Practical Mathematical Optimization: An Introduction to Basic Optimization Theory and Classical and New Gradient-Based Algorithms (Applied Optimization) (Volume 0) - Softcover

Snyman, Jan A.

Softcover

ISBN 10: 038729824X ISBN 13: 9780387298245

Publisher: Springer, 2009

Synopsis

This book presents basic optimization principles and gradient-based algorithms to a general audience in a brief and easy-to-read form, without neglecting rigor. The text is structured to let professionals apply optimization theory and algorithms to their own practical fields of interest, such as engineering, physics, chemistry, or business economics. Most importantly, due attention is paid to the difficulties - such as noise, discontinuities, expense of function evaluations, and the existence of multiple minima - that often unnecessarily inhibit the use of gradient-based methods. In a separate chapter on new gradient-based methods developed by the author and his coworkers, it is shown how these difficulties may be overcome without losing the desirable features of classical gradient-based methods. The text includes theorems of special interest, and many worked examples.

About this title

From the Back Cover

This book presents basic optimization principles and gradient-based algorithms to a general audience, in a brief and easy-to-read form without neglecting rigour. The work should enable the professional to apply optimization theory and algorithms to his own particular practical field of interest, be it engineering, physics, chemistry, or business economics. Most importantly, for the first time in a relatively brief and introductory work, due attention is paid to the difficulties--such as noise, discontinuities, expense of function evaluations, and the existence of multiple minima--that often unnecessarily inhibit the use of gradient-based methods. In a separate chapter on new gradient-based methods developed by the author and his coworkers, it is shown how these difficulties may be overcome without losing the desirable features of classical gradient-based methods.

Audience

It is intended that this book be used in senior- to graduate-level semester courses in optimization, as offered in mathematics, engineering, computer science, and operations research departments, and also to be useful to practising professionals in the workplace.

Edition details

• Publisher: Springer
• Publication date: 2009
• Language: English
• ISBN 10: 038729824X
• ISBN 13: 9780387298245
• Binding: Paperback
• Edition number: 2
• Number of pages: 280