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 Pravin Varaiya - Van Nostrand
The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.
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This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation. Authors develop a framework in which a Bayesian formulation of the problem provides the bedrock for the derivation and analysis of algorithms.
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The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.
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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.