Accessible introductory textbook on optimization theory and methods, with an emphasis on engineering design, featuring MATLAB(R) exercises and worked examples
Fully updated to reflect modern developments in the field, the Fifth Edition of An Introduction to Optimization fills the need for an accessible, yet rigorous, introduction to optimization theory and methods, featuring innovative coverage and a straightforward approach. The book begins with a review of basic definitions and notations while also providing the related fundamental background of linear algebra, geometry, and calculus.
With this foundation, the authors explore the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. In addition, the book includes an introduction to artificial neural networks, convex optimization, multi-objective optimization, and applications of optimization in machine learning.
Numerous diagrams and figures found throughout the book complement the written presentation of key concepts, and each chapter is followed by MATLAB(R) exercises and practice problems that reinforce the discussed theory and algorithms.
The Fifth Edition features a new chapter on Lagrangian (nonlinear) duality, expanded coverage on matrix games, projected gradient algorithms, machine learning, and numerous new exercises at the end of each chapter.
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An Introduction to Optimization is an ideal textbook for a one- or two-semester senior undergraduate or beginning graduate course in optimization theory and methods. The text is also of value for researchers and professionals in mathematics, operations research, electrical engineering, economics, statistics, and business.