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Optimization by Vector Space Methods

Optimization by Vector Space Methods

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Published by eliasjagiello

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Published by: eliasjagiello on Jun 18, 2012
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9
ISBN 0
-
471
-
IA117
-
X
9 0 0 0 0
780471
181170
Unifies the field of optimization with
a few geometric principles
The number of books that can legitimately be called classics in their fields is
small indeed, but David Luenberger's
Optimization by Vector Space Methods
certainly qualifies, Not only does Luenberger clearly demonstrate that a large
segment of the field of optimization can be effectively unified by a few
geometric principles of linear vector space theory, but his methods have
found applications quite removed from the engineering problems to which
they were first applied. Nearly 30
years
after its initial publication, this book
is still among the most frequently cited sources in books and articles on
financial optimization.
The book uses functional analysis—the study of linear vector spaces—to
impose simple, intuitive interpretations on complex, infinite-dimensionalproblems. The early chapters offer an introduction to functional analysis,
with applications to optimization. Topics addressed include linear space,
Hilbert space, least-squares estimation, dual spaces, and linear operators and
adjoints. Later chapters deal explicitly with optimization theory, discussing
Optimization of functionals
Global theory of constrained optimization
Local theory of constrained optimization
Iterative methods of optimization
End-of-chapter problems constitute a major component of this book and
come in two basic varieties. The first consists of miscellaneous mathematical
problems and proofs that extend and supplement the theoretical material in
the text; the second, optimization problems, illustrates further areas of
application and helps the reader formulate and solve practical problems.
For professionals and graduate students in engineering, mathematics,
operations research, economics, and business and finance,
Optimization by
Vector Space Methods is
an indispensable source of problem-solving tools.
DAVID G. LUENBERGER
is a professor in the School of Engineering at
Stanford University. He has published four textbooks and over 70 technical
papers. Professor Luenberger is a Fellow of the Institute of Electrical andElectronics Engineers and recipient of the 1990 Bode Lecture Award. His
current research is mainly in investment science, economics, and planning.
Cover Design: Edward Smith Design, Inc.
WILEY-1NTERSCIENCE
John Wiley & Sons, Inc.Professional, Reference and
Trade
Group
605 Third Avenue,
New
York,
N.Y.
10158-0012
New York
Chichester
Weinheim
Brisbane
Singapore
Toronto
 
This text is printed on acid-free paper.
Copyright © 1969 by John Wiley & Sons, Inc.
All rights reserved. Published simultaneously in Canada.Reproduction or translation of any part of this work beyond
that permitted by Section 107 or 108 of the 1976 United
States Copyright Act without the permission of the copyrightowner is unlawful. Requests
for permission or
further
information should be addressed to the Permissions Department,
John Wiley & Sons, Inc., 605 Third Avenue, New York, NY10158-0012.
This publication is designed to provide accurate and
authoritative information in regard to the subjectmatter covered. it is sold with the understanding thatthe publisher is not engaged in rendering legal, =counting,or other professional services. If legal advice or other
expert assistance is required, the services
of a competentprofessional person should be sought.
Library of
Congress Cataloging-in-Publication Data
ISBN 047I-55359-X (cloth)
ISBN 0471-18I17-X (paper)
Printed in
the
United States of America
/0 9 8 7 6 5

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