Luigi Grippo - Böcker

This book has two main objectives:•  to provide a concise introduction to nonlinear optimization methods, which can be used as a textbook at a graduate or upper undergraduate level;•  to collect and organize selected important topics on optimization algorithms, not easily found in textbooks, which can provide material for advanced courses or can serve as a reference text for self-study and research.The basic material on unconstrained and constrained optimization is organized into two blocks of chapters: •   basic theory and optimality conditions•   unconstrained and constrained algorithms.These topics are treated in short chapters that contain the most important results in theory  and algorithms, in a way that, in the authors’ experience, is suitable for introductory courses.  A third block of chapters addresses methods that are of increasing interest for solving difficult optimization problems. Difficulty can be typically due to the high nonlinearity of the objective function, ill-conditioning of the Hessian matrix, lack of information on first-order derivatives, the need to solve large-scale problems. In the book various key subjects are addressed, including: exact penalty functions and exact augmented Lagrangian functions, non monotone methods, decomposition algorithms, derivative free methods for nonlinear equations and optimization problems.The appendices at the end of the book offer a review of the essential mathematical background, including an introduction to convex analysis that can make part of an introductory course.