Skip to main content

Practical Methods of Optimization, 2nd Edition



Practical Methods of Optimization, 2nd Edition

R. Fletcher

ISBN: 978-0-471-49463-8 July 2000 456 Pages


Fully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.

Structure of Methods.

Newton-like Methods.

Conjugate Direction Methods.

Restricted Step Methods.

Sums of Squares and Nonlinear Equations.


Linear Programming.

The Theory of Constrained Optimization.

Quadratic Programming.

General Linearly Constrained Optimization.

Nonlinear Programming.

Other Optimization Problems.

Non-Smooth Optimization.


Subject Index.
Last edition written in 1987, this covers developments in the field since the last publication.
  • A second edition of an established textbook, now available in paperback.
  • Offers a comprehensive treatise of optimization methods with the emphasis on practicability.
  • Concentrates on methods which have been proven to be reliable and efficient.
  • The text includes frequent worked examples and exercises.