Optimization: Algorithms and Consistent Approximations Elijah Polak

ISBN: 9780387949710

Published: June 20th 1997

Hardcover

782 pages


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Optimization: Algorithms and Consistent Approximations  by  Elijah Polak

Optimization: Algorithms and Consistent Approximations by Elijah Polak
June 20th 1997 | Hardcover | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 782 pages | ISBN: 9780387949710 | 5.12 Mb

This book covers algorithms and discretization procedures for the solution of nonlinear programming, semi-infinite optimization, and optimal control problems. Among the important features included are a theory of algorithms represented asMoreThis book covers algorithms and discretization procedures for the solution of nonlinear programming, semi-infinite optimization, and optimal control problems.

Among the important features included are a theory of algorithms represented as point-to-set maps- the treatment of finite- and infinite-dimensional min-max problems with and without constraints- a theory of consistent approximations dealing with the convergence of approximating problems and master algorithms that call standard nonlinear programming algorithms as subroutines, which provides a framework for the solution of semi-infinite optimization, optimal control, and shape optimization problems with very general constraints- and the completeness with which algorithms are analyzed.

Chapter 5 contains mathematical results needed in optimization from a large assortment of sources. Graduate students, university teachers, and optimization practitioners in applied mathematics, engineering, and economics will find this book useful.



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