Choose the Correct Solution Method for Your Optimization Problem

Optimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs.

The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden Fletcher Goldfarb Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of...