Nonlinear programming. 2nd ed. (English) Zbl 1015.90077

Bertsekas, Dimitri P.

Belmont, MA: Athena Scientific. xiv, 777 p. (1999).

This second edition (for a review of the first edition (1995) see Zbl 0935.90037) contains according to the preface additional sections on i) Fritz John necessary conditions and constraint qualification including semi-definite programming. ii) Duality and Lagrangean relaxation in discrete optimization problems. iii) Approximate and incremental subgradient methods.
Connections with other areas of optimization are developed. The appendices have been expanded and exercises reshaped including solutions obtainable through the web.

Reviewer: A.Akutowicz (Berlin)

MSC:

90C30	Nonlinear programming
90-02	Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90C34	Semi-infinite programming

Keywords:

nonlinear programming; unconstrained optimization; Lagrange multiplier; duality; convex programming; line search methods; Newton’s method; gradient methods; semi-definite programming

Citations:

Zbl 0935.90037