Topics in Optimization

Abstract

These notes are based on a course of lectures given at Stanford, and cover three major topics relevant to optimization theory. First an introduction is given to those results in mathematical programming which appear to be most important for the development and analysis of practical algorithms. Next unconstrained optimization problems are considered. The main emphasis is on that subclass of descent methods which (a) requires the evaluation of first derivatives of the objective function, and (b) has a family connection with the conjugate direction methods. Numerical results obtained using a program based on this material are discussed in an Appendix. In the third section, penalty and barrier function methods for mathematical programming problems are studied in some detail, and possible methods for accelerating their convergence indicated.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1972
Accession Number
AD0744313

Entities

People

  • Michael Osborne

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computer Science
  • Convex Programming
  • Differential Equations
  • Evolutionary Algorithms
  • Linear Algebra
  • Linear Programming
  • Materials
  • Mathematical Analysis
  • Mathematical Programming
  • Nonlinear Programming
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Simplex Method
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Academic Conference Management
  • Business Analytics
  • Operations Research