3. Edition - March 2008
97.90 Euro
2008. 608 Pages, Hardcover
ISBN-10: 0-471-75800-0
ISBN-13: 978-0-471-75800-6 - John Wiley & Sons






Sample Chapter

Short description
An Introduction to Optimization, Third Edition helps students build a solid working knowledge of the field, including unconstrained optimization, linear programming, and constrained optimization. The book is supplemented with numerous illustrations, an extensive bibliography, mathematical discussion at a level accessible to MBA and business students, a treatment of both linear and nonlinear programming, an introduction to recent developments such as neural networks and genetic algorithms, a chapter on the use of descent algorithms, and MATLAB exercises and examples.

From the contents
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.