Full Description
This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization. It begins with a summary of classical results on unconstrained optimization, followed by a wealth of applications from a diverse mix of fields, e.g. location analysis, traffic planning, and water quality management, to name but a few. In turn, the book presents a formal description of optimality conditions, followed by an in-depth discussion of the main solution techniques. Each method is formally described, and then fully solved using a numerical example.
Contents
Introduction.- Unconstrained Optimization.- Applications of Nonlinear Programming.- Optimality Conditions and Duality Theory.- General Solution Methods for Constrained Optimization.- Methods for Linearly Constrained Problems.- Methods for Nonlinearly Constrained Problems.- Geometric Programming.
