Bøker i MOS-SIAM Series on Optimization-serien

Starting with the fundamentals of classical smooth optimization and building on established convex programming techniques, this research monograph presents a foundation and methodology for modern nonconvex nondifferentiable optimization.

A comprehensive treatment of optimization problems involving uncertain parameters for which stochastic models are available.

This concise, practical book provides readers with an easy access point to make the scenario approach understandable to non-experts, and offers an overview of various decision frameworks in which the method can be used. It contains numerous examples and diverse applications from a broad range of domains.

Provides a self-contained, comprehensive study of the main first-order methods that are frequently used in solving large-scale problems. The author has gathered, reorganized, and synthesized (in a unified manner) many results that are currently scattered throughout the literature, many of which cannot be typically found in optimization books.

Optimization is of critical importance in engineering. This overview of state-of-the-art optimization techniques reviews 10 major areas of optimization and related engineering applications. It provides a solid foundation for engineers and mathematical optimizers alike who want to understand not only the importance of optimization methods to engineering but also the capabilities of current methods.