Quadratic programming with computer programs (Q2830109)

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scientific article; zbMATH DE number 6649807
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Quadratic programming with computer programs
scientific article; zbMATH DE number 6649807

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    9 November 2016
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    quadratic optimization
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    convex problems
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    solution algorithms
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    conjugate gradients
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    necessary optimality conditions
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    Quadratic programming with computer programs (English)
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    Topic of the textbook is the theoretical investigation of a special class of optimization problems and their numerical solution. The model is clearly formulated and explained, many applied problems leading to quadratic optimization problems are used to motivate the readers to deal with the topic of the textbook. The reader can find 10 algorithms starting with conjugate gradient algorithms for unconstrained problems to Newton algorithms for constrained problems and simplex methods, most of them solve convex problems. The description of all algorithms is complemented with computer codes. A large number of exercises , examples and graphical illustrations complement the textbook. The theorems are clearly proved. I can strongly recommend the textbook to undergraduate students of different disciplines as e.g.~mathematics, (financial) economics, econometrics or computer science.
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