By Dimitri Bertsekas
The 3rd version of the ebook is a completely rewritten model of the 1999 2d variation. New fabric used to be incorporated, the various previous fabric was once discarded, and a wide element of the rest used to be reorganized or revised.
This publication offers a accomplished and available presentation of algorithms for fixing non-stop optimization difficulties. It is dependent upon rigorous mathematical research, but additionally goals at an intuitive exposition that uses visualization the place attainable. It locations specific emphasis on glossy advancements, and their common purposes in fields corresponding to large-scale source allocation difficulties, sign processing, and computer learning.
The ebook was once constructed via guideline at MIT, makes a speciality of nonlinear and different forms of optimization: iterative algorithms for restricted and unconstrained optimization, Lagrange multipliers and duality, huge scale difficulties, and the interface among non-stop and discrete optimization.
between its distinctive positive aspects, the e-book: 1) offers wide assurance of iterative optimization equipment inside of a unifying framework 2) offers a close remedy of inside aspect equipment for linear programming three) covers extensive duality conception from either a variational and a geometrical/convex research viewpoint four) contains a lot new fabric on a few issues, equivalent to neural community education, large-scale optimization, sign processing, laptop studying, and optimum keep an eye on five) contains a huge variety of examples and routines certain recommendations of lots of that are published on the web. a lot supplementary/support fabric are available on the publisher's and the author's websites