Classical And Modern Optimization

By Guillaume Carlier

The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning.Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications.Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class.

• Format: Hardcover
• Language: English
• ISBN: 1800610653
• ISBN13: 9781800610651
• Release Date: March 2022
• Publisher: World Scientific Publishing Europe Ltd
• Length: 388 Pages
• Weight: 1.51 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"