An Optimization Primer (Springer Series in Operations Research and Financial Engineering)

<p><div>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.</div> <div><br /></div> <div>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.&nbsp;</div> <div><br /></div></p>

Science & Math

Royset, Johannes O.

Wets, Roger J.-B.

Mathematics

Springer

Variational Analysis (Grundlehren der mathematischen Wissenschaften)

<p>From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.</p>

Variational Analysis (Grundlehren der mathematischen Wissenschaften, 317)

Rockafellar, R. Tyrrell

Reference

Rockafellar, R. Tyrrell Tyrrell

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Books by Wets, Roger J.-B.