an:03972625
Zbl 0602.90090
Minoux, M.
Mathematical programming. Theory and algorithms. Transl. from the French by Steven Vajda
EN
A Wiley-Interscience Publication. Chichester etc.: John Wiley and Sons. XXVIII, 489 p. \textsterling 34.95 (1986).
1986
b
90-01 90C05 65K05 90C06 49-01 90C30 49M37 90C10 49M27
introduction; unconstrained optimization
[For a review of the French original (1983) see Zbl 0546.90056.]
This book serves as a broad introduction to mathematical programming. It provides the necessary theoretical background of the various solution techniques, but the main emphasis is placed on algorithms. The author makes a real attempt to unify the various subjects of mathematical programming. Following the introductory chapter on fundamental concepts, Chapters 2-6 are devoted to linear and nonlinear programming in finite dimensions (linear programming, one-dimensional optimization, unconstrained optimization, constrained optimization). In constrained optimization separate chapters deal with primal and with dual methods. In Chapter 7 an introduction to integer programming is given. Chapter 8 discusses solution methods in large-scale programming, generalized linear programming as well as decomposition techniques. Chapter 9 deals with dynamic programming. Finally, in Chapter 10 optimization in infinite dimensions and applications of it are discussed in Chapter 10.
S.Schaible
0546.90056