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  • Textbook
  • © 2006

Numerical Optimization

  • A comprehensive and up-to-date description of the most effective methods in continuous optimization

  • Responds to the growing interest in optimization in engineering, science, and business

  • Updated throughout with new chapters on nonlinear interior methods and derivative-free methods for optimization

  • Authors have produced a text that is informative, rigorous and pleasant to read

  • There is a selected solutions manual for instructors for the new edition

  • Request lecturer material: sn.pub/lecturer-material

Buying options

eBook USD 44.99
Price excludes VAT (USA)
  • ISBN: 978-0-387-40065-5
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 59.99
Price excludes VAT (USA)
Hardcover Book USD 89.99
Price excludes VAT (USA)

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Table of contents (19 chapters)

  1. Front Matter

    Pages i-xxii
  2. Introduction

    Pages 1-9
  3. Line Search Methods

    Pages 30-65
  4. Trust-Region Methods

    Pages 66-100
  5. Quasi-Newton Methods

    Pages 135-163
  6. Calculating Derivatives

    Pages 193-219
  7. Least-Squares Problems

    Pages 245-269
  8. Nonlinear Equations

    Pages 270-302
  9. Quadratic Programming

    Pages 448-492

About this book

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.

For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Keywords

  • Calculus of Variations
  • Quasi-Newton method
  • algorithms
  • linear optimization
  • nonlinear optimization
  • operations research
  • optimization
  • quadratic programming

Authors and Affiliations

  • EECS Department, Northwestern University, Evanston, USA

    Jorge Nocedal

  • Computer Sciences Department, University of Wisconsin, Madison, USA

    Stephen J. Wright

Bibliographic Information

Buying options

eBook USD 44.99
Price excludes VAT (USA)
  • ISBN: 978-0-387-40065-5
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 59.99
Price excludes VAT (USA)
Hardcover Book USD 89.99
Price excludes VAT (USA)