Bonnans J. Numerical Optimization. Theoretical and Practical Aspects 2006

Textbook in PDF format

As in its first edition, this book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems.
Most of the algorithms are explained in a detailed manner, allowing straightforward implementation. Theoretical aspects of the approaches chosen are also addressed with care, often using minimal assumptions.
This new edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation. In addition, the non-smooth optimization part has been substantially reorganized and expanded.
Content Level: Graduate
Keywords: Optimization algorithms - interior-point methods - nonsmooth optimization - sequential quadratic programming
Related subjects: Applications - Computational Intelligence and Complexity - Computational Science & Engineering - Mathematics - Theoretical Computer Science