Numerical Optimization: Theoretical and Practical Aspects

by Joseph-Frédéric Bonnans, Jean Charles Gilbert, Claude Lemaréchal

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.

Genres: Mathematics, Science, Engineering, Economics

490 pages, Paperback

First published February 28, 2003