An Introduction to Optimization, Third Edition
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Edwin K.P. Chong, PHD, is Professor of Electrical and Computer Engineering and Professor of Mathematics at Colorado State University. He currently serves as Editor of Computer Networks and the Journal of Control Science and Engineering. Dr. Chong was the recipient of the 1998 ASEE Frederick Emmons Terman Award.

Stanislaw H.Zak, PHD, is Professor of Electrical and Computer Engineering at Purdue University. He is the former associate editor of Dynamics and Control and the IEEE Transactions on Neural Networks, and his research interests include control, optimization, nonlinear systems, neural networks, and fuzzy logic control.

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Preface.

Part I: Mathematical Review.

1. Methods of Proof and Some Notation.

2. Vector Spaces and Matrices.

3. Transformations.

4. Concepts from geometry.

5. Elements of Calculus.

Part II: Unconstrained Optimization.

6. Basics of Set-Constrained and Unconstrained Optimization.

7. One-Dimensional Search Methods.

8. Gradient Methods.

9. Newton's Method.

10. Conjugate Direction Methods.

11. Quasi-Newton Methods.

12. Solving Linear Equations.

13. Unconstrained Optimization and Neural Networks.

14. Global Search Algorithms.

Part III: Linear Programming.

15. Introduction to Linear Programming.

16. Simplex Method.

17. Duality.

18. Nonsimplex Methods.

Part IV: Nonlinear Constrained Optimization

19. Problems with Equality Constraints.

20. Problems with Inequality Constraints.

21. Convex Optimization Problems.

22. Algorithms for Constrained Optimization.

23. Multiobjective Optimization.

References.

Index.

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"Examples are stated very clearly and the results are presented with attention to detail." (MAA Reviews, 2008)
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