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Numerical Optimization - Theoretical and Practical Aspects (Paperback, 2nd ed. 2006)

Joseph-Frederic Bonnans, Jean Charles Gilbert, Claude Lemar echal, Claudia A. Sagastizabal

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This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.