Optimization—Theory and Practice

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Optimization is an important field in its own right but also plays a central role in numerous applied sciences, including operations research, management science, economics, finance, and engineering.

Optimization — Theory and Practice offers a modern and well-balanced presentation of various optimization techniques and their applications. The book's clear structure, sound theoretical basics complemented by insightful illustrations and instructive examples, makes it an ideal introductory textbook and provides the reader with a comprehensive foundation in one of the most fascinating and useful branches of mathematics.

Notable features include:

  • Detailed explanations of theoretic results accompanied by supporting algorithms and exercises, often supplemented by helpful hints or MATLAB®/MAPLE® code fragments;
  • an overview of the MATLAB® Optimization Toolbox and demonstrations of its uses with selected examples;
  • accessibility to readers with a knowledge of multi-dimensional calculus, linear algebra, and basic numerical methods.

Written at an introductory level, this book is intended for advanced undergraduates and graduate students, but may also be used as a reference by academics and professionals in mathematics and the applied sciences.

Author(s): Wilhelm Forst, Dieter Hoffmann (auth.)
Series: Springer Undergraduate Texts in Mathematics and Technology
Edition: 1
Publisher: Springer-Verlag New York
Year: 2010

Language: English
Pages: 402
Tags: Optimization; Symbolic and Algebraic Manipulation; Computational Mathematics and Numerical Analysis; Computational Science and Engineering; Algebra

Front Matter....Pages i-xviii
Introduction....Pages 1-34
Optimality Conditions....Pages 35-86
Unconstrained Optimization Problems....Pages 87-150
Linearly Constrained Optimization Problems....Pages 151-212
Nonlinearly Constrained Optimization Problems....Pages 213-240
Interior-Point Methods for Linear Optimization....Pages 241-298
Semidefinite Optimization....Pages 299-340
Global Optimization....Pages 341-363
Back Matter....Pages 365-402