Description
Springer-Verlag New York Inc. Numerical Optimization by Jorge Nocedal Stephen Wright
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finitedimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts concentrating on methods for both unconstrained and constrained optimization.show more