An Introduction to Optimization, Fourth Edition

Edwin K. P. Chong and Stanislaw H. Żak

Wiley-Interscience Series in Discrete Mathematics and Optimization
John Wiley & Sons, Inc.
New York
Copyright © 2013
ISBN: 978-1-1182-7901-4
640 pages

From the back cover:

Praise for the Third Edition
"... guides and leads the reader through the learning path ... examples are stated very clearly and the results are presented with attention to detail."
MAA Reviews

Fully updated to reflect new developments in the field, the Fourth Edition of Introduction to Optimization fills the need for accessible treatment on optimization theory and methods with an emphasis on engineering design. Basic definitions and notations are provided in addition to the related fundamental background for linear algebra, geometry, and calculus.

This new edition explores the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. The authors also present an optimization perspective on global search methods and include discussions on genetic algorithms, particle swarm optimization, and the simulated annealing algorithm.

Featuring an elementary introduction to artificial neural networks, convex optimization, and multi-objective optimization, the Fourth Edition also offers:

A new chapter on integer programming
Expanded coverage of one-dimensional methods
Updated and expanded sections on linear matrix inequalities
Numerous new exercises at the end of each chapter
MATLABŽ exercises and drill problems to reinforce the discussed and algorithms
Numerous diagrams and figures that complement the written of key concepts
MATLABŽ M-files for implementation of the discussed theory and algorithms (available via the book's website)

Introduction to Optimization, Fourth Edition is an ideal textbook for courses on optimization theory and methods. In addition, the book is also a useful reference for professionals in mathematics, operations research, electrical engineering, economics, statistics, and business.

Errata

Up-to-date errata.

Errata for Chinese version (by Minghong Zhao; thank you!).

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
19 Integer Linear Programming

Part IV. Nonlinear Constrained Optimization

20 Problems with Equality Constraints
21 Problems With Inequality Constraints
22 Convex Optimization Problems
23 Algorithms for Constrained Optimization
24 Multiobjective Optimization

References

Index

Ordering information

Wiley has information on how to order the book.

Instructors only: The Instructor's Solutions Manual is available to Instructors who adopt the book. Please visit the Book Companion Site for the book and register to receive access to the Solutions: http://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=9040&itemId=1118279018&resourceId=35886

Website for courses:

Edwin K. P. Chong's ECE/MATH 520 website. Contains M-files for MATLAB implementation of algorithms.
Stanislaw H. Zak's EE 580 website.

Portuguese Translation by Artur Weber.

View this page in Hindi

Professor Edwin Chong, Email

This document was last modified October 14, 2024.