Introduction to Nonlinear Optimization (Paperback)

Amir Beck

ISBN 10: 1611973643 / ISBN 13: 9781611973648

Published by Society For Industrial & Applied Mathematics,u.s., New York, 2014

About this Item

Paperback. The three pillars of optimization theory - theoretical and algorithmic foundation, familiarity with applications, and the ability to apply theory and algorithms to actual problems - are combined in this book, which rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Readers will find more than 170 exercises that deepen and enhance the reader's understanding of the topics. The author includes several subjects not typically found in optimization books, including optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. It also offers a large number of applications, such as circle fitting, the Fermat-Weber problem, denoising, clustering, and orthogonal regression. Theoretical and algorithmic topics are demonstrated by the MATLAB toolbox CVX and a package of m-files posted on the book's website. This book is intended for students of mathematics, computer science, and engineering at the advanced undergraduate level plus. Provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9781611973648

Bibliographic Details

• Title: Introduction to Nonlinear Optimization (Paperback)
• Publisher: Society For Industrial & Applied Mathematics,u.s., New York
• Publication Date: 2014
• Language: English
• ISBN 10: 1611973643
• ISBN 13: 9781611973648
• Binding: Paperback
• Condition: new

About this title

Synopsis

This book provides the foundations of the theory of nonlinear optimization as well as some related algorithms and presents a variety of applications from diverse areas of applied sciences. The author combines three pillars of optimization-theoretical and algorithmic foundation, familiarity with various applications, and the ability to apply the theory and algorithms on actual problems-and rigorously and gradually builds the connection between theory, algorithms, applications, and implementation.

Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader's understanding of the topics. The author includes several subjects not typically found in optimization books-for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically, such as circle fitting, Chebyshev center, the Fermat-Weber problem, denoising, clustering, total least squares, and orthogonal regression and theoretical and algorithmic topics demonstrated by the MATLAB toolbox CVX and a package of m-files that is posted on the book's web site.

Audience: This book is intended for graduate or advanced undergraduate students of mathematics, computer science, and electrical engineering as well as other engineering departments. The book will also be of interest to researchers.

Contents: Chapter 1: Mathematical Preliminaries; Chapter 2: Optimality Conditions for Unconstrained Optimization; Chapter 3: Least Squares; Chapter 4: The Gradient Method; Chapter 5: Newton s Method; Chapter 6: Convex Sets; Chapter 7: Convex Functions; Chapter 8: Convex Optimization; Chapter 9: Optimization Over a Convex Set; Chapter 10: Optimality Conditions for Linearly Constrained Problems; Chapter 11: The KKT Conditions; Chapter 12: Duality

About the Author

Amir Beck is an Associate Professor in the Department of Industrial Engineering at The Technion-Israel Institute of Technology. He has published numerous papers, has given invited lectures at international conferences, and was awarded the Salomon Simon Mani Award for Excellence in Teaching and the Henry Taub Research Prize. He is on the editorial board of Mathematics of Operations Research, Operations Research, and Journal of Optimization Theory and Applications. His research interests are in continuous optimization, including theory, algorithmic analysis, and applications.