Skip to main content
SpringerLink
Log in
Book cover

An Optimization Primer

  • Textbook
  • © 2021

Overview

Authors:
  1. Johannes O. Royset

    1. Department of Operations Research, Naval Postgraduate School, Monterey, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. Roger J-B Wets

    1. Department of Mathematics, University of California, Davis, Davis, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  • Integrates modeling within theoretical developments and computations
  • Focuses on optimization under uncertainty
  • Introduces variational analysis and other advanced subjects
  • Suitable for graduate and advanced undergraduate readership
  • Includes chapter-level exercises

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 29.99 USD 49.99
40% discount Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.99 USD 64.99
38% discount Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 49.99 USD 89.99
44% discount Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (10 chapters)

  1. Front Matter

    Pages i-xviii
    Download chapter PDF

  2. PRELUDE

    • Johannes O. Royset, Roger J-B Wets
    Pages 1-51

  3. CONVEX OPTIMIZATION

    • Johannes O. Royset, Roger J-B Wets
    Pages 52-115

  4. OPTIMIZATION UNDER UNCERTAINTY

    • Johannes O. Royset, Roger J-B Wets
    Pages 116-178

  5. MINIMIZATION PROBLEMS

    • Johannes O. Royset, Roger J-B Wets
    Pages 179-260

  6. PERTURBATION AND DUALITY

    • Johannes O. Royset, Roger J-B Wets
    Pages 261-332

  7. WITHOUT CONVEXITY OR SMOOTHNESS

    • Johannes O. Royset, Roger J-B Wets
    Pages 333-414

  8. GENERALIZED EQUATIONS

    • Johannes O. Royset, Roger J-B Wets
    Pages 415-485

  9. RISK MODELING AND SAMPLE AVERAGES

    • Johannes O. Royset, Roger J-B Wets
    Pages 486-563

  10. GAMES AND MINSUP PROBLEMS

    • Johannes O. Royset, Roger J-B Wets
    Pages 564-605

  11. DECOMPOSITION

    • Johannes O. Royset, Roger J-B Wets
    Pages 606-664

  12. Back Matter

    Pages 665-676
    Download chapter PDF
Back to top

Keywords

About this book

This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization.


The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysiswould be helpful but is not prerequisite. 


Reviews

“In the reviewer's opinion, this is an important book … . a lot of applications are given, so on one hand the readers can benefit from deep insights into the mathematical background of optimization theory … . This book, which as all books reflects the tastes of its authors, is a solid reference, not only for graduate students and postgraduate students, but also for all those researchers interested in recent developments of optimization theory and methods.” (Giorgio Giorgi, Mathematical Reviews, December, 2022)

Authors and Affiliations

  • Department of Operations Research, Naval Postgraduate School, Monterey, USA

    Johannes O. Royset

  • Department of Mathematics, University of California, Davis, Davis, USA

    Roger J-B Wets

About the authors

Johannes O. Royset, a Professor of Operations Research at the Naval Postgraduate School, is the recipient of the Barchi Prize, the Military OR Journal Award and the Goodeve Medal. He has been a visiting scholar at Stanford University and University of California, Davis as well as an associate editor of SIAM Journal on Optimization, Operations Research and Set-Valued and Variational Analysis. His experience with teaching optimization at the Naval Postgraduate School and University of California, Berkeley extends more than 15 years. He has authored 90 papers and a monograph.

Roger J-B Wets, a Distinguished Professor Emeritus of Mathematics at University of California, Davis, has received the G. B. Dantzig Prize in Mathematical Programming, a Pioneer Award for contributions to stochastic optimization and a Doctor Honoris Causa from the University of Vienna. He has been a Guggenheim Fellow as well as editor of SIAM Journal on Control and Optimization and Journal of Convex Analysis. Wets has published more than 200 papers on the theory and application of optimization. His previous book Variational Analysis received the F. W. Lanchester Prize. 


Bibliographic Information

  • Book Title: An Optimization Primer

  • Authors: Johannes O. Royset, Roger J-B Wets

  • Series Title: Springer Series in Operations Research and Financial Engineering

  • DOI: https://doi.org/10.1007/978-3-030-76275-9

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021

  • Hardcover ISBN: 978-3-030-76274-2Published: 29 March 2022

  • Softcover ISBN: 978-3-030-76277-3Published: 30 March 2023

  • eBook ISBN: 978-3-030-76275-9Published: 28 March 2022

  • Series ISSN: 1431-8598

  • Series E-ISSN: 2197-1773

  • Edition Number: 1

  • Number of Pages: XVIII, 676

  • Number of Illustrations: 100 b/w illustrations, 55 illustrations in colour

  • Topics: Optimization

Publish with us

Policies and ethics

Back to top

Search

Navigation