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Practical Augmented Lagrangian Methods for Constrained Optimization

Language EnglishEnglish
Book Paperback
Book Practical Augmented Lagrangian Methods for Constrained Optimization Ernesto G. Birgin
Libristo code: 04838332
Augmented Lagrangian techniques for the solution of practical constrained optimization problems are... Full description
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Augmented Lagrangian techniques for the solution of practical constrained optimization problems are the focus of this book, which gives a thorough account of both theory and applications. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by prioritizing results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result. In addition, they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications. This book is aimed at engineers, physicists, chemists, and other practitioners interested in full access to comprehensive and well-documented software for large-scale optimization, as well as up-to-date convergence theory and its practical consequences. It will also be of interest to graduate and advanced undergraduate students in mathematics, computer science, applied mathematics, optimization, and numerical analysis.

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About the book

Full name Practical Augmented Lagrangian Methods for Constrained Optimization
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 233
EAN 9781611973358
ISBN 161197335X
Libristo code 04838332
Weight 42
Dimensions 176 x 255 x 12
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