Practical mathematical optimization. Basic optimization theory and gradient-based algorithms (Q1746075)

This book is the improved second edition of a book with the same title, published in 2005 [\textit{J. A. Snyman}, Practical mathematical optimization. An introduction to basic optimization theory and classical and new gradient-based algorithms. New York, NY: Springer (2005; Zbl 1104.90003)]. The book presents a detailed study of most mathematical techniques used in optimization, with an emphasis on the practical challenges of their implementation, such as discontinuities, multiple optima and convergence issues. The book begins with an introduction to optimization where the key concepts and main definitions are presented. This is followed by two chapters which study the simple cases of unconstrained and constrained optimization, including Lagrangian methods and quadratic programming. The fourth chapter contains a large number of solved examples using the above methods which is very useful to the comprehension of the mathematical theory. The second part of this very interesting book studies gradient-based algorithms for optimization. The authors highlight the importance and advantages of such approaches compared to the classical methods, and include the dynamic trajectory optimization, the quadratic steepest descent and the conjugate gradient methods. The sixth and seventh chapters move on to consider more advanced topics such as surrogate and gradient-only solution strategies. The last chapter of the book contains optimization computer code written in the Python language. Throughout this book, the main relevant theorems are presented with proof and a number of examples help the reader to better understand the complex concepts involved.