Near-feasible      295
Near-optimal solution      296
Necessary optimality conditions      166
Negative definite      756
Negative entropy function      531
Negative semidefinite      113 756
Neighborhood      760 765
NEOS server for optimization      466
Newton — Raphson method      395 577
Newton — Raphson scheme      613
Newton's method      358 395
Node potential      15
Node-branch incidence matrix      14
Nonbasic variables      621
Nonbasic vector      603
Nonconvex cone      63
Nonconvex problems      474
Nonconvex quadratic programming      667
Nonconvex quadratic programming problem      675
Nondegeneracy assumption      603
Nonlinear complementary problem      727
Nonlinear equality constraints      553
Nonlinear equation systems      420
Nonlinear equations      395
Nonnegative orthant      157
Nonsingular      754
Norm of a matrix      754
normal      40 52
Normalization constraint      541 715
Objective function      2 75
ones      657
open      45 760
Open half-space      52 765
Open interval      760
Open sets      760
Operational variables      17
Optimal control problems      4 34
Optimal solution      2 124
Optimality conditions      772 see
Optimality conditions in linear programming      75
Order of complexity      517
Order of convergence      331
Order-two convergence of the method of Newton      395
Origin node      14
Orthogonal      752
Orthogonal complement      93
Orthogonal matrix      753 755
Orthogonality constraint      715
Orthogonalization procedure      377
Orthonormal matrix      755
Outer approximation      292
Outer linearization      292
Outer product      736
Outer representation      72
Outer-linearization method      289 290
P-matrices      744
Parallel tangents      458
Parallelogram law      50
Parameter-free barrier function method      528
Parameter-free methods      533
Parameter-free penalty function method      528
PARTAN      428
Partial conjugate gradient method      433
Partial quasi-Newton method      408 434
Partition      679
Partitioned matrices      753
Path-following procedure      513
Pattern search      368 428
Pattern search step      368
Penalty function      470 471
Penalty function methods      484
Penalty problem      476
Penalty successive linear programming algorithm      569
Percentage test line search map      445
Perfect line searches      418
Permutation matrix      753 756
Perturbation function      150 260 273 474
Perturbed KKT system      511
Perturbed primal problems      293
Phase I      83
Pivoting      81
PLU decomposition      757
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