Introduction to Optimization

Front Cover
Springer Science & Business Media, Nov 3, 2003 - Mathematics - 246 pages
0 Reviews

This undergraduate textbook introduces students of science and engineering to the fascinating field of optimization. It is a unique book that brings together the subfields of mathematical programming, variational calculus, and optimal control, thus giving students an overall view of all aspects of optimization in a single reference. As a primer on optimization, its main goal is to provide a succinct and accessible introduction to linear programming, nonlinear programming, numerical optimization algorithms, variational problems, dynamic programming, and optimal control. Prerequisites have been kept to a minimum, although a basic knowledge of calculus, linear algebra, and differential equations is assumed.

 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Linear Programming
23
The simplex method
30
Some practical issues
49
Integer programming
59
Nonlinear Programming
67
Introduction
111
Variational Problems and Dynamic Programming
137
justification
153
Bellmans equation
178
Some basic ideas on the numerical approximation
185
Optimal Control
195
Pontryagins principle
204
Another format
224
Exercises
232
Index
241
Copyright

Variational problems under integral and pointwise restrictions 159 6 Summary of restrictions for variational problems
168

Other editions - View all

Common terms and phrases