Classical And Modern Optimization

The book "Classical and Modern Optimization" provides a comprehensive overview of classical and modern optimization theories and methods, suitable for a wide audience of students and professionals in mathematics, engineering, data science, and economics.

Format: Hardback
Length: 388 pages
Publication date: 15 April 2022
Publisher: World Scientific Europe Ltd

The pursuit of perfection is an inherent aspect of nature and human behavior. The field of mathematical optimization has a rich and enduring history, and it continues to be actively researched and developed, particularly in the realm of machine learning. Classical and Modern Optimization offers a comprehensive and self-contained exploration of classical and modern approaches to solving optimization problems. This approach is versatile and robust enough to handle a wide range of scenarios, including smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations.

The first chapters of the book delve into the foundational tools of optimization: topology and functional analysis, differential calculus, convex analysis, and necessary conditions for differentiable constrained optimization. These chapters provide a solid foundation for understanding the theoretical principles and methodologies of optimization.

The remaining chapters of the book focus on more specialized topics and applications. These chapters cover various areas such as optimization in machine learning, genetic algorithms, nonlinear optimization, and optimization with uncertainty. Each chapter provides detailed explanations and examples to illustrate the practical applications of optimization techniques.

Classical and Modern Optimization is an invaluable resource for a broad audience, including students in mathematics, engineering, data science, and economics. The book includes over 200 exercises designed to assist with self-study or for anyone teaching a third- or fourth-year optimization class. These exercises cover a wide range of topics and difficulty levels, allowing students to apply the concepts learned in the book and develop their optimization skills.

In conclusion, the quest for the optimal is a fundamental aspect of nature and human behavior. The field of mathematical optimization has a long and rich history, and it continues to evolve and adapt to new challenges. Classical and Modern Optimization provides a comprehensive and accessible introduction to classical and modern optimization techniques, making it an essential resource for students, researchers, and practitioners in various fields.

ISBN-13: 9781800610651