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Constrained Optimization and Lagrange Multiplier Methods - Softcover

 
9781483236131: Constrained Optimization and Lagrange Multiplier Methods

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This widely referenced textbook, first published in 1982 by Academic Press, is the authoritative and comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods. Among its special features, the book: 1) treats extensively augmented Lagrangian methods, including an exhaustive analysis of the associated convergence and rate of convergence properties 2) develops comprehensively sequential quadratic programming and other Lagrangian methods 3) provides a detailed analysis of differentiable and nondifferentiable exact penalty methods 4) presents nondifferentiable and minimax optimization methods based on smoothing 5) contains much in depth research not found in any other textbook

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9781886529045: Constrained Optimization and Lagrange Multiplier Methods

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ISBN 10:  1886529043 ISBN 13:  9781886529045
Publisher: Athena Scientific, 1996
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Dimitri P. Bertsekas
Published by Academic Press, 2014
ISBN 10: 1483236137 ISBN 13: 9781483236131
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Bertsekas, Dimitri P.
Published by Academic Press, 1982
ISBN 10: 1483236137 ISBN 13: 9781483236131
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