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Universitext

Numerical Optimization

Theoretical and Practical Aspects

Authors: Bonnans, J.-F., Gilbert, J.C., Lemarechal, C., Sagastizábal, C.A.

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About this Textbook

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.

This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical, description, when coming to actual implementation. Besides, the nonsmooth optimization part has been substantially reorganized and expanded.

About the authors

The four authors are leading international specialists in various branches of nonlinear optimization (one of them received the Dantzig Prize). They are working - or have worked - at INRIA, the French National Institute for Research in Computer Science and Control, and they also teach in various universities and "Grandes Écoles". All of them continually collaborate with industry on problems dealing with optimization, in fields such as energy management, geoscience, life sciences, etc.

Reviews

From the reviews of the second edition:

"This volume is a collection of four coordinated monographs on topics in numerical optimization. … the four sections of the book fit together to provide a broad survey of methods for numerical optimization at an advanced level. … this book should be of interest to advanced graduate students and researchers working in numerical optimization." (Brian Borchers, MathDL, March, 2007)

"More realistic application problems are introduced with the emphasis on outlining a typical modeling process in more detail. … the presentation of theoretical results on nonsmooth optimization is reorganized and contains now a new subsection with convergence results. The book provides an excellent basis for studying optimization theory and algorithms, especially for nonsmooth optimization. Additional case studies, availability of computer codes, and exercises improve the understanding of numerical algorithms and the practical problem solving process. In summary, the second edition significantly improves the first one." (Klaus Schittkowski, Zentralblatt MATH, Vol. 1108 (10), 2007)


Table of contents (7 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-35447-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-35445-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Optimization
Book Subtitle
Theoretical and Practical Aspects
Authors
Series Title
Universitext
Copyright
2006
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-35447-5
DOI
10.1007/978-3-540-35447-5
Softcover ISBN
978-3-540-35445-1
Series ISSN
0172-5939
Edition Number
2
Number of Pages
XIV, 494
Topics