Linear And Nonlinear Programming Second Edition

This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. One major insight is the connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve a problem.

This textbook is an introduction to Scientific Computing, in which several numerical methods for the computer solution of certain classes of mathematical problems are illustrated. The authors show how to compute the zeros or the integrals of continuous functions, solve linear systems, approximate functions by polynomials and construct accurate approximations for the solution of ordinary and partial differential equations.

In this book, the theory, methods and applications of separable optimization are considered. Some general results are presented, techniques of approximating the separable problem by linear programming problem, and dynamic programming are also studied. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and convergent iterative algorithms of polynomial complexity are proposed.