An Introduction to Optimization
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English

Edwin K. P. Chong received his PhD from Princeton University, where he held an IBM Graduate Fellowship. He is currently on the faculty of the School of Electrical Engineering at Purdue University.

Stanislaw H. Zak received his PhD from the Technical University of Warsaw, Poland. An Associate Editor of Dynamics and Control and the IEEE Transactions on Neural Networks, he is currently on the faculty of the School of Electrical Engineering at Purdue University.

English

Partial table of contents:

MATHEMATICAL REVIEW.

Methods of Proof and Some Notation.

Real Vector Spaces and Matrices.

Transformations.

Concepts from Geometry.

UNCONSTRAINED OPTIMIZATION.

One-Dimensional Search Methods.

Gradient Methods.

Newton's Method.

Conjugate Direction Methods.

Quasi-Newton Methods.

Genetic Algorithms.

LINEAR PROGRAMMING.

Introduction to Linear Programming.

The Simplex Method.

Duality.

Non-Simplex Methods.

NONLINEAR CONSTRAINED OPTIMIZATION.

Problems with Inequality Constraints.

Convex Optimization Problems.

Bibliography.

Index.

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