数值最优化算法与理论

Paperback. Pub Date: 2010 Pages: 289 Publisher: Science Press numerical optimization algorithms and theory (2nd edition) more systematic optimization of the more mature areas of basic theories and methods. The necessary and sufficient conditions for basic theory including optimization problem solution as well as the convergence of various algorithms theory. The introduced algorithm: unconstrained steepest descent method. Newton method. quasi-Newton method. conjugate gradient method. trust region algorithms and direct method; Newton method and quasi-Newton method of non-linear equations and least squares problem; constraint penalty function method. the multiplier method. feasible direction method. sequential quadratic programming algorithm and trust-region algorithm. Also describes the basic theory of linear programming and the simplex algorithm and effective set method for s...