Nonlinear Optimization
Editorial Reviews
Review
Robert J. Vanderbei, Princeton University, author of "Linear Programming" : Nonlinear Optimization will become the standard textbook on its subject, as well as a reference book that everyone will want to own. Not only is it beautiful and elegant, it is also utterly comprehensive and modern, with many realistic and interesting examples.
Ekkehard W. Sachs, Virginia Tech and Universitat Trier : This excellent book is the best I have reviewed in the past ten years. Very well written, its three main strengths are its treatment of theory and algorithms on equal terms, its mathematically driven presentation of the material, and its interesting examples and applications.
Book Description
Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures.
The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems.
Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.
Nonlinear Optimization,Andrzej Ruszczynski,Princeton University Press,0691119155,Applied,Mathematical optimization,Mathematics,Nonlinear theories,Probability & Statistics - General,Science/Mathematics,Finance,Mathematics / Applied,Optimization
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