1999 - Numerical Optimization.pdf

Numerical Optimization Jorge Nocedal Stephen J. Wright Springer Springer Series in Operations Research Editors: Peter Glynn Stephen M. Robinson Springer New YorkBerlinHeidelbergBarcelonaHong KongLondonMilanParisSingaporeTokyo Jorge Nocedal Stephen J. Wright Numerical Optimization With 85 Illustrations 13 Jorge Nocedal Stephen J. Wright ECE Department Mathematics puter Northwestern University Science Division Evanston, IL 60208-3118 Argonne National Laboratory USA 9700 South Cass Avenue Argonne, IL 60439-4844 USA Series Editors:Peter Glynn Stephen M. Robinson Department of Operations Research Department of Industrial Engineering Stanford University University of Wisconsin–Madison Stanford, CA 94305 1513 University Avenue USA Madison, WI 53706-1572 USA Cover illustration is from Pre-Hispanic Mexican Stamp Designs by Frederick V. Field, courtesy of Dover Publi- cations, Inc. Library of Congress Cataloging-in-Publication Data Nocedal, Jorge. Numerical optimization / Jorge Nocedal, Stephen J. Wright. p. cm. —(Springer series in operations research) Includes bibliographical references and index. ISBN 0-387-98793-2 (hardcover) 1. Mathematical optimization. I. Wright, Stephen J., 1960–. II. Title. III. Series. 1999 —dc21 99–13263 ?1999 Springer-Verlag New York, Inc. All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Verlag NewYork, Inc., 175 Fifth Avenue, NewYork, NY10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identi?ed, is not to be taken as a sign that such names, as understo