Description
John Wiley Introduction To Optimization With Applications To Machine Learning 5Th Edition by Edwin K P Chong Wu-Sheng Lu Et Al
An Introduction to OptimizationAccessible introductory textbook on optimization theory and methods with an emphasis on engineering design featuring MATLAB® exercises and worked examplesFully updated to reflect modern developments in the field the Fifth Edition of An Introduction to Optimization fills the need for an accessible yet rigorous introduction to optimization theory and methods featuring innovative coverage and a straightforward approach. The book begins with a review of basic definitions and notations while also providing the related fundamental background of linear algebra geometry and calculus.With this foundation the authors explore the essential topics of unconstrained optimization problems linear programming problems and nonlinear constrained optimization. In addition the book includes an introduction to artificial neural networks convex optimization multi-objective optimization and applications of optimization in machine learning.Numerous diagrams and figures found throughout the book complement the written presentation of key concepts and each chapter is followed by MATLAB® exercises and practice problems that reinforce the discussed theory and algorithms.The Fifth Edition features a new chapter on Lagrangian (nonlinear) duality expanded coverage on matrix games projected gradient algorithms machine learning and numerous new exercises at the end of each chapter.An Introduction to Optimization includes information on The mathematical definitions notations and relations from linear algebra geometry and calculus used in optimizationOptimization algorithms covering one-dimensional search randomized search and gradient Newton conjugate direction and quasi-Newton methodsLinear programming methods covering the simplex algorithm interior point methods and dualityNonlinear constrained optimization covering theory and algorithms convex optimization and Lagrangian dualityApplications of optimization in machine learning including neural network training classification stochastic gradient descent linear regression logistic regression support vector machines and clustering.An Introduction to Optimization is an ideal textbook for a one- or two-semester senior undergraduate or beginning graduate course in optimization theory and methods. The text is also of value for researchers and professionals in mathematics operations research electrical engineering economics statistics and business.