AnIntroduction to Continuous Optimization / Second Edition

by Niclas Andreasson, Anton Evgrafov, Michael Patriksson

Andreasson, etal., provide a basis for the analysis of optimization models and candidate optimal solutions for continuous optimization models. Elementary but rigorous mathematics and linear algebra underlie the workings of convexity and duality, and necessary/sufficient local/global optimality conditions for continuous optimization problems. Natural algorithms are developed from these optimality conditions, and their most important convergence characteristics are analyzed. The authors answer many more "Why?" and "Why not?" than "How?" questions.

498 pages, Paperback

First published December 23, 2013