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 language | English |
|---|---|
| Publication status | Published - 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