Optimisation Numerique: Aspects theoriques et pratiques

J.-Frederic Bonnans,Jean-Charles Gilbert,Claude Lemarechal,Claudia Sagastizabal,Claude Lemara(c)Chal

Optimisation Numerique: Aspects theoriques et pratiques
Format
Paperback
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country
Germany
Published
25 September 1997
Pages
324
ISBN
9783540631835

Optimisation Numerique: Aspects theoriques et pratiques

J.-Frederic Bonnans,Jean-Charles Gilbert,Claude Lemarechal,Claudia Sagastizabal,Claude Lemara(c)Chal

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Ce livre est exclusivement consacre aux algorithmes numeriques d'optimisation (quasi-Newton, faisceaux, programmation quadratique successive, points interieurs); les bases theoriques (conditions d'optimalite, multiplicateurs de Lagrange) sont supposees connues. Son but est de familiariser le lecteur avec ces algorithmes, qui sont pour la plupart bien classiques. Leur description insiste sur leur implementation numerique, ils peuvent etre programmes directement par un lecteur experimente. Le cote theorique n'est pas pour autant neglige, avec demonstration de chaque theoreme de convergence ou vitesse de convergence; souvent, ces demonstrations utilisent des hypotheses minimales.

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