Математические методы и моделирование в экономике
Финансово-экономические дисциплины
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Hendrix E.M.T. Introduction to Nonlinear and Global Optimization
Springer – 2010, 208 pages
ISBN: 0387886699

Nonlinear Optimization is an intriguing area of study where mathematical theory, algorithms and applications converge to calculate the optimal values of continuous functions. Within this subject, Global Optimization aims at finding global optima for difficult problems in which many local optima might exist.
This book provides a compelling introduction to global and non-linear optimization providing interdisciplinary readers with a strong background to continue their studies into these and other related fields. The book offers insight in relevant concepts such as "region of attraction" and "Branch-and-Bound" by elaborating small numerical examples and exercises for the reader to follow.
Contents:
Preface
Introduction
Mathematical Modeling, Cases
NLP Optimality Conditions
Goodness of Optimization Algorithms
Nonlinear Programming Algorithms
Deterministic GO Algorithms
Stochastic GO Algorithms
References
Index.
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