by Dimitri P. Bertsekas
Publication: 1996, 410 pages, softcover
Contents, Preface, Ordering, Home
This reference textbook, first published in 1982 by Academic Press, remains the authoritative and comprehensive treatment of some of the most widely used constrained optimization methods, including the augmented Lagrangian/multiplier and sequential quadratic programming methods. It is an excellent supplement to the author's Nonlinear Programming: 2nd Edition book (Athena Scientific, 1999).
"This is an excellent reference book. The author has done a great job in at least three
directions. First, he expertly, systematically and with ever-present authority guides
the reader through complicated areas of numerical optimization. This is achieved by
carefully explaining and illustrating (by figures, if necessary) the underlying
principles and theory. Second, he provides extensive guidance on the merits of various
types of methods. This is extremely useful to practitioners. Finally, this is truly a
state of the art book on numerical optimization."
S. Zlobec, McGill University, in SIAM Review
treats extensively augmented Lagrangian methods, including an exhaustive analysis of the associated convergence and rate of convergence properties
develops comprehensively sequential quadratic programming and other Lagrangian methods
provides a detailed analysis of differentiable and nondifferentiable exact penalty methods
presents nondifferentiable and minimax optimization methods based on smoothing
contains much in depth research not found in any other textbook
The author is McAfee Professor of Engineering at the Massachusetts Institute of Technology and a member of the prestigious US National Academy of Engineering. He is the recipient of the 2001 A. R. Raggazini ACC education award and the 2009 INFORMS expository writing award.