E-raamat: First Course in Optimization

"Designed for graduate and advanced undergraduate students, this text provides a much-needed contemporary introduction to optimization. Emphasizing general problems and the underlying theory, it covers the fundamental problems of constrained and unconstrained optimization, linear and convex programming, fundamental iterative solution algorithms, gradient methods, the Newton-Raphson algorithm and its variants, and sequential unconstrained optimization methods. The book presents the necessary mathematical tools and results as well as applications, such as game theory"--

This book evolved from notes Byrne used for a one-semester course in optimization for advanced undergraduate and beginning graduate courses for students in the mathematical sciences and engineering. The focus is on generality, with an emphasis on the fundamental problems of constrained and unconstrained optimization, linear and convex programming, fundamental iterative solution algorithms, and the necessary mathematical tools and results that provide a foundation for the discussion. He does include some applications, such as game theory, but his main interest is general problems and underlying theory. Annotation ©2014 Ringgold, Inc., Portland, OR (protoview.com)