Introduction to nonlinear optimization : theory, algorithms and applications with MATLAB
- Hyderabad : Society for Industrial and Applied Mathematics (SIAM), 2014
- xii, 282 p. ; ill., 25 cm
- MOS-SIAM series on optimization .
Includes bibliographical references and index.
This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems--and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation.
9789386235350
MATLAB Nonlinear theories Cauchy-Schwarz inequality Convex function Dual problem KKT conditions Newton's method Numpy; Objective function Orthogonal projection Quadratic function Stationary point