000 02013nam a22002177a 4500
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020 _a9781944660529 (PB)
041 _aeng
080 _a517
_bCAR
100 _aCarlier, Guillaume
245 _aClassical and Modern Optimization
260 _aNew Jersey
_bWorld Scientific
_c2023
300 _axiii, 371p.
505 _a 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
520 _aThe 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.
650 _aMathematical Optimization
650 _aConvexity
650 _aCalculus of Variations
690 _aMathematics
942 _cBK
999 _c60262
_d60262