An Introduction to Optimization, Third Edition

Edwin K. P. Chong and Stanislaw H. Żak

Wiley-Interscience Series in Discrete Mathematics and Optimization
John Wiley & Sons, Inc.
New York
Copyright © 2008
ISBN 0-471-75800-0, xvi+584 pp.



From the back cover: Back Cover

Explore the latest applications of optimization theory and methods

Optimization is central to any problem involving decision making, whether in engineering, mathematics, statistics, economics, research, or 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 notation and also provides the related fundamental background of linear algebra, geometry, and calculus. With this foundation, the authors begin to 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 include:

Numerous diagrams and figures found throughout the text complement the written presentation of key concepts, and each chapter is followed by MATLABŪ 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 level. It also serves as a useful, self-contained reference for researchers and professionals in a wide array of fields.

Errata

An up-to-date errata is available, in Postscript and PDF formats.

Brief Table of Contents

(A more detailed table of contents is available.)
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

Ordering information

Wiley has information on how to order the book.

Instructors only: Copies of the solutions manuals are held in-house at Wiley's New York office. For a copy of the solutions manual, fax an official request letter on university letterhead to 201-748-6825, or contact Kathleen Pagliaro (kpagliaro@wiley.com)


Website for courses:
View this page in Romanian courtesy of azoft
View this page in Polish.
Professor Edwin Chong, Email

This document was last modified May 04, 2016.