Optimization techniques I

This book in two volumes provides an overview of continuous, discrete and
functional optimization techniques. This first volume is devoted to continuous
optimization, which deals with problems with real variables, without or with
constraints. After a reminder of the optimality conditions and their
geometrical interpretation, the topics covered are: -gradient-free algorithms
that can be applied to any type of function; -unconstrained algorithms based
on Newton-type descent methods; -algorithms with constraints: penalization,
primal, dual and primal-dual methods; -linear programming with the simplex
method and interior point methods. The emphasis is on understanding the
principles rather than on mathematical rigor. Each concept or algorithm is
accompanied by a detailed example to help you grasp the main ideas. This book
is the result of 30 years of experience and is intended for students,
researchers and engineers wishing to acquire a general knowledge in the field
of optimization.