Description |
xx, 779 pages ; 24 cm |
Series |
Applied mathematical sciences ; 124 |
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Applied mathematical sciences (Springer-Verlag New York Inc.) ; v. 124
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Contents |
1. Unconstrained Optimization. 1.1. Optimality Conditions. 1.2. Algorithm Models and Convergence Conditions I. 1.3. Gradient Methods. 1.4. Newton's Method. 1.5. Methods of Conjugate Directions. 1.6. Quasi-Newton Methods. 1.7. One-Dimensional Optimization. 1.8. Newton's Method for Equations and Inequalities -- 2. Finite Min-Max and Constrained Optimization. 2.1. Optimality Conditions for Min-Max. 2.2. Optimality Conditions for Constrained Optimization. 2.3. Algorithm Models and Convergence Conditions II. 2.4. First-Order Min-Max Algorithms. 2.5. Newton's Method for Min-Max Problems. 2.6. Phase I - Phase II Methods of Centers. 2.7. Penalty Function Algorithms. 2.8. Augmented Lagrangian Methods. 2.9. Sequential Quadratic Programming -- 3. Semi-Infinite Optimization. 3.1. Optimality Conditions for Semi-Infinite Min-Max. 3.2. Optimality Conditions for Constrained Semi-Infinite Optimization. 3.3. Theory of Consistent Approximations. 3.4. Semi-Infinite Min-Max Algorithms |
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3.5. Algorithms for Inequality-Constrained Semi-Infinite Optimization. 3.6. Algorithms for Semi-Infinite Optimization with Mixed Constraints -- 4. Optimal Control. 4.1. Canonical Forms of Optimal Control Problems. 4.2. Optimality Conditions for Optimal Control. 4.3. Algorithms for Unconstrained Optimal Control. 4.4. Min-Max Algorithms for Optimal Control. 4.5. Algorithms for Problems with State Constraints I: Inequality Constraints. 4.6. Algorithms for Problems with State Constraints II: Equality Constraints. 4.7. Algorithms for Problems with State Constraints III: Equality and Inequality Constraints -- 5. Mathematical Background. 5.1. Results from Functional Analysis. 5.2. Convex Sets and Convex Functions. 5.3. Properties of Set-Valued Functions. 5.4. Properties of Max Functions. 5.5. Minimax Theorems. 5.6. Differential Equations |
Bibliography |
Includes bibliographical references (pages 743-772) and index |
Subject |
Algorithms.
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Mathematical optimization.
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LC no. |
97002158 |
ISBN |
0387949712 (alk. paper) |
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