Code: 04333671

Optimisation Numerique

Name: Optimisation Numerique
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 04333671
Price: 50.45 EUR
Availability: InStock
Author: J.-Fr d ric
ISBN: 9783540631835

by J.-Fr d ric, Bonnans

Language: French
Binding: Paperback
Number of pages: 336
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1997
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Book synopsis

Ce livre est exclusivement consacré aux algorithmes numériques d'optimisation (quasi-Newton, faisceaux, programmation quadratique successive, points intérieurs); les bases théoriques (conditions d'optimalité, multiplicateurs de Lagrange) sont supposées connues.Son but est de familiariser le lecteur avec ces algorithmes, qui sont pour la plupart bien classiques. Leur description insiste sur leur implémentation numérique, ils peuvent ?tre programmés directement par un lecteur expérimenté. Le côté théorique n'est pas pour autant négligé, avec démonstration de chaque théor?me de convergence ou vitesse de convergence; souvent, ces démonstrations utilisent des hypoth?ses minimales.