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Practical Optimization

Algorithms and Engineering Applications

  • Textbook
  • © 2021
  • Latest edition

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Overview

Authors:
  1. Andreas Antoniou
    1. Department of Electrical and Computer Engineering, University of Victoria, Victoria, Canada

  2. Wu-Sheng Lu
    1. Department of Electrical and Computer Engineering, University of Victoria, Victoria, Canada

  • Advancements in the efficiency of digital computers and the evolution of reliable software have led to rapid growth in the theory, methods, and algorithms of numerical optimization
  • Applications include engineering, business, and science
  • Suitable for advanced undergraduate courses and graduate courses

Part of the book series:Texts in Computer Science (TCS)

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About this book

This textbook provides a hands-on treatment of the subject of optimization. A comprehensive set of problems and exercises makes it suitable for use in one or two semesters of an advanced undergraduate course or a first-year graduate course. Each half of the book contains a full semester’s worth of complementary yet stand-alone material. The practical orientation of the topics chosen and a wealth of useful examples also make the book suitable as a reference work for practitioners in the field.

In this second edition the authors have added sections on recent innovations, techniques, and methodologies.

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xxiv
  2. The Optimization Problem

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 1-26
  3. Basic Principles

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 27-62
  4. General Properties of Algorithms

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 63-76
  5. One-Dimensional Optimization

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 77-113
  6. Basic Multidimensional Gradient Methods

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 115-144
  7. Conjugate-Direction Methods

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 145-178
  8. Quasi-Newton Methods

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 179-209
  9. Minimax Methods

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 211-237
  10. Applications of Unconstrained Optimization

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 239-284
  11. Fundamentals of Constrained Optimization

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 285-338
  12. Linear Programming Part I: The Simplex Method

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 339-392
  13. Linear Programming Part II: Interior-Point Methods

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 393-424
  14. Quadratic, Semidefinite, and Second-Order Cone Programming

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 425-481
  15. Algorithms for General Convex Problems

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 483-537
  16. Algorithms for General Nonconvex Problems

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 539-569
  17. Applications of Constrained Optimization

    • Andreas Antoniou, Wu-Sheng Lu
    Pages 571-634
  18. Back Matter

    Pages 635-722

Authors and Affiliations

  • Department of Electrical and Computer Engineering, University of Victoria, Victoria, Canada

    Andreas Antoniou, Wu-Sheng Lu

About the authors

Prof.Andreas Antonioureceived his Ph.D. in Electrical Engineering from the University of London in 1966 and is a Fellow of the IET and IEEE. He served as the founding Chair of the Dept. of Electrical and Computer Engineering at the University of Victoria, Canada, and is now Professor Emeritus in the same department. He is the author of Digital Filters: Analysis, Design, and Applications (McGraw-Hill, 1993) and Digital Signal Processing: Signals, Systems, and Filters (McGraw-Hill, 2005). He served as Associate Editor/Editor of IEEE Trans. on Circuits and Systems from June 1983 to May 1987, as a Distinguished Lecturer of the IEEE Signal Processing Society in 2003, as General Chair of the 2004 Intl. Symp. on Circuits and Systems, and is currently serving as a Distinguished Lecturer of the IEEE Circuits and Systems Society. He received the Ambrose Fleming Premium for 1964 from the IEEE (best paper award), the CAS Golden Jubilee Medal from the IEEE Circuits and Systems Society,the B.C. Science Council Chairman’s Award for Career Achievement for 2000, a Doctor Honoris Causa from the Metsovio National Technical University of Athens, Greece, n 2002, and the IEEE Circuits and Systems Society 2005 Technical Achievement Award.

Prof.Wu-Sheng Lu received his B.S. degree in Mathematics from Fudan University, Shanghai, China in 1964, an M.E. degree in Automation from the East China Normal University, Shanghai in 1981, and an M.S. degree in Electrical Engineering and his Ph.D. in Control Science from the University of Minnesota, Minneapolis, n 1983 and 1984, respectively. He was a postdoctoral fellow at the University of Victoria, Canada in 1985 and a visiting Asst. Professor with the University of Minnesota in 1986. Since 1987 he has been with the University of Victoria where he is a full professor. His current teaching and research interests are digital signal processing and the application of optimization methods. He is the coauthor with Prof. Antoniouof Two-Dimensional Digital Filters (Marcel Dekker, 1992). He served as an Associate Editor of the Canadian Journal of Electrical and Computer Engineering in 1989, and Editor of the same journal from 1990 to 1992. He served as an Associate Editor for the IEEE Trans. on Circuits and Systems, Part II, from 1993 to 1995 and for Part I of the same journal from 1999 to 2001 and from 2004 to 2005. Presently he is serving as Associate Editor for the Intl. J. of Multidimensional Systems and Signal Processing. He is a Fellow of the Engineering Institute of Canada and the IEEE.

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Bibliographic Information

  • Book Title:Practical Optimization

  • Book Subtitle:Algorithms and Engineering Applications

  • Authors:Andreas Antoniou, Wu-Sheng Lu

  • Series Title:Texts in Computer Science

  • DOI:https://doi.org/10.1007/978-1-0716-0843-2

  • Publisher:Springer New York, NY

  • eBook Packages:Computer Science,Computer Science (R0)

  • Copyright Information:Springer Science+Business Media, LLC, part of Springer Nature 2021

  • Hardcover ISBN:978-1-0716-0841-8Published: 20 October 2021

  • eBook ISBN:978-1-0716-0843-2Published: 19 October 2021

  • Series ISSN: 1868-0941

  • Series E-ISSN: 1868-095X

  • Edition Number:2

  • Number of Pages:XXIV, 722

  • Number of Illustrations:154 b/w illustrations

  • Topics:Mathematics of Computing,Optimization

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Access this book

eBook JPY 10295
Price includes VAT (Japan)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book JPY 12869
Price includes VAT (Japan)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide -see info

Tax calculation will be finalised at checkout

Other ways to access


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