Constrained Optimization and Lagrange Multiplier Methods

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"This is an excellent reference book. The author has done a great job in at least three directions. First, he expertly, systematically and with ever-present authority guides the reader through complicated areas of numerical optimization. This is achieved by carefully explaining and illustrating (by figures, if necessary) the underlying principles and theory. Second, he provides extensive guidance on the merits of various types of methods. This is expremely useful to practitioners. Finally, this is truly a state of the art book on numerical optimization." S. Zlobec, McGill University, in SIAM Review

Dimitri P. Bertsekas

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Constrained Optimization | Lagrange Multiplier Methods | Optimization Theory |

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Added	16 Jan 2009
Updated	16 Jan 2009
Authors	Dimitri P. Bertsekas

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