非线性规划

Nonlinear Programming

Dimitri P. Bertsekas、Dimitri Bertsekas · 初版 1995 年

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本书深入阐述了 nonlinear programming 这一优化领域的核心算法方法。内容重点探讨了约束与无约束迭代算法、Lagrange multiplier 理论以及大规模优化方法。——封底文案

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wcsun · 2011 年
…http://www.stanford.edu/class/cs229/materials.html http://www.youtube.com/watch?v=UzxYlbK2c7E 如果你只是想调调库，那看到这儿就行了。如果你想了解更多，在学凸优化（convex optimization）之前，先去读 Dimitri Bertsekas 教授写的 nonlinear programming 第 1-3 章。http://www.athenasc.com/nonlinbook.html 然后，你可以试着学完 EE364 并看掉视频。http://www.stanford.edu/class/ee364a/ http://www.youtube.com/watch?v=McLq1hEq3UY…
…http://www.stanford.edu/class/cs229/materials.html http://www.youtube.com/watch?v=UzxYlbK2c7E If you just want to use the libraries, you can stop here. If you want to know more, read chapters 1-3 of nonlinear programming by Professor Dimitri Bertsekas before convex optimization. http://www.athenasc.com/nonlinbook.html Then, you can try to finish EE364 and watch the videos. http://www.stanford.edu/class/ee364a/ http://www.youtube.com/watch?v=McLq1hEq3UY…
bkcooper · 2021 年
……啃起来相当费劲，但我发现第一章里的视角尤其给人启发。看起来 Springer 出了本更新的书，估计是这本书的扩展版。Bertsekas 的 Nonlinear Programming。Bertsekas 写过特别多书，而且里面内容重合度相当高。这本似乎是对优化基础细节（nuts and bolts）讲得最透彻的一本。更新：如果你……
…pretty tough sledding, but I found the perspectives in the first chapter particularly to be enlightening. It seems like there's a newer Springer book which is probably an expansion on this. Bertsekas's Nonlinear Programming. Bertsekas has written a lot of books, and there's a fair amount of overlapping going on. This one seemed to be the one that has the most nuts and bolts about the basics of optimization. EDIT: If you…
ableal · 2010 年
……当我写非线性优化相关的代码时，就觉得一维搜索应该用黄金分割法来做。但我很少看到有人提它——似乎最终大家用的总是二分搜索……[1] http://www.amazon.com/Linear-Nonlinear-Programming-David-Lue...
…search should be done with golden section, when I was hacking non-linear optimization. Yet I rarely see it mentioned - seems always to come down to binary search ... [1] http://www.amazon.com/Linear-Nonlinear-Programming-David-Lue...
cashsterling · 2023 年
……自适应控制、最优控制以及强化学习（RL）：- https://arxiv.org/abs/1912.03513 - http://www.cs.cmu.edu/~cga/dynopt/ - http://www.mit.edu/~dimitrib/RLbook.html John Betts 写的 Practical Methods for Optimal Control Using Nonlinear Programming 第三版：- https://my.siam.org/Store/Product/viewproduct/?ProductId=316... Ioannou 和 Fidan 写的 Adaptive Control Tutorial - https://mitpress.mit.edu/9780262039246/reinforcement-learnin...…
…adaptive control, optimal control, and RL: - https://arxiv.org/abs/1912.03513 - http://www.cs.cmu.edu/~cga/dynopt/ - http://www.mit.edu/~dimitrib/RLbook.html Practical Methods for Optimal Control Using Nonlinear Programming, Third Edition by John Betts: - https://my.siam.org/Store/Product/viewproduct/?ProductId=316... Adaptive Control Tutorial by Ioannou and Fidan - https://mitpress.mit.edu/9780262039246/reinforcement-learnin...…
sirwhinesalot · 2024 年
不是同一个人，但或许《混合整数非线性规划：算法与应用综述》（Mixed-Integer Nonlinear Programming: A Survey of Algorithms and Applications）会是个不错的入门切入点？我自己还没读过。HiGHS 是目前最好的开源 MILP solver，而且万万没想到 MATLAB 对这方面的解释居然也相当不错……
Not the same person but maybe "Mixed-Integer Nonlinear Programming: A Survey of Algorithms and Applications" could be a good start? I haven't read it yet. HiGHS is the best open source MILP solver at the moment, and MATLAB of all things has a pretty good explanation…

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