- Paperback: 456 pages
- Publisher: Wiley-Blackwell; 2nd edition (23 May 2000)
- Language: English
- ISBN-10: 0471494631
- ISBN-13: 978-0471494638
- Product Dimensions: 15.4 x 2.5 x 23.1 cm
- Average Customer Review: Be the first to review this item
- Amazon Bestsellers Rank: #7,42,900 in Books (See Top 100 in Books)
Practical Methods of Optimization Paperback – Import, 23 May 2000
|Paperback, Import, 23 May 2000||
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From the Back Cover
This established textbook is noted for its coverage of optimization methods that are of practical importance. It provides a thorough treatment of standard methods such as linear and quadratic programming, Newton-like methods and the conjugate gradient method. The theoretical aspects of the subject include an extended treatment of optimality conditions and the significance of Lagrange multipliers. The relevance of convexity theory to optimization is also not neglected. A significant proportion of the book is devoted to the solution of nonlinear problems, with an authoritative treatment of current methodology. Thus state of the art techniques such as the BFGS method, trust region methods and the SQP method are described and analysed. Other features are an extensive treatment of nonsmooth optimization and the L_1 penalty function. Contents Part 1 Unconstrained Optimization Part 2 Constrained Optimization
* Structure of Methods
* Newton-like Methods
* Conjugate Direction Methods
* Restricted Step Methods
* Sums of Squares and Nonlinear Equations
* Linear Programming
* The Theory of Constrained Optimization
* Quadratic Programming
* General Linearly Constrained Optimization
* Nonlinear Programming
* Other Optimization Problems
About the Author
About the author Professor Roger Fletcher completed his MA at the University of Cambridge in 1960 and his PhD at the University of Leeds in 1963. He was a lecturer at the University of Leeds from 1963 to 1969, then Principal Scientific Officer at AERE Harwell until 1973. He then joined the University of Dundee where he is Professor of Optimization and holds the Baxter Chair of Mathematics. In 1997 he was awarded the prestigious Dantzig Prize for fundamental contributions to algorithms for nonlinear optimization, awarded jointly by the Society for Industrial and Applied Mathematics and the Mathematical Programming Society. He is a Fellow of the Royal Society of Edinburgh and of the Institute of Mathematics and its Applications.
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Most helpful customer reviews on Amazon.com
Fletcher then highlights the algorithms by bringing in his own experience and provides insight on how the algorithms work on real problems, not just what the theory says. He writes that many algorithms, including several developed by him, are inferior to other variants on real-world problems. (Fletcher is the "F" in BFGS, DFP, and Fletcher-Reeves conjugate gradient.)
This coupling of mathematical rigor with candid insight makes this book invaluable.
On the negative side, I have found (as others have noted) a few typos, including a couple obvious ones in the pseudocode. This book is meant "to teach a man to fish," not "give a man a fish." So, if you're looking for something like Numerical Recipes that gives you verbatim software to type into your computer, then Fletcher's book isn't for you. However, after digesting Fletcher's math and insight, I have been able to reduce the computation of my (formerly NR-based) codes by an order of magnitude on some standard-battery optimizations.
While the book's content is excellent, the presentation could be improved somewhat. More examples and illustrations would help on this count, as would a better arrangement of headings and sub-headings. Since it appears that the author's intended audience are those who already have some primary knowledge of the field, this shortcoming is not significant. This is a book designed to take such readers to the next level, which it does quite well.