Introduction to nonlinear optimization : theory, algorithms, and applications with MATLAB

• Main Author: Beck, Amir (Author)
• Format: Electronic eBook
• Language: English
• Published: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics, 2014.
• Series: MOS-SIAM series on optimization.
• Subjects: MATLAB.; MATLAB; Mathematical optimization.; Nonlinear theories.; elektronické knihy; electronic books
• ISBN: 9781611973655; 1611973651; 9781523109388; 1523109386; 9781611973648; 1611973643
• Physical Description: 1 online resource (x, 282 pages)

Table of Contents:

• Mathematical preliminaries
• Optimality conditions for unconstrained optimization
• Least squares
• The gradient method
• Newton's method
• Convex sets
• Convex functions
• Convex optimization
• Optimization over a convex set
• Optimality conditions for linearly constrained problems
• The KKT conditions
• Duality.