Optimization—Theory and Practice
Springer Science & Business Media, Jul 16, 2010 - Mathematics - 402 pages
Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science.
This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.
The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.
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2 Optimality Conditions
3 Unconstrained Optimization Problems
4 Linearly Constrained Optimization Problems
5 Nonlinearly Constrained Optimization Problems
6 InteriorPoint Methods for Linear Optimization