An Optimization Primer
Description
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 analysiswould be helpful but is not prerequisite.
Reviews / Votes
"The book is well written. The notation is concise, the terminology is consistent, and the mathematical soundness is guaranteed. . I highly recommend this book to anyone who wants to explore what optimization has to offer . . For academics it will be a very convenient resource to look up useful results presented in a clear and concise form . . I enjoyed reading the book and learned a lot, and I think you will, too!" (Tim Hoheisel, SIAM Review, Vol. 66 (3), August, 2024)
"In the reviewer's opinion, this is an important book . . a lot of applications are given, so on one hand the readers can benefit from deep insights into the mathematical background of optimization theory . . This book, which as all books reflects the tastes of its authors, is a solid reference, not only for graduate students and postgraduate students, but also for all those researchers interested in recent developments of optimization theory and methods." (Giorgio Giorgi, Mathematical Reviews, December, 2022)
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Persons
Roger J-B Wets, a Distinguished Professor Emeritus of Mathematics at University of California, Davis, has received the G. B. Dantzig Prize in Mathematical Programming, a Pioneer Award for contributions to stochastic optimization and a Doctor Honoris Causa from the University of Vienna. He has been a Guggenheim Fellow as well as editor of SIAM Journal on Control and Optimization and Journal of Convex Analysis. Wets has published more than 200 papers on the theory and application of optimization. His previous book Variational Analysis received the F. W. Lanchester Prize.
