Algorithms For Optimization
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About this book
This is a rigorous, practically oriented non-fiction guide to optimization designed for engineers and researchers. It targets advanced undergraduates, graduate students, and professionals in mathematics, statistics, computer science, engineering (including electrical and aerospace), and operations research. The central aim is to help readers design systems that optimize key metrics under real-world constraints, using computational techniques that work across complex, imperfect environments.
Content is presented through a clear mix of theory, concrete algorithms, and hands-on practice in the Julia programming language. With figures, worked examples, and end-of-chapter exercises, the material builds intuition around concepts such as derivatives generalized to multiple dimensions, local descent and first- and second-order methods, stochastic optimization, linear constrained optimization, and surrogate models—including probabilistic surrogates that guide search. It also covers optimization under uncertainty, uncertainty propagation, expression optimization, and multidisciplinary design optimization. Appendices introduce Julia basics, provide test functions for evaluating performance, and review the mathematical ideas used throughout the methods. The approach emphasizes practical applicability and concrete implementation, making advanced techniques feel attainable.
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