An Optimization Primer

An Optimization Primer
Author :
Publisher : Springer Nature
Total Pages : 692
Release :
ISBN-10 : 9783030762759
ISBN-13 : 3030762750
Rating : 4/5 (750 Downloads)

Book Synopsis An Optimization Primer by : Johannes O. Royset

Download or read book An Optimization Primer written by Johannes O. Royset and published by Springer Nature. This book was released on 2022-03-28 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization. The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysis would be helpful but is not prerequisite.


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