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• The book introduces the key ideas behind practical nonlinear optimization. • Computational finance—an increasingly popular area of mathematics degree programmes—is combined here with the study of an important class of numerical techniques. • The financial content of the book is designed to be relevant and interesting to specialists. However, this material—which occupies about one-third of the text—is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. • The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics. • Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming. • Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. • Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). • The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision. Audience The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization.

Nonlinear programming. --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Programming (Mathematics) --- Electronic data processing. --- Computer science --- Finance. --- Numerical analysis. --- Optimization. --- Operations Research, Management Science. --- Numeric Computing. --- Computational Mathematics and Numerical Analysis. --- Finance, general. --- Numerical Analysis. --- Mathematics. --- Funding --- Funds --- Economics --- Currency question --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- ADP (Data processing) --- Automatic data processing --- Data processing --- EDP (Data processing) --- IDP (Data processing) --- Integrated data processing --- Computers --- Office practice --- Mathematics --- Automation --- Mathematical optimization --- Nonlinear programming --- Optimisation mathematique --- Programmation non lineaire --- dataverwerking --- lineaire programmering --- mathematische modellen, toegepast op economie --- portfoliobeheer --- Operations research. --- Management science. --- Computer mathematics. --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Operations Research, Management Science . --- Financial Economics. --- Data processing.

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Thoreau, Henry David, --- Criticism and interpretation --- History --- Political and social views --- Politics and literature --- Political and social views. --- Thoreau, Henry David --- History.

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The lives of Catullus and Horace overlap by a dozen years in the first century BC. Yet, though they are the undisputed masters of the lyric voice in Roman poetry, Horace directly mentions his great predecessor, Catullus, only once, and this reference has often been taken as mocking. In fact, Horace's allusion, far from disparaging Catullus, pays him a discreet compliment by suggesting the challenge that his accomplishment presented to his successors, including Horace himself. In Poetic Interplay, the first book-length study of Catullus's influence on Horace, Michael Putnam shows that the earlier poet was probably the single most important source of inspiration for Horace's Odes, the later author's magnum opus. Except in some half-dozen poems, Catullus is not, technically, writing lyric because his favored meters do not fall into that category. Nonetheless, however disparate their preferred genres and their stylistic usage, Horace found in the poetry of Catullus, whatever its mode of presentation, a constant stimulus for his imagination. And, despite the differences between the two poets, Putnam's close readings reveal that many of Horace's poems echo Catullus verbally, thematically, or both. By illustrating how Horace often found his own voice even as he acknowledged Catullus's genius, Putnam guides us to a deeper appreciation of the earlier poet as well.

Helen of Troy (Greek mythology) in literature. --- Influence (Literary, artistic, etc.). --- Odes, Latin --- Hélène (Mythologie grecque) dans la littérature --- Influence littéraire, artistique, etc. --- Odes latines --- History and criticism. --- Histoire et critique --- Horace --- Catullus, Gaius Valerius --- Virgil --- Knowledge --- Literature. --- Influence. --- In literature. --- Rome --- Rome dans la littérature --- Helen of Troy (Greek mythology) in literature --- Influence (Literary, artistic, etc.) --- Odes --- History and criticism --- Literature --- Influence --- In literature --- Hélène (Mythologie grecque) dans la littérature --- Influence littéraire, artistique, etc. --- Rome dans la littérature --- Artistic impact --- Artistic influence --- Impact (Literary, artistic, etc.) --- Literary impact --- Literary influence --- Literary tradition --- Tradition (Literature) --- Vergil --- Virgile --- Virgilio Máron, Publio --- Virgilius Maro, Publius --- Vergili Maronis, Publius --- Catul --- Catull --- Catulle --- Catulli, C. Valerii --- Catullo, Gaio Valerio --- Catullus, C. Valerius --- Catullus, Gaius Valerius, --- Catullus, Gajus Valerius --- Catulo --- Katull, Gaǐ Valeriǐ --- Katullus, Kaius Valerius --- Valerio Cátulo, Cayo --- Катулл --- Orazio --- Horacij Flakk, Kvint --- Epic poetry, Latin (Medieval and modern) --- Astyanax (Legendary character) --- Jason (Greek mythology) --- Poésie épique latine médiévale et moderne --- Astyanax (Personnage légendaire) --- Enée (Personnage légendaire) --- Jason (Mythologie grecque) --- Vegio, Maffeo, --- Anthony, --- Poésie épique latine médiévale et moderne --- Astyanax (Personnage légendaire) --- Enée (Personnage légendaire) --- Lyric poetry --- Poetry --- Art --- Influence (Psychology) --- Intermediality --- Intertextuality --- Originality in literature --- Helen, --- Elena, --- Helena, --- Helenē, --- Yelena, --- 海伦 , --- ヘレネー, --- הלנה, --- העלענע, --- 헬레네, --- Хелена, --- Єлена, --- Елена , --- هلن, --- هيلين, --- Ἑλένη, --- Aeneas (Legendary character) --- Latin epic poetry, Medieval and modern --- Latin poetry, Medieval and modern --- Scamandrius (Legendary character) --- Legends --- Veggius, Mapheus, --- Vegius, Mapheus, --- Anbā Anṭūnīyūs, --- Anthony the Abbot, --- Antoine, --- Antoniĭ Velikiĭ, --- Antonio, --- Antonius, --- Antonius Magnus, --- Antony, --- Qiddīs Anṭūnīyūs, --- قديس مصر أنطونيوس --- Horatius Flaccus, Quintus --- Vergilius Maro, Publius --- in literature. --- Horatius Flaccus, Q. --- Translations into English. --- Poetry. --- Traductions anglaises --- Poésie --- Virgilius Maro, Publius, --- Virgilio Marone, P., --- Vergilīĭ, --- Virgile, --- Vergílio, --- Wergiliusz, --- Vergilīĭ Maron, P. --- Vergilīĭ Maron, Publīĭ, --- Verhiliĭ Maron, P., --- Vergil, --- Virgilio, --- Virgilīĭ, --- Virgilius Maro, P., --- Virgil Maro, P., --- ווירגיל, --- וירגיליוס, --- ורגיליוס, --- מרו, פובליוס ורגיליוס, --- فرجيل, --- Pseudo-Virgil, --- Pseudo Virgilio, --- Virgilio Marón, Publio, --- Bhārjila, --- Vergilius Maro, P. --- Vergilius --- Virgilio Marone, P. --- Vergilīĭ --- Vergílio --- Wergiliusz --- Vergilīĭ Maron, Publīĭ --- Verhiliĭ Maron, P. --- Virgilio --- Virgilius Maro, P. --- Virgil Maro, P. --- Pseudo-Virgil --- Pseudo Virgilio --- Virgilio Marón, Publio --- Bhārjila --- Catullus, Caius Valerius --- Aeneas --- Jason --- Helen --- Anton, --- Gorat︠s︡īĭ --- Gorat︠s︡iĭ Flakk, Kvint --- Horacij --- Horacio, --- Horacio Flaco, Q. --- Horacjusz --- Horacjusz Flakkus, Kwintus --- Horacy --- Horaṭiyos --- Horaṭiyus --- Horats --- Horaz --- Khorat︠s︡iĭ --- Khorat︠s︡iĭ Flak, Kvint --- Orazio Flacco, Quinto --- הוראציוס --- הורטיוס --- Odes - History and criticism --- Horace - Knowledge - Literature --- Catullus, Gaius Valerius - Influence --- Virgil - In literature --- Rome - In literature --- Marone, Publio Virgilio --- Vegio, Maffeo

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This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis. Among the main topics covered: * one-variable optimization — optimality conditions, direct search and gradient * unconstrained optimization in n variables — solution methods including Nelder and Mead simplex, steepest descent, Newton, Gauss–Newton, and quasi-Newton techniques, trust regions and conjugate gradients * constrained optimization in n variables — solution methods including reduced-gradients, penalty and barrier methods, sequential quadratic programming, and interior point techniques * an introduction to global optimization * an introduction to automatic differentiation Chapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Engineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate or graduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algorithms. Also by the author: Nonlinear Optimization with Financial Applications, ISBN: 978-1-4020-8110-1, (c)2005, Springer.

Mathematics. --- Optimization. --- Calculus of Variations and Optimal Control; Optimization. --- Operations Research, Mathematical Programming. --- Mathematical optimization. --- Operations research. --- Mathématiques --- Optimisation mathématique --- Recherche opérationnelle --- Engineering mathematics. --- Nonlinear theories. --- Operations Research --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Engineering --- Engineering analysis --- Nonlinear problems --- Nonlinearity (Mathematics) --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematics --- Calculus of variations. --- Management science. --- Operations Research, Management Science. --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Calculus --- Mathematical physics --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Isoperimetrical problems --- Variations, Calculus of

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Virgil. --- Agriculture in literature --- Didactic poetry, Latin --- -Rome in literature --- Latin didactic poetry --- Latin poetry --- History and criticism --- Virgil --- Virgilio Marone, P. --- Vergilius Maro, Publius --- Vergilīĭ --- Virgile --- Vergílio --- Wergiliusz --- Vergilīĭ Maron, P. --- Vergilīĭ Maron, Publīĭ --- Verhiliĭ Maron, P. --- Vergil --- Virgilio --- Virgilīĭ --- Virgilius Maro, P. --- Virgilius Maro, Publius --- Virgil Maro, P. --- ווירגיל --- וירגיליוס --- ורגיליוס --- מרו, פובליוס ורגיליוס --- فرجيل --- Pseudo-Virgil --- Pseudo Virgilio --- Virgilio Marón, Publio --- Bhārjila --- Agriculture in literature. --- Rome in literature. --- History and criticism. --- Virgilio Marone, P., --- Vergilīĭ, --- Virgile, --- Vergílio, --- Wergiliusz, --- Vergilīĭ Maron, Publīĭ, --- Verhiliĭ Maron, P., --- Vergil, --- Virgilio, --- Virgilīĭ, --- Virgilius Maro, P., --- Virgilius Maro, Publius, --- Virgil Maro, P., --- ווירגיל, --- וירגיליוס, --- ורגיליוס, --- מרו, פובליוס ורגיליוס, --- فرجيل, --- Pseudo-Virgil, --- Pseudo Virgilio, --- Virgilio Marón, Publio, --- Bhārjila, --- Rome --- In literature.