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 ...
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.
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. (查看原文)
In a sense, the line search and trust-region approaches differ in the order in which they
choose the direction and distance of the move to the next iterate. Line search starts by fixing the direction pk and then identifying an appropriate distance, namely the step length αk . In trust region, we first choose a maximum distance—the trust-region radius k —and then seek a direction and step that attain the best improvement possible subject to this distance constraint. If this step proves to be unsatisfactory, we reduce the distance measure k and try again. (查看原文)
Springer Series in Operations Research(共21册)，
这套丛书还有
《Facility Location》《Numerical Optimization》《Dynamic Control of Quality in Production-Inventory Systems》《Performance Analysis of Manufacturing Systems》《Monte Carlo》
等
。
"Rather than being as concise as possible, our aim is to make the discussion flow in a natural way. As a result, the book is comparatively long, but we believe that it can be read relatively rapidly."..."Rather than being as concise as possible, our aim is to make the discussion flow in a natural way. As a result, the book is comparatively long, but we believe that it can be read relatively rapidly."
自学宝书，不过感觉上课还是需要更加紧凑和规整的版本(展开)
摇摆过客
Springer2000版
vgaas
科学出版社2006版
0 有用 sylvia 2017-02-15 07:05:34
best wishes
0 有用 Bodhin 2021-03-19 20:07:51
写的可真好，语言很流畅。各节算法相对独立，甚至达到了你从中挑一段都能继续读下去的程度
1 有用 玄之 2018-03-20 20:51:08
躲著躲著，還是跳進了坑裡來…… 也不算讀完吧，只是發現這本更適合作為工具書。
0 有用 儒豪 2021-11-19 00:51:59
"Rather than being as concise as possible, our aim is to make the discussion flow in a natural way. As a result, the book is comparatively long, but we believe that it can be read relatively rapidly."... "Rather than being as concise as possible, our aim is to make the discussion flow in a natural way. As a result, the book is comparatively long, but we believe that it can be read relatively rapidly." 自学宝书，不过感觉上课还是需要更加紧凑和规整的版本 (展开)
0 有用 yeky 2018-10-12 10:06:03
读完一遍，很多细节没有搞懂。有些章节写的也不是那么易懂，比如CG method。