Optimization: Principles and Algorithms

Michel Bierlaire

718 pages, parution le 08/03/2019 (2^eme édition)

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Résumé

Every engineer and decision scientist must have a good mastery of optimization, an essential element in their toolkit. Thus, this articulate introductory textbook will certainly be welcomed by students and practicing professionals alike. Drawing from his vast teaching experience, the author skillfully leads the reader through a rich choice of topics in a coherent, fluid and tasteful blend of models and methods anchored on the underlying mathematical notions (only prerequisites: first year calculus and linear algebra). Topics range from the classics to some of the most recent developments in smooth unconstrained and constrained optimization, like descent methods, conjugate gradients, Newton and quasi-Newton methods, linear programming and the simplex method, trust region and interior point methods.

Furthermore elements of discrete and combinatorial optimization like network optimization, integer programming and heuristic local search methods are also presented.

This book presents optimization as a modeling tool that beyond supporting problem formulation plus design and implementation of efficient algorithms, also is a language suited for interdisciplinary human interaction. Readers further become aware that while the roots of mathematical optimization go back to the work of giants like Newton, Lagrange, Cauchy, Euler or Gauss, it did not become a discipline on its own until World War Two. Also that its present momentum really resulted from its symbiosis with modern computers, which made it possible to routinely solve problems with millions of variables and constraints.

With his witty, entertaining, yet precise style, Michel Bierlaire captivates his readers and awakens their desire to try out the presented material in a creative mode. One of the outstanding assets of this book is the unified, clear and concise rendering of the various algorithms, which makes them easily readable and translatable into any high level programming language. This is an addictive book that I am very pleased to recommend.

Prof. Thomas M. Liebling

L'auteur - Michel Bierlaire

Michel Bierlaire est professeur associé à l'Ecole Polytechnique Fédérale de Lausanne, associé de recherche au Massachusetts Institute of Technology et professeur extraordinaire à l'Université de Stellenbosch (Afrique du Sud). Docteur en mathématiques des Facultés Universitaires Notre-Dame de la Paix (Namur, Belgique), il est spécialisé dans les méthodologies mathématiques liées à la modélisation, la simulation et l'optimisation de systèmes complexes, en particulier les systèmes de transport. Il est également actif dans les applications concrètes décès méthodologies. Entre autres cours, il enseigne l'optimisation aux étudiants de l'EPFL depuis 1998.

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Sommaire

I Formulation and analysis of the problem
1 Formulation - 2 Objective function - 3 Constraints - 4 Introduction to duality
II Optimality conditions
5 Unconstrained optimization - 6 Constrained optimization
III Solving equations
7 Newton's method - 8 Quasi-Newton methods
IV Unconstrained optimization
9 Quadratic problems - 10 Newton's local method - 11 Descent methods and line search - 12 Trust region - 13 Quasi-Newton methods - 14 Least squares problem - 15 Direct search methods
V Constrained optimization
16 The simplex method - 17 Newton's method for constrained optimization - 18 Interior point methods - 19 Augmented Lagrangian method - 20 Sequential quadratic programming
VI Networks
21 Introduction and definitions - 22 The transhipment problemc - 23 Shortest path - 24 Maximum flow
VII Discrete optimization
25 Introduction to discrete optimization - 26 Exact methods for discrete optimization - 27 Heuristics
VIII Appendices - A Notations - B Definitions - C Theorems - D Projects

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Presses Polytechniques et Universitaires Romandes (PPUR), EPFL
Auteur(s)	Michel Bierlaire
Parution	08/03/2019
Édition	2^eme édition
Nb. de pages	718
Format	15 x 24
Couverture	Broché
Poids	1290g
Intérieur	Noir et Blanc
EAN13	9782889152797
ISBN13	978-2-88915-279-7