E-book

# An Introduction to Optimization, 2nd Edition

ISBN: 978-0-471-65400-1
496 pages
April 2004
A modern, up-to-date introduction to optimization theory and methods
This authoritative book serves as an introductory text to optimization at the senior undergraduate and beginning graduate levels. With consistently accessible and elementary treatment of all topics, An Introduction to Optimization, Second Edition helps students build a solid working knowledge of the field, including unconstrained optimization, linear programming, and constrained optimization.
Supplemented with more than one hundred tables and illustrations, an extensive bibliography, and numerous worked examples to illustrate both theory and algorithms, this book also provides:
* A review of the required mathematical background material
* A mathematical discussion at a level accessible to MBA and business students
* A treatment of both linear and nonlinear programming
* An introduction to recent developments, including neural networks, genetic algorithms, and interior-point methods
* A chapter on the use of descent algorithms for the training of feedforward neural networks
* Exercise problems after every chapter, many new to this edition
* MATLAB(r) exercises and examples
* Accompanying Instructor's Solutions Manual available on request
An Introduction to Optimization, Second Edition helps students prepare for the advanced topics and technological developments that lie ahead. It is also a useful book for researchers and professionals in mathematics, electrical engineering, economics, statistics, and business.

An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
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Preface.

MATHEMATICAL REVIEW.

Methods of Proof and Some Notation.

Vector Spaces and Matrices.

Transformations.

Concepts from Geometry.

Elements of Calculus.

UNCONSTRAINED OPTIMIZATION.

Basics of Set-Constrained and Unconstrained Optimization.

One-Dimensional Search Methods.

Newton's Method.

Conjugate Direction Methods.

Quasi-Newton Methods.

Solving Ax = b.

Unconstrained Optimization and Neural Networks.

Genetic Algorithms.

LINEAR PROGRAMMING.

Introduction to Linear Programming.

Simplex Method.

Duality.

Non-Simplex Methods.

NONLINEAR CONSTRAINED OPTIMIZATION.

Problems with Equality Constraints.

Problems with Inequality Constraints.

Convex Optimization Problems.

Algorithms for Constrained Optimization.

References.

Index.
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EDWIN K. P. CHONG, PhD, is Professor of Electrical and Computer Engineering at Colorado State University, Fort Collins, Colorado. He was an Associate Editor for the IEEE Transactions on Automatic Control and received the 1998 ASEE Frederick Emmons Terman Award.
STANISLAW H. ZAK, PhD, is Professor in the School of Electrical and Computer Engineering at Purdue University, West Lafayette, Indiana. He was an Associate Editor of Dynamics and Control and the IEEE Transactions on Neural Networks.
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"...an excellent introduction to optimization theory..." (Journal of Mathematical Psychology, 2002)

"A textbook for a one-semester course on optimization theory and methods at the senior undergraduate or beginning graduate level." (SciTech Book News, Vol. 26, No. 2, June 2002)

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An Introduction to Optimization, Second Edition by E.K.P. Chong and S. ZakContains errata, TOC, back cover copy, and ordering information.
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