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Linear and Nonlinear Optimization, Second Edition

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by Igor Griva, Stephen G. Nash, and Ariela Sofer


2009 / xxii + 742 pages / Hardcover / ISBN: 978-0-898716-61-0 / List Price $104.50 / SIAM Member Price $73.15 / Order Code OT108

Keywords: linear optimization; nonlinear optimization; theory; algorithms; applications of optimization


This book introduces the applications, theory, and algorithms of linear and nonlinear optimization, with an emphasis on the practical aspects of the material. Its unique modular structure provides flexibility to accommodate the varying needs of instructors, students, and practitioners with different levels of sophistication in these topics. The succinct style of this second edition is punctuated with numerous real-life examples and exercises, and the authors include accessible explanations of topics that are not often mentioned in textbooks, such as duality in nonlinear optimization, primal-dual methods for nonlinear optimization, filter methods, and applications such as support-vector machines.

Part I of Linear and Nonlinear Optimization, Second Edition provides fundamentals that can be taught in whole or in part at the beginning of a course on either topic and then referred to as needed. Part II on linear programming and Part III on unconstrained optimization can be used together or separately, and Part IV on nonlinear optimization can be taught without having studied the material in Part II. In the preface the authors suggest course outlines that can be adjusted to the requirements of a particular course on both linear and nonlinear optimization, or to separate courses on these topics. Three appendices provide information on linear algebra, other fundamentals, and software packages for optimization problems. A supplemental website offers auxiliary data sets that are necessary for some of the exercises.

This book is primarily intended for use in linear and nonlinear optimization courses for advanced undergraduate and graduate students. It is also appropriate as a tutorial for researchers and practitioners who need to understand the modern algorithms of linear and nonlinear optimization to apply them to problems in science and engineering.

About the Authors
Igor Griva is an Assistant Professor in the Department of Computational and Data Science and the Department of Mathematical Sciences at George Mason University. His research focuses on the theory and methods of nonlinear optimization and their application to problems in science and engineering.

Stephen G. Nash is a Professor of Systems Engineering and Operations Research at George Mason University. His research focuses on scientific computing, especially nonlinear optimization, along with related interests in statistical computing and optimal control.

Ariela Sofer is Professor and Chair of the Systems Engineering and Operations Research Department at George Mason University. Her major areas of interest are nonlinear optimization and optimization in biomedical applications.

ISBN: 9780898716610

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