Numerical Methods in Optimization. Natural Sciences University, Ho Chi Minh City, Viet Nam, April 2007

Research output: Other contribution

Abstract

Contents 1 What is Optimization ? p.1 2 Linesearch Methods for Unconstrained Optimization p.13 3 The Steepest Descent Method p.33 4 The Newton Method p.45 5 Quasi-Newton Methods p.62 6 The Linear Conjugate Gradient Method p.80 7 Least-Squares Problems p.87 8 KKT Optimality Conditions p.92 9 Sequential Unconstrained Minimization Methods p.103 10 Linearly-Constrained Problems p.120 11 Primal-Dual Interior-Point Methods for LP p.135 12 Sequential Quadratic Programming p.154
Original languageEnglish
Publication statusPublished - 2007

Keywords

  • Conjugate Gradient Method
  • Unconstrained minimization
  • Sequential Quadratic Programming.
  • Linearly-Constrained Problems
  • Least-Squares Problems
  • (Quasi) Newton Method
  • Interior-Point Methods
  • Steepest Descent Method
  • constrained minimization

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