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# Numerical Optimization

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Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple i
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Hardcover, 664 pages

Published
July 1st 2006
by Springer
(first published April 28th 2000)

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Not what I would recommend for "intuition building" in this space, but a good book for really getting to the

**whys**behind a ...more

I read chapters 1,2,3,4,6,10,11,12,16. (IIRC)

The book often requires cross-referencing, but the core intuitions behind how the algorithms work and the proofs of why are good. Examples are generally provided.

(While sometimes a bit confusing, there are enough details to use as pseudocode.)

Chapter 10 on the Levenberg–Marquardt algorithm was perhaps a bit rushed.

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