An Introduction to Optimization
eBook - ePub

An Introduction to Optimization

With Applications to Machine Learning

Edwin K. P. Chong, Wu-Sheng Lu, Stanislaw H. Zak

Share book
  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

An Introduction to Optimization

With Applications to Machine Learning

Edwin K. P. Chong, Wu-Sheng Lu, Stanislaw H. Zak

Book details
Table of contents

About This Book

An Introduction to Optimization

Accessible introductory textbook on optimization theory and methods, with an emphasis on engineering design, featuring MATLAB ® exercises and worked examples

Fully updated to reflect modern developments in the field, the Fifth Edition of An Introduction to Optimization fills the need for an accessible, yet rigorous, introduction to optimization theory and methods, featuring innovative coverage and a straightforward approach. The book begins with a review of basic definitions and notations while also providing the related fundamental background of linear algebra, geometry, and calculus.

With this foundation, the authors explore the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. In addition, the book includes an introduction to artificial neural networks, convex optimization, multi-objective optimization, and applications of optimization in machine learning.

Numerous diagrams and figures found throughout the book complement the written presentation of key concepts, and each chapter is followed by MATLAB ® exercises and practice problems that reinforce the discussed theory and algorithms.

The Fifth Edition features a new chapter on Lagrangian (nonlinear) duality, expanded coverage on matrix games, projected gradient algorithms, machine learning, and numerous new exercises at the end of each chapter.

An Introduction to Optimization includes information on:

  • The mathematical definitions, notations, and relations from linear algebra, geometry, and calculus used in optimization
  • Optimization algorithms, covering one-dimensional search, randomized search, and gradient, Newton, conjugate direction, and quasi-Newton methods
  • Linear programming methods, covering the simplex algorithm, interior point methods, and duality
  • Nonlinear constrained optimization, covering theory and algorithms, convex optimization, and Lagrangian duality
  • Applications of optimization in machine learning, including neural network training, classification, stochastic gradient descent, linear regression, logistic regression, support vector machines, and clustering.

An Introduction to Optimization is an ideal textbook for a one- or two-semester senior undergraduate or beginning graduate course in optimization theory and methods. The text is also of value for researchers and professionals in mathematics, operations research, electrical engineering, economics, statistics, and business.

Frequently asked questions

How do I cancel my subscription?
Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
Can/how do I download books?
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
What is the difference between the pricing plans?
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
What is Perlego?
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Do you support text-to-speech?
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Is An Introduction to Optimization an online PDF/ePUB?
Yes, you can access An Introduction to Optimization by Edwin K. P. Chong, Wu-Sheng Lu, Stanislaw H. Zak in PDF and/or ePUB format, as well as other popular books in Business & Operations. We have over one million books available in our catalogue for you to explore.



Table of contents