Presenting recent developments of key topics in nonlinear programming, this text looks specifically at three main areas; convex analysis, optimality conditions and dual computational techniques.
Mokhtar S. BAZARAA, PhD, is a Professor at the Georgia Institute of Technology. HANIF D. SHERALI, PhD, is a W. Thomas Rice Chaired Professor of Engineering in the Grado Department of Industrial and Systems Engineering at Virginia Polytechnic Institute and State University.C. M. SHETTY, PhD, is a Professor Emeritus at the Georgia Institute of Technology.Professors Bazaraa and Sherali are also coauthors of the complementary bestselling book, Linear Programming and Network Flows, Third Edition, also published by Wiley.
Innehållsförteckning
CONVEX ANALYSIS.Convex Sets.Convex Functions and Generalizations.OPTIMALITY CONDITIONS AND DUALITY.The Fritz John and the Karush-Kuhn-Tucker Optimality Conditions.Constraint Qualifications.Lagrangian Duality and Saddle Point Optimality Conditions.ALGORITHMS AND THEIR CONVERGENCE.The Concept of an Algorithm.Unconstrained Optimization.Penalty and Barrier Functions.Methods of Feasible Directions.Linear Complementary Problem, and Quadratic, Separable, Fractional, and Geometric Programming.Appendices.Bibliography.Index.