Introduction to Unconstrained Optimization with R


Book Description

This book discusses unconstrained optimization with R—a free, open-source computing environment, which works on several platforms, including Windows, Linux, and macOS. The book highlights methods such as the steepest descent method, Newton method, conjugate direction method, conjugate gradient methods, quasi-Newton methods, rank one correction formula, DFP method, BFGS method and their algorithms, convergence analysis, and proofs. Each method is accompanied by worked examples and R scripts. To help readers apply these methods in real-world situations, the book features a set of exercises at the end of each chapter. Primarily intended for graduate students of applied mathematics, operations research and statistics, it is also useful for students of mathematics, engineering, management, economics, and agriculture.




Practical Methods of Optimization


Book Description

Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.







Numerical Methods for Unconstrained Optimization and Nonlinear Equations


Book Description

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.




Introduction to Derivative-Free Optimization


Book Description

The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.




Introduction to Mathematical Optimization


Book Description

This book is intended to be a teaching aid for students of the courses in Operations Research and Mathematical Optimization for scientific faculties. Some of the basic topics of Operations Research and Optimization are considered: Linear Programming, Integer Linear Programming, Computational Complexity, and Graph Theory. Particular emphasis is given to Integer Linear Programming, with an exposition of the most recent resolution techniques, and in particular of the branch-and-cut method. The work is accompanied by numerous examples and exercises.




An Introduction to Optimization


Book Description

Praise for the Third Edition ". . . guides and leads the reader through the learning path . . . [e]xamples are stated very clearly and the results are presented with attention to detail." —MAA Reviews Fully updated to reflect new developments in the field, the Fourth Edition of Introduction to Optimization fills the need for accessible treatment of optimization theory and methods with an emphasis on engineering design. Basic definitions and notations are provided in addition to the related fundamental background for linear algebra, geometry, and calculus. This new edition explores the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. The authors also present an optimization perspective on global search methods and include discussions on genetic algorithms, particle swarm optimization, and the simulated annealing algorithm. Featuring an elementary introduction to artificial neural networks, convex optimization, and multi-objective optimization, the Fourth Edition also offers: A new chapter on integer programming Expanded coverage of one-dimensional methods Updated and expanded sections on linear matrix inequalities Numerous new exercises at the end of each chapter MATLAB exercises and drill problems to reinforce the discussed theory and algorithms Numerous diagrams and figures that complement the written presentation of key concepts MATLAB M-files for implementation of the discussed theory and algorithms (available via the book's website) Introduction to Optimization, Fourth Edition is an ideal textbook for courses on optimization theory and methods. In addition, the book is a useful reference for professionals in mathematics, operations research, electrical engineering, economics, statistics, and business.




Trust Region Methods


Book Description

Mathematics of Computing -- General.




Introduction to Nonlinear Optimization


Book Description

This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization?theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems?and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader's understanding of the topics. The author includes offers several subjects not typically found in optimization books?for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically, such as circle fitting, Chebyshev center, the Fermat?Weber problem, denoising, clustering, total least squares, and orthogonal regression and theoretical and algorithmic topics demonstrated by the MATLAB? toolbox CVX and a package of m-files that is posted on the book?s web site.




Optimization—Theory and Practice


Book Description

Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science. This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.