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.
By:
Guillaume Carlier (Univ Paris Dauphine France) Imprint: World Scientific Europe Ltd Country of Publication: United Kingdom Volume: 0 ISBN:9781800610866 ISBN 10: 1800610866 Series:Advanced Textbooks In Mathematics Pages: 388 Publication Date:07 April 2022 Audience:
College/higher education
,
Professional and scholarly
,
Primary
,
Undergraduate
Format:Paperback Publisher's Status: Active