J. Frédéric Bonnans, "Numerical Optimization: Theoretical and Practical Aspects"
English | ISBN: 354035445X | edition 2006 | PDF | 491 pages | 4,3 mb
English | ISBN: 354035445X | edition 2006 | PDF | 491 pages | 4,3 mb
“Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems.
Most of the algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects of the approaches chosen are also addressed with care, often using minimal assumptions.