Numerical Optimization

Theoretical and Practical Aspects

  • J. Frédéric Bonnans
  • J. Charles Gilbert
  • Claude Lemaréchal
  • Claudia A. Sagastizábal

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Unconstrained Problems

    1. Front Matter
      Pages 22-23
    2. Pages 25-35
    3. Pages 37-50
    4. Pages 51-66
    5. Pages 67-76
    6. Pages 77-96
  3. Nonsmooth Optimization

  4. Newton's Methods in Constrained Optimization

  5. Interior-Point Algorithms for Linear and QuadraticOptimization

  6. Back Matter
    Pages 465-494

About this book


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.


Newton's method Optimization algorithms algorithm algorithms complexity interior-point methods linear optimization nonsmooth optimization optimization sequential quadratic programming

Authors and affiliations

  • J. Frédéric Bonnans
    • 1
  • J. Charles Gilbert
    • 2
  • Claude Lemaréchal
    • 3
  • Claudia A. Sagastizábal
    • 4
  1. 1.Ecole PolytechniqueCentre de Mathématiques Appliquées91128PalaiseauFrance
  2. 2.INRIA Rocquencourt78153Le ChesnayFrance
  3. 3.INRIA Rhône-Alpes38334MontbonnotFrance
  4. 4.INRIA Rocquencourt22460-320Rio de Janeiro–RJBrazil

Bibliographic information