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Numerical Methods and Optimization: An Introduction

Sergiy Butenko and Panos M. Pardalos
Chapman & Hall/CRC
Publication Date: 
Number of Pages: 
We do not plan to review this book.

Sets and Functions
Fundamental Theorem of Algebra
Vectors and Linear (Vector) Spaces
Matrices and Their Properties
Preliminaries from Real and Functional Analysis

Numbers and Errors
Conversion between Different Number Systems
Floating Point Representation of Numbers
Definitions of Errors
Round-off Errors

Numerical Methods for Standard Problems
Elements of Numerical Linear Algebra

Direct Methods for Solving Systems of Linear Equations
Iterative Methods for Solving Systems of Linear Equations
Overdetermined Systems and Least Squares Solution
Stability of a Problem
Computing Eigenvalues and Eigenvectors

Solving Equations
Fixed Point Method
Bracketing Methods
Newton’s Method
Secant Method
Solution of Nonlinear Systems

Polynomial Interpolation
Forms of Polynomials
Polynomial Interpolation Methods
Theoretical Error of Interpolation and Chebyshev Polynomials

Numerical Integration
Trapezoidal Rule
Simpson's Rule
Precision and Error of Approximation
Composite Rules
Using Integrals to Approximate Sums

Numerical Solution of Differential Equations
Solution of a Differential Equation
Taylor Series and Picard’s Methods
Euler's Method
Runge-Kutta Methods
Systems of Differential Equations
Higher-Order Differential Equations

Introduction to Optimization
Basic Concepts

Formulating an Optimization Problem
Mathematical Description
Local and Global Optimality
Existence of an Optimal Solution
Level Sets and Gradients
Convex Sets, Functions, and Problems

Complexity Issues
Algorithms and Complexity
Average Running Time
Randomized Algorithms
Basics of Computational Complexity Theory
Complexity of Local Optimization
Optimal Methods for Nonlinear Optimization

Introduction to Linear Programming
Formulating a Linear Programming Model
Examples of LP Models
Practical Implications of Using LP Models
Solving Two-Variable LPs Graphically
Classification of LPs

The Simplex Method for Linear Programming
The Standard Form of LP
The Simplex Method
Geometry of the Simplex Method
The Simplex Method for a General LP
The Fundamental Theorem of LP
The Revised Simplex Method
Complexity of the Simplex Method

Duality and Sensitivity Analysis in Linear Programming
Defining the Dual LP
Weak Duality and the Duality Theorem
Extracting an Optimal Solution of the Dual LP from an Optimal Tableau of the Primal LP
Correspondence between the Primal and Dual LP Types
Complementary Slackness
Economic Interpretation of the Dual LP
Sensitivity Analysis

Unconstrained Optimization
Optimality Conditions
Optimization Problems with a Single Variable
Algorithmic Strategies for Unconstrained Optimization
Method of Steepest Descent
Newton’s Method
Conjugate Direction Method
Quasi-Newton Methods
Inexact Line Search

Constrained Optimization
Optimality Conditions
Projected Gradient Methods
Sequential Unconstrained Minimization

Notes and References