Classical and Modern Optimization (Paperback) (ISBN-13: 9781800610866)

The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning.Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications.Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class.

Author: Guillaume Carlier
ISBN-10: 1800610866
ISBN-13: 9781800610866
Publisher: World Scientific Publishing Europe Ltd
Language: English
Published: 04/07/2022
Pages: 388
Format: Paperback
Weight: 1.13lbs
Size: 9.00h x 6.00w x 0.80d