Optimization

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduc... » 

Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on convexity serves as bridge between linear and nonlinear programming and makes it possible to give a modern exposition of linear programming based on the interior point method rather than the simplex method.The emphasis on statistical applications will be especially appealing to graduate students of statistics and biostatistics. «