Numerical Optimization
内容简介
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.
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作者简介
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读书文摘
It (BFGS) is also more numerically stable, and has very effective “self-correcting properties” not shared by DFP, which may account for its superior performance in practice.
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