Optimization: Insights and Applications

Optimization: Insights and Applications

by Jan Brinkhuis, Vladimir Tikhomirov
     
 

View All Available Formats & Editions

This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic

Overview

This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization.

The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising.

A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.

Editorial Reviews

Zentralblatt MATH Database
The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization. . . . The book is written as well as for beginners and for experts. . . . Both types of readers can profit from the given shortcuts and royal roads which jump over some theoretical explanations and lead directly to the applications.
— Jörg Thierfelder
Zentralblatt MATH

The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization. . . . The book is written as well as for beginners and for experts. . . . Both types of readers can profit from the given shortcuts and royal roads which jump over some theoretical explanations and lead directly to the applications.
— Jörg Thierfelder
Zentralblatt MATH - Jorg Thierfelder
The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization. . . . The book is written as well as for beginners and for experts. . . . Both types of readers can profit from the given shortcuts and royal roads which jump over some theoretical explanations and lead directly to the applications.
Zentralblatt MATH - Jörg Thierfelder
The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization. . . . The book is written as well as for beginners and for experts. . . . Both types of readers can profit from the given shortcuts and royal roads which jump over some theoretical explanations and lead directly to the applications.
From the Publisher
"The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization. . . . The book is written as well as for beginners and for experts. . . . Both types of readers can profit from the given shortcuts and royal roads which jump over some theoretical explanations and lead directly to the applications."—Jörg Thierfelder, Zentralblatt MATH

Product Details

ISBN-13:
9781400829361
Publisher:
Princeton University Press
Publication date:
02/11/2011
Series:
Princeton Series in Applied Mathematics
Sold by:
Barnes & Noble
Format:
NOOK Book
Pages:
680
File size:
29 MB
Note:
This product may take a few minutes to download.

What People are saying about this

Steinar Hauan
Well written and well organized. The book's examples are highly varied, interesting and well thought out.
Steinar Hauan, Carnegie Mellon University
Kees Roos
An extremely interesting introduction to the field of mathematical optimization. I know of no other book in the field that offers so many illustrations of the applicability of deep theoretical issues in optimization. It will command a broad audience, from beginners to experts.
Kees Roos, Delft University of Technology

Meet the Author

Jan Brinkhuis is Associate Professor of Finance and Mathematical Methods and Techniques at the Econometric Institute of Erasmus University, Rotterdam. Vladimir Tikhomirov holds the Chair of Optimal Control in the Department of Mechanics and Mathematics at the Lomonosov Moscow State University.

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >