Skip to main content

Unrestringierte Optimierung

  • Chapter
  • First Online:
Grundzüge der Nichtlinearen Optimierung
  • 4941 Accesses

Zusammenfassung

Nichtlineare Optimierungsprobleme ohne Restriktionen besitzen die Form

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Literatur

  1. Bonnans, J.F., Shapiro, A.: Perturbation Analysis of Optimization Problems. Springer, New York (2000).

    Book  Google Scholar 

  2. Broyden, C.G.: The convergence of a class of double-rank minimization algorithms. J. I. Math.App., 6, 76–90 (1970).

    MATH  Google Scholar 

  3. Davidon, W.C.: Variable metric method for minimization. SIAM J. Optimiz. 1, 1–17 (1991).

    Article  MathSciNet  Google Scholar 

  4. Fischer, G.: Lineare Algebra. SpringerSpektrum, Berlin (2014).

    Book  Google Scholar 

  5. Fletcher, R.: A new approach to variable metric algorithms. Compu. J. 13, 317–322 (1970).

    Article  Google Scholar 

  6. Fletcher, R., Powell, M.J.D.: A rapidly convergent descent method for minimization. Compu. J.6, 163–168 (1963).

    Article  MathSciNet  Google Scholar 

  7. Geiger, C., Kanzow, C.: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben. Springer, Berlin (1999), 115.

    Book  Google Scholar 

  8. Goldfarb, D.: A family of variable metric updates derived by variational means. Math. Compu.,24, 23–26 (1970).

    Article  Google Scholar 

  9. Güler, O.: Foundations of Optimization. Springer, Berlin (2010).

    Book  Google Scholar 

  10. Heuser, H.: Lehrbuch der Analysis, Teil 1. SpringerVieweg, Wiesbaden, (2009).

    MATH  Google Scholar 

  11. Heuser, H.: Lehrbuch der Analysis, Teil 2. SpringerVieweg, Wiesbaden (2008).

    Book  Google Scholar 

  12. Jahn, J.: Introduction to the Theory of Nonlinear Optimization. Springer, Berlin (1994).

    Book  Google Scholar 

  13. Jänich, K.: Lineare Algebra. Springer, Berlin (2008).

    Book  Google Scholar 

  14. Jongen, H.Th., Jonker, P., Twilt, F.: Nonlinear Optimization in Finite Dimensions. Kluwer, Dordrecht (2000).

    MATH  Google Scholar 

  15. Nickel, S., Stein, O., Waldmann, K.-H.: Operations Research. Springer-Gabler, Berlin (2014).

    Book  Google Scholar 

  16. Nocedal, J., Wright, S.: Numerical Optimization. Springer, New York (2006).

    MATH  Google Scholar 

  17. Rudin, W.: Principles of Mathematical Analysis. McGraw-Hill, New York (1976).

    MATH  Google Scholar 

  18. Shanno, D.F.: Conditioning of quasi-Newton methods for function minimization. Math. Comput. 24, 647–656 (1970).

    Article  MathSciNet  Google Scholar 

  19. Stein, O.: Grundzüge der Globalen Optimierung. SpringerSpektrum, Berlin (2018).

    MATH  Google Scholar 

  20. Stein, O.: Konvexe Analysis. Vorlesungsskript, Karlsruher Institut für Technologie (KIT) (2017).

    Google Scholar 

  21. Werner, J.: Numerische Mathematik II. Vieweg-Verlag, Braunschweig, (1992).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer-Verlag GmbH Deutschland

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Stein, O. (2018). Unrestringierte Optimierung. In: Grundzüge der Nichtlinearen Optimierung. Springer Spektrum, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-55593-4_2

Download citation

Publish with us

Policies and ethics