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
《Perturbation Analysis of Optimization Problems》《Linear Programming 1》《Finite-Dimensional Variational Inequalities and Complementarity Problems》《Numerical Optimization》《The Logic of Logistics》
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 谁家的鸡 2021-07-11 08:16:14
字典一样的书，显然是没有必要全读完的。
1 有用 Collin 2018-03-20 07:17:16
Another dusty classic, picked up by Max during Spring recess.
0 有用 脚拿开 2021-10-26 11:45:58
每次翻都有收获
0 有用 阿喜 2011-06-15 16:18:47
Optimization
0 有用 回家吃饭 2018-08-16 22:05:36
扫过了一遍，起码再看优化算法的东西大概能知道说的是什么了…写得对初学者挺友好的。
0 有用 jinnosleep 2022-07-07 17:55:29
100分的教材5分的我
0 有用 Maxwell 2022-03-26 21:39:20
复习一下kkt条件，书的内容相对简单，深入还需要其他的参考，但是内容全面证明很翔实
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 十七 2021-10-27 06:23:19
非常棒的一本书！知识全面且推理严谨！这本书让我受益匪浅，算是把我领进最优化算法大门了
0 有用 脚拿开 2021-10-26 11:45:58
每次翻都有收获