Introduction to optimization methods

摘要: 1 The optimization problem.- 1.1 Introduction.- 1.2 Problem definition.- 1.3 Optimization in one dimension.- 1.4 n dimensions.- 2 Single variable optimization.- 2.1 Review of methods.- 2.2 Fibonacci search.- 2.3 Golden Section 2.4 Algorithm Davies, Swann, and Campey.- 3 Multi-variable 3.1 3.2 Search 3.3 Gradient 4 Advanced 4.1 4.2 General considerations.- 4.3 search 4.4 gradient 4.5 Minimax 5 Constrained 5.1 5.2 Kuhn-Tucker conditions.- 5.3 techniques.- 5.4 Direct methods with constraints.- 5.5 Small step 5.6 Sequential unconstrained 5.7 Large 5.8 Lagrangian 5.9 5.10 Conclusion.- References.- Further reading.