Practical Mathematical Optimization : Basic Optimization Theory and Gradient-Based Algorithms. 2nd ed. 2018

種類:

電子ブック

責任表示:

by Jan A Snyman, Daniel N Wilke

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2018

著者名:

• Snyman, Jan A.
• Wilke, Daniel N.
• SpringerLink (Online service)

シリーズ名:

Springer Optimization and Its Applications ; 133

ISBN:

9783319775869 [3319775863]    

注記:

1.Introduction -- 2.Line search descent methods for unconstrained minimization.-3. Standard methods for constrained optimization.-4. Basic Example Problems -- 5. Some Basic Optimization Theorems -- 6. New gradient-based trajectory and approximation methods -- 7. Surrogate Models -- 8. Gradient-only solution strategies -- 9. Practical computational optimization using Python -- Appendix -- Index.
This textbook presents a wide range of tools for a course in mathematical optimization for upper undergraduate and graduate students in mathematics, engineering, computer science, and other applied sciences. Basic optimization principles are presented with emphasis on gradient-based numerical optimization strategies and algorithms for solving both smooth and noisy discontinuous optimization problems. Attention is also paid to the difficulties of expense of function evaluations and the existence of multiple minima that often unnecessarily inhibit the use of gradient-based methods. This second edition addresses further advancements of gradient-only optimization strategies to handle discontinuities in objective functions. New chapters discuss the construction of surrogate models as well as new gradient-only solution strategies and numerical optimization using Python. A special Python module is electronically available (via springerlink) that makes the new algorithms featured in the text easily accessible and dir

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