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Optimization Primer

Language EnglishEnglish
Book Hardback
Book Optimization Primer Johannes O. Royset
Libristo code: 37628870
Publishers Springer Nature Switzerland AG, April 2022
This richly illustrated book introduces the subject of optimization to a broad audience with a balan... Full description
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This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization.The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysis would be helpful but is not prerequisite. 

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About the book

Full name Optimization Primer
Language English
Binding Book - Hardback
Date of issue 2022
Number of pages 677
EAN 9783030762742
ISBN 3030762742
Libristo code 37628870
Weight 1641
Dimensions 178 x 254 x 41
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