Numerical Linear Algebra And Optimization - Hardcover

Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret H.

Hardcover

ISBN 10: 0201126494 ISBN 13: 9780201126495

Publisher: CRC Press, 1990

Synopsis

From SIAM Review: "The authors' intent is to combine exposition on the fundamentals of numerical linear algebra with those of optimization. Historically, numerical analysis texts seldom mention optimization beyond superficial lip service, and vice versa, optimization texts tend to be naive about numerically stable techniques for manipulation of matrices used in optimization algorithms. Gill, Murray, and Wright rectify this unfortunate separation by writing about and teaching both subjects together. ... One could hardly find a team more qualified to write this book. The three authors have long been recognized among the leaders in numerical optimization for their contributions to the theory and practice as well. Together with Michael Saunders, Gill, Murray, and Wright for many years formed the System Optimization Laboratory (SOL) at Stanford University Operation Research Department. ... In the given order, the book covers the following topics: linear algebra background, fundamentals of error analysis and condition, systems of linear equations, systems of rank-deficient but compatible systems of linear equations, linear least-squares problems, systems of linear inequalities and linear programming, and the Simplex Method. Each of these topics corresponds to a chapter; the chapters follow each other in a strictly logical order. In terms of applications, the later topics provide motivation for the earlier ones."

Edition details

• Publisher: CRC Press
• Publication date: 1990
• Language: English
• ISBN 10: 0201126494
• ISBN 13: 9780201126495
• Binding: Hardcover
• Edition number: 1
• Number of pages: 448