An Introduction to Optimization

by Edwin K.P. Chong, Stanislaw H. Zak

Praise from the Second Edition "...an excellent introduction to optimization theory..." ( Journal of Mathematical Psychology , 2002) "A textbook for a one-semester course on optimization theory and methods at the senior undergraduate or beginning graduate level." ( SciTech Book News , Vol. 26, No. 2, June 2002) Explore the latest applications of optimization theory and methods Optimization is central to any problem involving decision making in many disciplines, such as engineering, mathematics, statistics, economics, and computer science. Now, more than ever, it is increasingly vital to have a firm grasp of the topic due to the rapid progress in computer technology, including the development and availability of user-friendly software, high-speed and parallel processors, and networks. Fully updated to reflect modern developments in the field, An Introduction to Optimization , Third Edition fills the need for an accessible, yet rigorous, introduction to optimization theory and methods. The book begins with a review of basic definitions and notations and also provides the related fundamental background of linear algebra, geometry, and calculus. With this foundation, the authors explore the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. An optimization perspective on global search methods is featured and includes discussions on genetic algorithms, particle swarm optimization, and the simulated annealing algorithm. In addition, the book includes an elementary introduction to artificial neural networks, convex optimization, and multi-objective optimization, all of which are of tremendous interest to students, researchers, and practitioners. Additional features of the Third Edition Numerous diagrams and figures found throughout the text complement the written presentation of key concepts, and each chapter is followed by MATLAB exercises and drill problems that reinforce the discussed theory and algorithms. With innovative coverage and a straightforward approach, An Introduction to Optimization , Third Edition is an excellent book for courses in optimization theory and methods at the upper-undergraduate and graduate levels. It also serves as a useful, self-contained reference for researchers and professionals in a wide array of fields.

Genres: Mathematics

584 pages, Hardcover

First published November 17, 1995

Reviews

[Anthony O'Connor · Rating 4 out of 5]

solid

A solid introduction. Good coverage of unconstrained optimization (linear, nonlinear), and constrained optimization (linear and nonlinear) - both over 'continuous' spaces. A solid focus on the centrality of Linear Programming (linear constrained optimization) and the still amazing Simplex Algorithm and the remarkable fact that though it is technically exponential in time in practice it seems to work out ok (polynomial time) in most cases. There is a good introduction to subsequent interior point algorithms for LP - Ellipsoidal and Karmarker. And a description of how these are 'almost' polynomial time. But they require floating point calculations of high precision - hundreds of digits for even small problems. Its kind of fascinating that you seem to be able to start moving from exponential time to polynomial time by moving from integers to reals. And of course reals can be only approximated - though sufficiently well for exact solutions to the original problem
My only criticism is the authors try a bit too hard. The notation is overly elaborate and more detailed than it needs to be. This is the symbolic correlate of 'too much jargon' in word space. Part One seems to be largely a waste of time. This is all covered much better elsewhere. Why repeat the obvious in a rushed way of no use at all to anyone who doesn't already know it.

[Saman Givian · Rating 3 out of 5]

I think the book needs more examples and some parts are very rushed, but the other parts are great. The exercises are pretty good though.