Optimization theory优化理论

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作者: Hubertus Th. Jongen, Klaus Meer, Eberhard Triesch著

出 版 社: 化学工业出版社

出版时间: 2004-7-1字数:版次: 1页数: 443印刷时间: 2004/07/01开本: 16开印次: 1纸张: 胶版纸I S B N : 9781402080982包装: 精装内容简介

Optimization Theory is becoming a more and more important mathematical as well as interdisciplinary area, especially in the interplay between mathematics and many other sciences like computer science, physics, engineering, operations research, etc.

This volume gives a comprehensive introduction into the theory of (deterministic) optimization on an advanced undergraduate and graduate level. One main feature is the treatment of both continuous and discrete optimization at the same place. This allows to study the problems under different points of view, supporting a better understanding of the entire field.

Audience: The book can be adapted well as an introductory textbook into optimization theory on a basis of a two semester course; however, each of its parts can also be taught separately. Many exercises are included to increase the reader's understanding.

目录

Preface

I Continuous Optimization

1 Optimality Criteria on Simple Regions

2 Constraints, Lagrange Function, Optimality

3 Parametric Aspects, Semi-Infinite Optimization

4 Convex Functions, Duality, Separation Theorem

5 Linear Inequalities, Constraint Qualifications

6 Linear Programming: The Simplex Method

7 The Ellipsoid Method

8 Karmarkar's Method for Linear Programming

9 Order of Convergence, Steepest Descent

10 Conjugate Direction, Variable Metric

11 Penalty-, Barrier-, Multiplier-, IP-Methods

12 Search Methods without Derivatives

13 One-Dimensional Minimization

II Discrete Optimization

14 Graphs and Networks

15 Flows in Networks

16 Applications of the Max-Flow Min-Cut Theorem

17 Integer Linear Programming

18 Computability; the Turing machine

19 Complexity theory

20 Reducibility and NP-completeness

21 Some NP-completeness results

22 The Random Access Machine

23 Complexity Theory over the Real Numbers

24 Approximating NP-hard Problems

25 Approximation Algorithms for TSP

26 Approximation algorithms for Bin Packing

27 A FPTAS for Knapsack

28 Miscellaneous

Index

Index of Symbols

References

 
 
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