Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs

Hans P. Künzi · H. G. Tzschach · C. A. Zehnder

Μαΐ 2014 · Academic Press

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Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs reviews the theory and the practical application of the numerical methods of mathematical optimization. An ALGOL and a FORTRAN program was developed for each one of the algorithms described in the theoretical section. This should result in easy access to the application of the different optimization methods. Comprised of four chapters, this volume begins with a discussion on the theory of linear and nonlinear optimization, with the main stress on an easily understood, mathematically precise presentation. In addition to the theoretical considerations, several algorithms of importance to the numerical application of optimization theory are described. The next chapter explains the computer programs used in actual optimization, which have the form of procedures or subroutines. The book concludes with an analysis of ALGOL and FORTRAN, paying particular attention to their use in global optimization procedures as well as for the simplex and duoplex methods and the decomposition, Gomory, Beale, and Wolfe algorithms. This monograph will be helpful to students and practitioners of computer science and applied mathematics.