Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

This comprehensive guide to optimization is a must-have for anyone looking to solve complex problems in decision science and engineering.

With its roots in calculus of variations and the work of Euler and Lagrange, this book provides a natural and reasonable approach to mathematical programming.

Covering numerical methods for finite-dimensional optimization problems, it progresses from simple ideas to more complicated concepts, with a focus on both unconstrained and constrained optimization.

Reviewers have praised this book as "excellent" and "very helpful" for graduate-level courses or self-study.

Don't miss out on this valuable resource for anyone interested in optimization problems.