Introduction to Optimization

Pablo Pedregal (auth.)0387403981, 9780387403984, 9780387216805

This undergraduate textbook introduces students of science and engineering to the fascinating field of optimization. It is a unique book that brings together the subfields of mathematical programming, variational calculus, and optimization in a single reference. As a primer on optimization, its main goal is to provide a succinct and accessible introduction to linear programming, nonlinear programming, numerical optimization algorithms, variational problems, dynamic programming, and optimal control. Prerequisites have been kept to a minimum, although a basic knowledge of calculus, linear algebra, and differential equations is assumed.

There are numerous examples, illustrations, and exercises throughout the text, making it an ideal book for self-study. Applied mathematicians, physicists, engineers, and scientists will find this introduction to optimization extremely useful.

Table of contents :
Front Matter….Pages i-x
Introduction….Pages 1-21
Linear Programming….Pages 23-66
Nonlinear Programming….Pages 67-110
Approximation Techniques….Pages 111-135
Variational Problems and Dynamic Programming….Pages 137-194
Optimal Control….Pages 195-236
Back Matter….Pages 237-246