Nonlinear Programming by O Mangasarian

Nonlinear Programming by O Mangasarian

This reprint of the 1969 book of the same name is a concise, rigorous, yet accessible account of the fundamentals of constrained optimization theory. Many problems arising in diverse fields such as machine learning, medicine, chemical engineering, structural design, and airline scheduling can be reduced to a constrained optimization problem. This book provides readers with the fundamentals needed to study and solve such problems. Beginning with a chapter on linear inequalities and theorems of the alternative, basics of convex sets and separation theorems are then derived based on these theorems. This is followed by a chapter on convex functions that includes theorems of the alternative for such functions. These results are used in obtaining the saddlepoint optimality conditions of nonlinear programming without differentiability assumptions. Properties of differentiable convex functions are derived and then used in two key chapters of the book, one on optimality conditions for differentiable nonlinear programs and one on duality in nonlinear programming. Generalizations of convex functions to pseudoconvex and quasiconvex functions are given and then used to obtain generalized optimality conditions and duality results in the presence of nonlinear equality constraints. The book has four useful self-contained appendices on vectors and matrices, topological properties of n-dimensional real space, continuity and minimization, and differentiable functions.

SKU	Unavailable
ISBN 13	9780898713411
ISBN 10	0898713412
Title	Nonlinear Programming
Author	Olvi L Mangasarian
Condition	Unavailable
Binding Type	Paperback
Publisher	Society for Industrial & Applied Mathematics,U.S.
Year published	1987-01-01
Number of pages	235
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable