Nonlinear programming : sequential unconstrained minimization techniques /

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Bibliographic Details
Author / Creator:Fiacco, Anthony V.
Imprint:Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1990.
Description:1 online resource (xvi, 210 pages) : illustrations.
Language:English
Series:Classics in applied mathematics ; 4
Classics in applied mathematics ; 4.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12577414
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Other authors / contributors:McCormick, Garth P.
Society for Industrial and Applied Mathematics.
ISBN:9781611971316
1611971314
0898712548
9780898712544
Notes:Title from title screen, viewed 04/05/2011.
"This SIAM edition is an unabridged, corrected republication of the work first published by Research Analysis Corporation, McLean, Virginia"--Title page verso.
Includes bibliographical references (pages 196-201) and indexes.
Summary:Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.
Other form:Print version: 0898712548 9780898712544

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