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Unconstrained Optimization

  • José María Ponce-Ortega,
  • Rogelio Ochoa-Barragán,
  • César Ramírez-Márquez

摘要

This chapter introduces basic concepts about unconstrained optimization. It then addresses methods for solving univariable optimization problems, including those based on the first and second derivatives. Techniques for tackling unconstrained multivariable optimization problems are also explored. Several examples are presented and solved iteratively to demonstrate how these techniques work. Finally, the proposed examples are solved using different software, such as GAMS, Matlab, and Python.