By Dimitri Bertsekas
The 3rd variation of the e-book is a completely rewritten model of the 1999 second version. New fabric used to be incorporated, a few of the previous fabric was once discarded, and a wide part of the remaining used to be reorganized or revised.
This ebook offers a finished and obtainable presentation of algorithms for fixing non-stop optimization difficulties. It will depend on rigorous mathematical research, but in addition goals at an intuitive exposition that uses visualization the place attainable. It locations specific emphasis on glossy advancements, and their common functions in fields resembling large-scale source allocation difficulties, sign processing, and laptop learning.
The ebook used to be built via guide at MIT, specializes in nonlinear and different varieties of optimization: iterative algorithms for restricted and unconstrained optimization, Lagrange multipliers and duality, huge scale difficulties, and the interface among non-stop and discrete optimization.
between its precise good points, the publication: 1) offers vast insurance of iterative optimization equipment inside of a unifying framework 2) offers a close remedy of inside element tools for linear programming three) covers intensive duality concept from either a variational and a geometrical/convex research perspective four) comprises a lot new fabric on a few themes, resembling neural community education, large-scale optimization, sign processing, computing device studying, and optimum keep an eye on five) encompasses a huge variety of examples and workouts specified strategies of a lot of that are published on the net. a lot supplementary/support fabric are available on the publisher's and the author's sites