Nonlinear Programming: 2nd Edition

by Dimitri P. Bertsekas

ISBN: 1-886529-00-0
Publication: 1999, 780 pages, hardcover
Latest Printing: April 2004 (the only one being sold)
Price: $89.00

Contents, Preface, Ordering, Home


This is a substantially expanded (by 130 pages) and improved edition of our best-selling nonlinear programming book. The treatment focuses on iterative algorithms for constrained and unconstrained optimization, Lagrange multipliers and duality, large scale problems, and on the interface between continuous and discrete optimization.

Nearly 40% of the new material represents miscellaneous additions scattered throughout the text. The remainder deals with three new topics. These are:

A new internet-based feature was added to the book, which significantly extends its scope and coverage. Many of the theoretical exercises, quite a few of them new, have been solved in detail and their solutions have been posted on the internet (see below).

The April 2004 updated printing of the second edition corrects typos, includes a few more exercises, and brings the book in closer harmony with the companion work Convex Analysis and Optimization book (Athena Scientific, 2003). Quite a few sections were modified and even substantially rewritten. Significant changes in content are the following:

From the review by Olvi Mangasarian (Optima, March 1997):

"This is a beautifully written book by a prolific author ... who has taken painstaking care in making the presentation extremely lucid ... The style is unhurried and intuitive yet mathematically rigorous."

"The numerous figures in the book are extremely well thought out and are used in a very effective way to elucidate the text. The detailed and self-explanatory long captions accompanying each figure are extremely helpful."

"The 80 pages constituting the four appendixes serve as a masterfully written introduction to the field of nonlinear programming that can be used as a self-contained monograph. Teachers using this book could easily assign these appendixes as introductory or remedial material."

From the review by Mattias Heinkenschloss (Zentralblatt fur Mathematik, October 2000):

"This book contains a wealth of material... Throughout this book, well-prepared graphics illustrate ideas and results. The text contains many examples and each section is followed by a set of nice exercises."

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, the 2009 INFORMS expository writing award, the 2014 Kachiyan Prize, the 2014 AACC Bellman Heritage Award, and the 2015 SIAM/MOS George B. Dantsig Prize. He has been teaching the material included in this book in introductory graduate courses for nearly forty years.

Supplementary Material:

The material listed below can be freely downloaded, reproduced, and distributed .

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