Optimization - Softcover

Softcover

ISBN 10: 8181285093 ISBN 13: 9788181285096

Inhaltsangabe

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students†skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on convexity serves as bridge between linear and nonlinear programming and makes it possible to give a modern exposition of linear programming based on the interior point method rather than the simplex method. The emphasis on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes graduate students in applied mathematics, computational biology, computer science, economics, and physics as well as upper division undergraduate majors in mathematics who want to see rigorous mathematics combined with real applications. Chapter 1 reviews classical methods for the exact solution of optimization problems. Chapters 2 and 3 summarize relevant concepts from mathematical analysis. Chapter 4 presents the Karush-Kuhn-Tucker conditions for optimal points in constrained nonlinear programming. Chapter 5 discusses convexity and its implications in optimization. Chapters 6 and 7 introduce the MM and the EM algorithms widely used in statistics. Chapters 8 and 9 discuss Newtonâ€s method and its offshoots, quasi-Newton algorithms and the method of conjugate gradients. Chapter 10 summarizes convergence results, and Chapter 11 briefly surveys convex programming, duality, and Dykstraâ€s algorithm. Kenneth Lange is the Rosenfeld Professor of Computational Genetics in the Departments of Biomathematics and Human Genetics at the UCLA School of Medicine. He is also Interim Chair of the Department of Human Genetics.

Details zur Ausgabe

• Sprache: Englisch
• ISBN 10: 8181285093
• ISBN 13: 9788181285096
• Einband: Taschenbuch
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar