数值最优化算法（numerical optimization） 第

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1、ThisispageiiiPrinter:OpaquethisJorgeNocedalStephenJ.WrightNumericalOptimizationSecondEditionThisispagPrinter:OJorgeNocedalStephenJ.WrightEECSDepartmentComputerSciencesDepartmentNorthwesternUniversityUniversityofWisconsinEvanston,IL60208-31181210WestDaytonStreetUSAMadison,WI53706–1613no

2、cedal@eecs.northwestern.eduUSAswright@cs.wisc.eduSeriesEditors:ThomasV.MikoschStephenM.RobinsonUniversityofCopenhagenDepartmentofIndustrialandSystemsLaboratoryofActuarialMathematicsEngineeringDK-1017CopenhagenUniversityofWisconsinDenmark1513UniversityAvenuemikosch@act.ku.dkMadison,WI53

3、706–1539USASidneyI.Resnicksmrobins@facstaff.wise.eduCornellUniversitySchoolofOperationsResearchandIndustrialEngineeringIthaca,NY14853USAsirl@cornell.eduMathematicsSubjectClassification(2000):90B30,90C11,90-01,90-02LibraryofCongressControlNumber:2006923897ISBN-10:0-387-30303-0ISBN-13:978

4、-0387-30303-1Printedonacid-freepaper.
C2006SpringerScience+BusinessMedia,LLC.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconne

5、ctionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eve

6、niftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.PrintedintheUnitedStatesofAmerica.(TB/HAM)987654321springer.comThisispagevPrinter:OpaquethisToSue,IsabelandMartinandToMumandDadThisispageviiPrinter:OpaquethisContentsPref

7、acexviiPrefacetotheSecondEditionxxi1Introduction1MathematicalFormulation........................2Example:ATransportationProblem...................4ContinuousversusDiscreteOptimization.................5ConstrainedandUnconstrainedOptimization..............6GlobalandLocalOptimization...