By Dimitri Bertsekas
The 3rd version of the ebook is a completely rewritten model of the 1999 second variation. New fabric used to be incorporated, a few of the previous fabric used to be discarded, and a wide section of the rest used to be reorganized or revised.
This e-book presents a complete and obtainable presentation of algorithms for fixing non-stop optimization difficulties. It is dependent upon rigorous mathematical research, but additionally goals at an intuitive exposition that uses visualization the place attainable. It areas specific emphasis on glossy advancements, and their frequent purposes in fields resembling large-scale source allocation difficulties, sign processing, and computer learning.
The ebook was once constructed via guideline at MIT, makes a speciality of nonlinear and different forms of optimization: iterative algorithms for limited and unconstrained optimization, Lagrange multipliers and duality, huge scale difficulties, and the interface among non-stop and discrete optimization.
between its designated good points, the e-book: 1) presents wide assurance of iterative optimization tools inside a unifying framework 2) offers a close therapy of inside aspect tools for linear programming three) covers extensive duality thought from either a variational and a geometrical/convex research perspective four) comprises a lot new fabric on a couple of themes, equivalent to neural community education, large-scale optimization, sign processing, computer studying, and optimum keep watch over five) encompasses a huge variety of examples and routines particular options of lots of that are published on the net. a lot supplementary/support fabric are available on the publisher's and the author's sites
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