Introduction to Optimization

An undergraduate textbook that introduces students of science and engineering to the fascinating field of optimization. It brings together the subfields of mathematical programming, variational calculus, and optimal control, thus giving students an overall view of various aspects of optimization in a single reference.

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This undergraduate textbook introduces students of science and engineering to the fascinating field of optimization. It is a unique book that brings together the subfields of mathematical programming, variational calculus, and optimal control, thus giving students an overall view of all aspects of optimization in a single reference. As a primer on optimization, its main goal is to provide a succinct and accessible introduction to linear programming, nonlinear programming, numerical optimization algorithms, variational problems, dynamic programming, and optimal control. Prerequisites have been kept to a minimum, although a basic knowledge of calculus, linear algebra, and differential equations is assumed.