Linear and Nonlinear Optimization

This book is a monograph on Linear and Nonlinear Optimization intended for graduate and advanced undergraduate students in Operations Research, and it is at once both literate and mathematically strong, yet requires no prior course in optimization.  The book is divided into two parts – one on Linear Programming, one on Nonlinear Programming – and covers in individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts.  Each chapter includes end-of-chapter exercises.

The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University.  It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes.

This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details.  This is an ideal book for teaching a one or two semester masters-level course in optimization – it covers linear and non-linear programming in great details, effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study.

Professor Ilan Adler
IEOR Department
UC Berkeley

A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields.

 Michael P. Friedlander
IBM Professor of Computer Science
Professor of Mathematics
University of British Columbia

• ISBN: 978-1-493-97053-7
• Editorial: Springer
• Encuadernacion: Cartoné
• Páginas: 614
• Fecha Publicación: 20/06/2017
• Nº Volúmenes: 1
• Idioma: Inglés