AuthorJahn, Johannes. author
TitleIntroduction to the Theory of Nonlinear Optimization [electronic resource] / by Johannes Jahn
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 2007
Edition Third Edition
Connect tohttp://dx.doi.org/10.1007/978-3-540-49379-2
Descript X, 292 p. 31 illus. online resource

SUMMARY

This book serves as an introductory text to optimization theory in normed spaces. Topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, extended semidefinite optimization, and the investigation of linear quadratic and time minimal control problems. This textbook presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a basic knowledge of linear functional analysis


CONTENT

and Problem Formulation -- Existence Theorems for Minimal Points -- Generalized Derivatives -- Tangent Cones -- Generalized Lagrange Multiplier Rule -- Duality -- Application to Extended Semidefinite Optimization -- Direct Treatment of Special Optimization Problems


SUBJECT

  1. Mathematics
  2. Mathematical optimization
  3. Mathematics
  4. Calculus of Variations and Optimal Control; Optimization
  5. Operations Research/Decision Theory
  6. Numerical and Computational Methods in Engineering