Numerical Methods of Mathematical Optimization
With ALGOL and FORTRAN Programs
- 222 pages
- English
- PDF
- Only available on web
Numerical Methods of Mathematical Optimization
With ALGOL and FORTRAN Programs
About This Book
Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs reviews the theory and the practical application of the numerical methods of mathematical optimization. An ALGOL and a FORTRAN program was developed for each one of the algorithms described in the theoretical section. This should result in easy access to the application of the different optimization methods. Comprised of four chapters, this volume begins with a discussion on the theory of linear and nonlinear optimization, with the main stress on an easily understood, mathematically precise presentation. In addition to the theoretical considerations, several algorithms of importance to the numerical application of optimization theory are described. The next chapter explains the computer programs used in actual optimization, which have the form of procedures or subroutines. The book concludes with an analysis of ALGOL and FORTRAN, paying particular attention to their use in global optimization procedures as well as for the simplex and duoplex methods and the decomposition, Gomory, Beale, and Wolfe algorithms. This monograph will be helpful to students and practitioners of computer science and applied mathematics.
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Table of contents
- Front Cover
- Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs
- Copyright Page
- Table of Contents
- PREFACE TO THE GERMAN EDITION
- Chapter 1. Linear Optimization
- Chapter 2. Nonlinear Optimization
- Chapter 3. Explanations of the Computer Programs
- Chapter 4. ALGOL and FORTRAN Programs
- LIST OF EXISTING COMPUTER PROGRAMS
- BIBLIOGRAPHY
- ADDENDUM: Version of the Computer Programs for Practical Application
- INDEX