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" Trust-region methods / "
Andrew R. Conn, Nicholas I.M. Gould, Philippe L. Toint.
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BL
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| Record Number
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1014819
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| Doc. No
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b769189
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| Main Entry
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Conn, A. R., (Andrew R.)
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| Title & Author
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Trust-region methods /\ Andrew R. Conn, Nicholas I.M. Gould, Philippe L. Toint.
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| Publication Statement
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Philadelphia, PA :: Society for Industrial and Applied Mathematics,, ©2000.
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| Series Statement
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MPS-SIAM series on optimization ;; 1
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| Page. NO
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xix, 959 pages :: illustrations ;; 26 cm.
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| ISBN
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0898714605
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: 9780898714609
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| Bibliographies/Indexes
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Includes bibliographical references (pages 813-934) and index.
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| Contents
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Preface -- Chapter 1: Introduction -- PART I: PRELIMINARIES -- Chapter 2: Basic Concepts -- Chapter 3: Basic Analysis and Optimality Conditions -- Chapter 4: Basic Linear Algebra -- Chapter 5 Krylov Subspace Methods -- PART II: TRUST-REGION METHODS FOR UNCONSTRAINED OPTIMIZATION -- Chapter 6: Global Convergence of the Basic Algorithm -- Chapter 7: The Trust-Region Subproblem -- Chapter 8: Further Convergence Theory Issues -- Chapter 9: Conditional Models -- Chapter 10: Algorithmic Extensions -- Chapter 11: Nonsmooth Problems -- PART III: TRUST-REGION METHODS FOR CONSTRAINED OPTIMIZATION WITH CONVEX CONSTRAINTS -- Chapter 12: Projection Methods for Convex Constraints -- Chapter 13: Barrier Methods for Inequality Constraints -- PART IV: TRUST-REGION METHODS FOR GENERAL CONSTRAINED OPTIMIZATION AND SYSTEMS OF NONLINEAR EQUATIONS -- Chapter 14: Penalty-Function Methods -- Chapter 15: Sequential Quadratic Programming Methods -- Chapter 16: Nonlinear Equations and Nonlinear Fitting -- PART V: FINAL CONSIDERATIONS -- Chapter 17: Practicalities -- Afterword -- Appendix: A Summary of Assumptions -- Annotated Bibliography -- Subject and Notation Index -- Author Index.
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| Abstract
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This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization.
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| Subject
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Mathematical optimization.
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| Subject
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Mathematical optimization.
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| Subject
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Mathematical optimization.
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| Dewey Classification
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519.3
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| LC Classification
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QA402.5.C6485 2000
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| Added Entry
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Gould, Nicholas I. M.
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Toint, Ph. L., (Philippe L.)
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