Constrained Optimization and Lagrange Multiplier Methods

by Dimitri P. Bertsekas

ISBN: 1-886529-04-3
Publication: 1996, 410 pages, softcover
Price: $34.50

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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).

Review of the 1982 edition:

"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

Among its special features, the book:

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.

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