This introduction to optimization methods and theory is aimed at the senior undergraduate and beginning graduate. Supplemented with worked examples to illustrate both theory and algorithms, it describes such topics as unconstrained optimization, linear programming and constrained optimization.
Edwin K. P. Chong received his PhD from Princeton University, where he held an IBM Graduate Fellowship. He is currently on the faculty of the School of Electrical Engineering at Purdue University.
Stanislaw H. Zak received his PhD from the Technical University of Warsaw, Poland. An Associate Editor of Dynamics and Control and the IEEE Transactions on Neural Networks, he is currently on the faculty of the School of Electrical Engineering at Purdue University.