Techniques of optimization are applied in many problems to economics, automatic control, engineering etc. This book, written by one of the leading specialists of optimization theory, provides a brief yet quite complete exposition of the most effective method of the solution of optimization problems.

Inhalt

1. Convex and Quadratic Programming.- 1.1 Introduction.- 1.2 Necessary Conditions for a Minimum and Duality.- 1.3 Quadratic Programming Problems.- 2. The Linearization Method.- 2.1 The General Algorithm.- 2.2 Resolution of Systems of Equations and Inequalities.- 2.3 Acceleration of the Convergence of the Linearization Method.- 3. The Discrete Minimax Problem and Algorithms.- 3.1 The Discrete Minimax Problem.- 3.2 The Dual Algorithm for Convex Programming Problems.- 3.3 Algorithms and Examples.- Appendix: Comments on the Literature.- References.