简介
Summary:
Publisher Summary 1
This introductory textbook adopts a practical and intuitive approach, rather than emphasizing mathematical rigor. Computationally oriented books in this area generally present algorithms alone, and expect readers to perform computations by hand, and are often written in traditional computer languages, such as Basic, Fortran or Pascal. This book, on the other hand, is the first text to use Mathematica to develop a thorough understanding of optimization algorithms, fully exploiting Mathematica's symbolic, numerical and graphic capabilities.
目录
Table Of Contents:
Preface v
Optimization Problem Formulation 1(46)
Optimization Problem Formulation 2(11)
The Standard Form of an Optimization Problem 13(3)
Solution of Optimization Problems 16(2)
Time Value of Money 18(13)
Concluding Remarks 31(1)
Problems 32(15)
Graphical Optimization 47(28)
Procedure for Graphical Optimization 48(9)
GraphicalSolution Function 57(2)
Graphical Optimization Examples 59(11)
Problems 70(5)
Mathematical Preliminaries 75(56)
Vectors and Matrices 75(14)
Approximation Using the Taylor Series 89(11)
Solution of Nonlinear Equations 100(6)
Quadratic Forms 106(6)
Convex Functions and Convex Optimization Problems 112(13)
Problems 125(6)
Optimality Conditions 131(96)
Optimality Conditions for Unconstrained Problems 132(12)
The Additive Property of Constraints 144(3)
Karush-Kuhn-Tucker (KT) Conditions 147(18)
Geometric Interpretation of KT Conditions 165(10)
Sensitivity Analysis 175(6)
Optimality Conditions for Convex Problems 181(6)
Second-Order Sufficient Conditions 187(12)
Lagrangian Duality 199(9)
Problems 208(19)
Unconstrained Problems 227(88)
Descent Direction 229(2)
Line Search Techniques---Step Length Calculations 231(22)
Unconstrained Minimization Techniques 253(49)
Concluding Remarks 302(1)
Problems 303(12)
Linear Programming 315(122)
The Standard LP Problem 316(3)
Solving a Linear System of Equations 319(15)
Basic Solutions of an LP Problem 334(5)
The Simplex Method 339(26)
Unusual Situations Arising During the Simplex Solution 365(11)
Post-Optimality Analysis 376(11)
The Revised Simplex Method 387(15)
Sensitivity Analysis Using the Revised Simplex Method 402(18)
Concluding Remarks 420(1)
Problems 421(16)
Interior Point Methods 437(58)
Optimality Conditions for Standard LP 438(7)
The Primal Affine Scaling Method 445(19)
The Primal-Dual Interior Point Method 464(17)
Concluding Remarks 481(1)
Appendix---Null and Range Spaces 481(5)
Problems 486(9)
Quadratic Programming 495(86)
KT Conditions for Standard QP 495(7)
The Primal Affine Scaling Method for Convex QP 502(18)
The Primal-Dual Method for Convex QP 520(15)
Active Set Method 535(17)
Active Set Method for the Dual QP Problem 552(11)
Appendix---Derivation of the Descent Direction Formula for the PAS Method 563(10)
Problems 573(8)
Constrined Nonlinear Problems 581(96)
Normalization 582(3)
Penalty Methods 585(23)
Linearization of a Nonlinear Problem 608(6)
Sequential Linear Programming---SLP 614(6)
Basic Sequential Quadratic Programming---SQP 620(25)
Refined SQP Methods 645(15)
Problems 660(17)
Appendix An Introduction to Mathematica 677(28)
A.1 Basic Manipulations in Mathematica 678(4)
A.2 Lists and Matrices 682(7)
A.3 Solving Equations 689(2)
A.4 Plotting in Mathematica 691(4)
A.5 Programming in Mathematica 695(7)
A.6 Packages in Mathematica 702(1)
A.7 Online Help 703(2)
Bibliography 705(4)
Index 709
Preface v
Optimization Problem Formulation 1(46)
Optimization Problem Formulation 2(11)
The Standard Form of an Optimization Problem 13(3)
Solution of Optimization Problems 16(2)
Time Value of Money 18(13)
Concluding Remarks 31(1)
Problems 32(15)
Graphical Optimization 47(28)
Procedure for Graphical Optimization 48(9)
GraphicalSolution Function 57(2)
Graphical Optimization Examples 59(11)
Problems 70(5)
Mathematical Preliminaries 75(56)
Vectors and Matrices 75(14)
Approximation Using the Taylor Series 89(11)
Solution of Nonlinear Equations 100(6)
Quadratic Forms 106(6)
Convex Functions and Convex Optimization Problems 112(13)
Problems 125(6)
Optimality Conditions 131(96)
Optimality Conditions for Unconstrained Problems 132(12)
The Additive Property of Constraints 144(3)
Karush-Kuhn-Tucker (KT) Conditions 147(18)
Geometric Interpretation of KT Conditions 165(10)
Sensitivity Analysis 175(6)
Optimality Conditions for Convex Problems 181(6)
Second-Order Sufficient Conditions 187(12)
Lagrangian Duality 199(9)
Problems 208(19)
Unconstrained Problems 227(88)
Descent Direction 229(2)
Line Search Techniques---Step Length Calculations 231(22)
Unconstrained Minimization Techniques 253(49)
Concluding Remarks 302(1)
Problems 303(12)
Linear Programming 315(122)
The Standard LP Problem 316(3)
Solving a Linear System of Equations 319(15)
Basic Solutions of an LP Problem 334(5)
The Simplex Method 339(26)
Unusual Situations Arising During the Simplex Solution 365(11)
Post-Optimality Analysis 376(11)
The Revised Simplex Method 387(15)
Sensitivity Analysis Using the Revised Simplex Method 402(18)
Concluding Remarks 420(1)
Problems 421(16)
Interior Point Methods 437(58)
Optimality Conditions for Standard LP 438(7)
The Primal Affine Scaling Method 445(19)
The Primal-Dual Interior Point Method 464(17)
Concluding Remarks 481(1)
Appendix---Null and Range Spaces 481(5)
Problems 486(9)
Quadratic Programming 495(86)
KT Conditions for Standard QP 495(7)
The Primal Affine Scaling Method for Convex QP 502(18)
The Primal-Dual Method for Convex QP 520(15)
Active Set Method 535(17)
Active Set Method for the Dual QP Problem 552(11)
Appendix---Derivation of the Descent Direction Formula for the PAS Method 563(10)
Problems 573(8)
Constrined Nonlinear Problems 581(96)
Normalization 582(3)
Penalty Methods 585(23)
Linearization of a Nonlinear Problem 608(6)
Sequential Linear Programming---SLP 614(6)
Basic Sequential Quadratic Programming---SQP 620(25)
Refined SQP Methods 645(15)
Problems 660(17)
Appendix An Introduction to Mathematica 677(28)
A.1 Basic Manipulations in Mathematica 678(4)
A.2 Lists and Matrices 682(7)
A.3 Solving Equations 689(2)
A.4 Plotting in Mathematica 691(4)
A.5 Programming in Mathematica 695(7)
A.6 Packages in Mathematica 702(1)
A.7 Online Help 703(2)
Bibliography 705(4)
Index 709
- 名称
- 类型
- 大小
光盘服务联系方式: 020-38250260 客服QQ：4006604884
云图客服：
用户发送的提问，这种方式就需要有位在线客服来回答用户的问题，这种 就属于对话式的,问题是这种提问是否需要用户登录才能提问
Video Player
×
Audio Player
×
pdf Player
×
亲爱的云图用户，
光盘内的文件都可以直接点击浏览哦
无需下载，在线查阅资料！
