Numerical Optimization

The new edition of this book presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It is enhanced by new chapters on nonlinear interior methods and derivative-free methods for optimization.

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.

For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

There is a selected solutions manual for instructors for the new edition.

Fundamentals of Unconstrained Optimization. - Line Search Methods. - Trust-Region Methods. - Conjugate Gradient Methods. - Quasi-Newton Methods. - Large-Scale Unconstrained Optimization. - Calculating Derivatives. - Derivative-Free Optimization. - Least-Squares Problems. - Nonlinear Equations. - Theory of Constrained Optimization. - Linear Programming: The Simplex Method. - Linear Programming: Interior-Point Methods. - Fundamentals of Algorithms for Nonlinear Constrained Optimization. - Quadratic Programming. - Penalty and Augmented Lagrangian Methods. - Sequential Quadratic Programming. - Interior-Point Methods for Nonlinear Programming.