Chong / Zak An Introduction to Optimization

2. Auflage 2004
ISBN: 978-0-471-65400-1
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 496 Seiten, E-Book

A modern, up-to-date introduction to optimization theory andmethods
This authoritative book serves as an introductory text tooptimization at the senior undergraduate and beginning graduatelevels. With consistently accessible and elementary treatment ofall topics, An Introduction to Optimization, Second Edition helpsstudents build a solid working knowledge of the field, includingunconstrained optimization, linear programming, and constrainedoptimization.
Supplemented with more than one hundred tables and illustrations,an extensive bibliography, and numerous worked examples toillustrate both theory and algorithms, this book alsoprovides:
* A review of the required mathematical background material
* A mathematical discussion at a level accessible to MBA andbusiness students
* A treatment of both linear and nonlinear programming
* An introduction to recent developments, including neuralnetworks, genetic algorithms, and interior-point methods
* A chapter on the use of descent algorithms for the training offeedforward neural networks
* Exercise problems after every chapter, many new to thisedition
* MATLAB(r) exercises and examples
* Accompanying Instructor's Solutions Manual available onrequest
An Introduction to Optimization, Second Edition helps studentsprepare for the advanced topics and technological developments thatlie ahead. It is also a useful book for researchers andprofessionals in mathematics, electrical engineering, economics,statistics, and business.
An Instructor's Manual presenting detailed solutions to all theproblems in the book is available from the Wiley editorialdepartment.

Autoren/Hrsg.

Chong, Edwin K. P.

Zak, Stanislaw H.

Inhaltsverzeichnis

Preface. xiii
PART I MATHEMATICAL REVIEW
Methods of Proof and Some Notation 1
Vector Spaces and Matrices 5
Transformations 21
Concepts from Geometry 39
Elements of Calculus 49
Part II UNCONSTRAINED OPTIMIZATION
Basics of Set-Constrained and Unconstrained Optimization 73
One-Dimensional Search Methods 91
Gradient Methods 113
Newton's Method 139
Conjugate Direction Methods 151
Quasi-Newton Methods 167
Solving Ax = b 187
Unconstrained Optimization and Neural Networks 219
Genetic Algorithms 237
Part III LINEAR PROGRAMMING
Introduction to Linear Programming. 255
Simplex Method 287
Duality 321
Non-Simplex Methods 339
Part IV NONLINEAR CONSTRAINED OPTIMIZATION
Problems with Equality Constraints 365
Problems with Inequality Constraints 397
Convex Optimization Problems 417
Algorithms for Constrained Optimization 439
References 455
Index 462

Über Autor(innen)

EDWIN K. P. CHONG, PhD, is Professor of Electrical and ComputerEngineering at Colorado State University, Fort Collins, Colorado.He was an Associate Editor for the IEEE Transactions on AutomaticControl and received the 1998 ASEE Frederick Emmons TermanAward.
STANISLAW H. ZAK, PhD, is Professor in the School of Electrical andComputer Engineering at Purdue University, West Lafayette, Indiana.He was an Associate Editor of Dynamics and Control and the IEEETransactions on Neural Networks.