Introduction to the Theory of Nonlinear Optimization
[Book]
by Johannes Jahn.
Second rev. edition
Berlin, Heidelberg
Springer Berlin Heidelberg
1996
(viii, 259 pages)
Introduction and Problem Formulation --; Existence Theorem for Minimal Points --; Generalized Derivatives --; Tangent Cones --; Generalized Lagrange Multiplier Rule --; Duality --; Direct Treatment of Special Optimization Problems --; Appendices: Weak Convergence --; Reflexitivity of Banach Spaces --; Hahn-Banach Theorem --; Partially Ordered Linear Spaces.
This book serves as an introductory text to optimization theory in normed spaces. Topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, and the investigation of linear quadratic and time minimal control problems. This textbook presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a basic knowledge of linear functional analysis. The book contains examples and several exercises.