From Brownian Motion to Schrodinger's Equation (Grundlehren Der Mathematischen Wissenschaften) - Softcover

Chung, Kai Lai; Zhao, Zhongxin

Softcover

ISBN 10: 0387570306 ISBN 13: 9780387570303

Publisher: Springer Verlag, 1995

Synopsis

Preface.- 1. Introduction to engineering optimization problems.- 2. Some engineering problems in one variable.- 3. Numerical optimization in one variable.- 4. Route-planning and other problems in several variables.- 5. Gradients, Hessians and automatic differentiation.- 6. Optimality conditions for n variable unconstrained problems.- 7. Steepest descent method.- 8. Newton method .- 9. Quasi-Newton methods.- 10. Conjugate gradient methods.- 11. Problem transformations to handle constraints.- 12. Maintenance scheduling - a case study.- 13. Data fitting and identification.- 14. The Gauss-Newton method with examples.- 15. Power system scheduling and engineering problems involving constraints.- 16. Optimality conditions for equality constrained problems.- 17. Quadratic programming and reduced gradients with examples.- 18. Penalty function methods and examples.- 19. Sequential QP methods.- 20. Trajectory optimization- a case study.- 21. Wing design and other problems involving inequality constraints.- 22. Optimality conditions for inequality constrained problems.- 23. Extending equality methods for inequalities.- 24. Barrier methods.- 25. Interior point methods.- 26. Further trajectory optimization problems.- 27. Global optimization.- 28. Route-planning - a case study.- Index.

About this title

Review

"This book is an excellent contribution to potential theory and stochastic processes, and recommended to researchers and graduate students of mathematics and mathematical physics." - M. Nagasawa, Universität Zürich

Edition details

• Publisher: Springer Verlag
• Publication date: 1995
• Language: English
• ISBN 10: 0387570306
• ISBN 13: 9780387570303
• Binding: Paperback