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

Bibliographic Details
Main Author: Beck, Amir, 1975-
Format: Book
Language:English
Published: Philadelphia : Society for Industrial and Applied Mathematics. SIAM, 2014.
Series:MOS-SIAM series on optimization
Subjects:
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.