This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental alg... » 

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. Most of the algorithms are explained in a detailed manner, allowing straightforward implementation. This new second edition contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical, description, when coming to actual implementation. Besides, the nonsmooth optimization part has been substantially reorganized and expanded. «