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Linear and Nonlinear Programming
This text presents linear and nonlinear programming in an integrated setting and serves as a complete and unified introduction to applications, theory, and algorithms.
692 pages, Hardcover
First published December 1, 1995
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May 20, 2020
Fantastic book for a rookie in the field of mathematical optimization. Starts out with linear problems, moves up to quadratic, convex, and finally nonconvex problems. The authors are pedagogical and introduce topics in a logical order which makes it possible to read the book cover-to-cover. I believe every theorem came with a proof. I found the proofs well-explained and easy to follow, no huge "jumps" ahead in the derivations. Strongly recommend this book for anyone interested in the topic.
Edit: A friendly warning is that older versions of the book have an error in the formulas for the Sequential Quadratic Programming method. The gradient term should be on the objective function, not the Lagrangian. This caused problems for me when writing my own solver, but it was rectified in later versions of the book.
Edit: A friendly warning is that older versions of the book have an error in the formulas for the Sequential Quadratic Programming method. The gradient term should be on the objective function, not the Lagrangian. This caused problems for me when writing my own solver, but it was rectified in later versions of the book.
Displaying 1 of 1 review