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Old 03-23-2011, 12:00 AM
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Arrow Nonlinear Programming Theory and Algorithms

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Nonlinear Programming Theory and Algorithms

Nonlinear Programming: Theory and Algorithms by Mokhtar S. BazaraaHanif D. SheraliC. M. Shetty
Wiley-Interscience | 2006 | ISBN: 0471486000 | 872 pages | Djvu | 31 MB
Nonlinear Programming: Theory and Algorithms-now in an extensively updated Third Edition- addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction.
Concentration on the three major parts of nonlinear programming is provided:
* Convex analysis with discussion of topological properties of convex setsseparation and support of convex setspolyhedral setsextreme points and extreme directions of polyhedral setsand linear programming
* Optimality conditions and duality with coverage of the natureinterpretationand value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions
* Algorithms and their convergencewith a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems
Important features of the Third Edition include:
* New topics such as second interior point methodsnonconvex optimizationnondifferentiable optimizationand more
* Updated discussion and new applications in each chapter
* Detailed numerical examples and graphical illustrations
* Essential coverage of modeling and formulating nonlinear programs
* Simple numerical problems
* Advanced theoretical exercises
The book is a solid reference for professionals as well as a useful text for students in the fields of operations researchmanagement scienceindustrial engineeringapplied mathematicsand also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.

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