Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations
Author: J. E. Dennis, Jr.
Publisher: SIAM
Total Pages: 394
Release: 1996-12-01
Genre: Mathematics
ISBN: 9781611971200

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Mathematics and Computing

Mathematics and Computing
Author: Debasis Giri
Publisher: Springer
Total Pages: 436
Release: 2017-04-14
Genre: Computers
ISBN: 9811046425

This book constitutes the proceedings of the Third International Conference on Mathematics and Computing, ICMC 2017, held in Haldia, India, in January 2017. The 35 papers presented in this volume were carefully reviewed and selected from 129 submissions. They were organized in topical sections named: security and privacy; computing; applied mathematics; and pure mathematics.

Applications of q-Calculus in Operator Theory

Applications of q-Calculus in Operator Theory
Author: Ali Aral
Publisher: Springer Science & Business Media
Total Pages: 275
Release: 2013-05-09
Genre: Mathematics
ISBN: 1461469465

The approximation of functions by linear positive operators is an important research topic in general mathematics and it also provides powerful tools to application areas such as computer-aided geometric design, numerical analysis, and solutions of differential equations. q-Calculus is a generalization of many subjects, such as hypergeometric series, complex analysis, and particle physics. ​​This monograph is an introduction to combining approximation theory and q-Calculus with applications, by using well- known operators. The presentation is systematic and the authors include a brief summary of the notations and basic definitions of q-calculus before delving into more advanced material. The many applications of q-calculus in the theory of approximation, especially on various operators, which includes convergence of operators to functions in real and complex domain​ forms the gist of the book. This book is suitable for researchers and students in mathematics, physics and engineering, and for professionals who would enjoy exploring the host of mathematical techniques and ideas that are collected and discussed in the book.

Mathematical Theory of Optimization

Mathematical Theory of Optimization
Author: Ding-Zhu Du
Publisher: Springer Science & Business Media
Total Pages: 277
Release: 2013-03-14
Genre: Mathematics
ISBN: 1475757956

This book provides an introduction to the mathematical theory of optimization. It emphasizes the convergence theory of nonlinear optimization algorithms and applications of nonlinear optimization to combinatorial optimization. Mathematical Theory of Optimization includes recent developments in global convergence, the Powell conjecture, semidefinite programming, and relaxation techniques for designs of approximation solutions of combinatorial optimization problems.

Calculus of Variations and Optimal Control Theory

Calculus of Variations and Optimal Control Theory
Author: Daniel Liberzon
Publisher: Princeton University Press
Total Pages: 255
Release: 2012
Genre: Mathematics
ISBN: 0691151873

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control

Dynamic Optimization, Second Edition

Dynamic Optimization, Second Edition
Author: Morton I. Kamien
Publisher: Courier Corporation
Total Pages: 402
Release: 2013-04-17
Genre: Mathematics
ISBN: 0486310280

Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.

Optimization and Control with Applications

Optimization and Control with Applications
Author: Liqun Qi
Publisher: Springer Science & Business Media
Total Pages: 587
Release: 2006-03-30
Genre: Mathematics
ISBN: 0387242554

A collection of 28 refereed papers grouped according to four broad topics: duality and optimality conditions, optimization algorithms, optimal control, and variational inequality and equilibrium problems. Suitable for researchers, practitioners and postgrads.

Classical And Modern Optimization

Classical And Modern Optimization
Author: Guillaume Carlier
Publisher: World Scientific
Total Pages: 388
Release: 2022-03-16
Genre: Mathematics
ISBN: 180061067X

The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning.Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications.Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class.

Introduction to Unconstrained Optimization with R

Introduction to Unconstrained Optimization with R
Author: Shashi Kant Mishra
Publisher: Springer Nature
Total Pages: 309
Release: 2019-12-17
Genre: Mathematics
ISBN: 9811508941

This book discusses unconstrained optimization with R—a free, open-source computing environment, which works on several platforms, including Windows, Linux, and macOS. The book highlights methods such as the steepest descent method, Newton method, conjugate direction method, conjugate gradient methods, quasi-Newton methods, rank one correction formula, DFP method, BFGS method and their algorithms, convergence analysis, and proofs. Each method is accompanied by worked examples and R scripts. To help readers apply these methods in real-world situations, the book features a set of exercises at the end of each chapter. Primarily intended for graduate students of applied mathematics, operations research and statistics, it is also useful for students of mathematics, engineering, management, economics, and agriculture.