Numerical Methods in Extremal Problems
Matematika, statistika i informatika
Pshenichny, B. N. (Pšeničnij, Boris Nikolevič Danilin, Yu. M. (Danilin, Jurij Mihajlovič)
089900
Moscow
1982
15×22,5
tvrdi s omotom
276
engleski
Cijena: 35,00 EUR
The book was written by prominent Soviet mathematicians, leading experts from the Institute of Cybernetics of the Academy of Sciences of the Ukrainian SSR in Kyiv, who incorporated into this text their extensive research in the fields of mathematical programming and numerical analysis. The volume represents one of the foundational and classic works of the Soviet mathematical school, which heavily influenced the global development of computational optimization algorithms. The content of this monograph is entirely dedicated to methods and algorithms for the numerical solution of problems involving the discovery of extrema of functions and functionals, which are regularly encountered in mathematical programming, economics, optimal control theory, and numerous engineering and scientific disciplines. Special emphasis in the book is placed on modern and computationally applicable algorithms with a fast rate of convergence. The authors provide a detailed and rigorous analysis of unconstrained minimization methods, as well as constrained minimization methods for functions of independent variables. The work systematically covers classical gradient methods, quasi-Newton and conjugate methods, alongside specific numerical approaches developed within the Kyiv school of cybernetics, making it an exceptionally valuable handbook for specialists in computational mathematics, research engineers, and advanced students of technical and natural sciences. The precise English translation was prepared by the distinguished translator V. Zhitomirsky.
