Practical Optimization

This book is designed to help problem solvers make the best use of optimization software--i.e., to use existing methods most effectively whenever possible, and to adapt and modify techniques for particular problems if necessary. The contents of this book therefore include some topics that are essential for all those who wish to solve optimization problems. In addition, certain topics are treated that should be of special interest in most practical optimization problems. For example, advice is given to users who wish to take an active role in formulating their problems so as to enhance the chances of solving them successfully, and to users who need to understand why a certain method fails to solve their problem.

Numerical optimization and parameter estimation are essential tools in a wide variety of applications, such as engineering, science, medicine, sociology and economics. For these optimization techniques to be exploited effectively, problem solvers need to be fully informed of the scope and organization of software for both the specialist and non-specialist; the underlying numerical methods; the aspects of problem formulation that affect performance; the assessment of computer results and the resolution of difficulties that may occur during the solution process.
These topics form the basis of the organization ofPractical Optimization. Much of the material about the estimation of results and the preparation of the problem has not been previously published. The book contains a description of methods for numerical optimization to a level which should make it a useful course text. It is intended that the book should be self-contained. Consequently, those elements of calculus, linear algebra and numerical analysis pertinent to optimization are reviewed in the opening chapters. This is the first book on optimization which discusses not only the methods but also the analysis of computed results and the preparation of problems before solution.
This volume will prove invaluable to those in industry, university and research establishments who are actively engaged in solving optimization problems and to those who are potential users of optimization software.