An Optimization Primer
An Optimization Primer
English | 2022 | ISBN: 3030762742 | 692 Pages | PDF EPUB | 65 MB
English | 2022 | ISBN: 3030762742 | 692 Pages | PDF EPUB | 65 MB
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.