TY  - BOOK
AU  - Carlier, Guillaume
TI  - Classical and Modern Optimization
SN  - 9781944660529 (PB)
PY  - 2023///
CY  - New Jersey
PB  - World Scientific
KW  - Mathematical Optimization
KW  - Convexity
KW  - Calculus of Variations
N1  -     1. Topological and functional analytic preliminaries 
    2. Differential calculus 
    3. Convexity
    4. Optimality conditions for differentiable optimization 
    5. Problems depending on a parameter 
    6. Convex duality and applications 
    7. Iterative methods for convex minimization 
    8. When optimization and data meet 
    9. An invitation to the calculus of variations
N2  - The quest for the optimal is ubiquitous in nature and human behavior. The field of mathematical optimization has a long history and remains active today, particularly in the development of machine learning. Classical and Modern Optimization presents a self-contained overview of classical and modern ideas and methods in approaching optimization problems. The approach is rich and flexible enough to address smooth and non-smooth, convex and non-convex, finite or infinite-dimensional, static or dynamic situations. The first chapters of the book are devoted to the classical toolbox: topology and functional analysis, differential calculus, convex analysis and necessary conditions for differentiable constrained optimization. The remaining chapters are dedicated to more specialized topics and applications. Valuable to a wide audience, including students in mathematics, engineers, data scientists or economists, Classical and Modern Optimization contains more than 200 exercises to assist with self-study or for anyone teaching a third- or fourth-year optimization class
ER  -