Optimization by Vector Space Methods

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9780471181170: Optimization by Vector Space Methods
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Engineers must make decisions regarding the distribution of expensive resources in a manner that will be economically beneficial. This problem can be realistically formulated and logically analyzed with optimization theory. This book shows engineers how to use optimization theory to solve complex problems. Unifies the large field of optimization with a few geometric principles. Covers functional analysis with a minimum of mathematics. Contains problems that relate to the applications in the book.

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Unifies the field of optimization with a few geometricprinciples.

The number of books that can legitimately be called classics intheir fields is small indeed, but David Luenberger's Optimizationby Vector Space Methods certainly qualifies. Not only doesLuenberger clearly demonstrate that a large segment of the field ofoptimization can be effectively unified by a few geometricprinciples of linear vector space theory, but his methods havefound applications quite removed from the engineering problems towhich they were first applied. Nearly 30 years after its initialpublication, this book is still among the most frequently citedsources in books and articles on financial optimization.

The book uses functional analysis --the study of linear vectorspaces --to impose simple, intuitive interpretations on complex,infinite-dimensional problems. The early chapters offer anintroduction to functional analysis, with applications tooptimization. Topics addressed include linear space, Hilbert space,least-squares estimation, dual spaces, and linear operators andadjoints. Later chapters deal explicitly with optimization theory,discussing
* Optimization of functionals
* Global theory of constrained optimization
* Local theory of constrained optimization
* Iterative methods of optimization.

End-of-chapter problems constitute a major component of this bookand come in two basic varieties. The first consists ofmiscellaneous mathematical problems and proofs that extend andsupplement the theoretical material in the text; the second,optimization problems, illustrates further areas of application andhelps the reader formulate and solve practical problems.

For professionals and graduate students in engineering,mathematics, operations research, economics, and business andfinance, Optimization by Vector Space Methods is an indispensablesource of problem-solving tools.

About the Author:

DAVID G. LUENBERGER is a professor in the School of Engineering at Stanford University. He has published four textbooks and over 70 technical papers. Professor Luenberger is a Fellow of the Institute of Electrical and Electronics Engineers and recipient of the 1990 Bode Lecture Award. His current research is mainly in investment science, economics, and planning.

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9780471553595: Optimization by Vector Space Methods (Series in Decision and Control)

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ISBN 10:  047155359X ISBN 13:  9780471553595
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Book Description John Wiley & Sons Inc, United States, 1997. Paperback. Condition: New. Revised ed. Language: English. Brand new Book. Engineers must make decisions regarding the distribution of expensive resources in a manner that will be economically beneficial. This problem can be realistically formulated and logically analyzed with optimization theory. This book shows engineers how to use optimization theory to solve complex problems. Unifies the large field of optimization with a few geometric principles. Covers functional analysis with a minimum of mathematics. Contains problems that relate to the applications in the book. Seller Inventory # AAH9780471181170

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Book Description John Wiley & Sons Inc, United States, 1997. Paperback. Condition: New. Revised ed. Language: English. Brand new Book. Engineers must make decisions regarding the distribution of expensive resources in a manner that will be economically beneficial. This problem can be realistically formulated and logically analyzed with optimization theory. This book shows engineers how to use optimization theory to solve complex problems. Unifies the large field of optimization with a few geometric principles. Covers functional analysis with a minimum of mathematics. Contains problems that relate to the applications in the book. Seller Inventory # AAH9780471181170

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