Differentiable optimization and equation solving
Subtitle: a treatise on algorithmic science and the Karmarkar revolution
By: John Lawrence Nazareth.
Series: CMS books in mathematics -- 13
Publisher: Springer
Published: 2003
Place of publication: New York
Language: eng
Number of pages: 256
ISBN-13: 9780387955728
Subjects: Mathematical optimization; Programming (Mathematics); Algorithms
Description: "This book gives an overview of a resulting, dramatic reorganization that has occurred in one of these areas of mathematical programming and numerical computation: algorithmic differentiable optimization and equation solving, or more simply, algorithmic differentiable programming. The author provides a unified perspective and readable commentary on Karmarkar's algorithmic revolution, with special emphasis placed on the problems that form its foundation, namely, unconstrained minimization, solving nonlinear equations, unidimensional programming, and linear programming. The specific work discussed here derives mainly from the author's research in these areas during the post-Karmarkar period and is aimed at researchers in optimization and advanced graduate students. The reader is assumed to be familiar with advanced calculus, numerical analysis, and the fundamentals of computer science."--Book jacket.
Notes: Includes bibliographical references (p. [225]-249) and index.