Linear and Nonlinear Programming

Abstract

This book is intended as a text covering the central concepts of practical optimization techniques. It is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for students who have a technical background in engineering, mathematics, or science. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists from the host of disciplines from which practical optimization applications are drawn. The prerequisites for convenient use of the book are relatively modest; the prime requirement being some familiarity with introductory elements of linear algebra. Certain sections and developments do assume some knowledge of more advanced concepts of linear algebra, such as eigenvector analysis, or some background in sets of real numbers, but the text is structured so that the mainstream of the development can be faithfully pursuedwithout reliance on this more advanced background material. Although the book covers primarily material that is now fairly standard, this edition emphasizes methods that are both state-of-the-art and popular. One major insight is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first edition of this book and the fourth edition expands and further illustrates this relationship.