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.
ISBN: | 9781800610866 |
Publication date: | 28th March 2022 |
Author: | Guillaume Carlier |
Publisher: | World Scientific Publishing an imprint of World Scientific Publishing Europe Ltd |
Format: | Paperback |
Pagination: | 358 pages |
Series: | Advanced Textbooks in Mathematics |
Genres: |
Optimization |