Iterative Methods for Optimization
by C.T. Kelley
Publisher: Society for Industrial Mathematics 1987
Number of pages: 188
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality.
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by Ian Craw - University of Aberdeen
The book describes the simplex algorithm and shows how it can be used to solve real problems. It shows how previous results in linear algebra give a framework for understanding the simplex algorithm and describes other optimization algorithms.
by Sebastien Bubeck - arXiv.org
This text presents the main complexity theorems in convex optimization and their algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural and stochastic optimization.
by A. Ben-Tal, L. El Ghaoui, A. Nemirovski - Princeton University Press
Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of this relatively new approach to optimization.
by Guido Schaefer - Utrecht University
From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.