An Optimization Primer
暫譯: 優化入門

Royset, Johannes O., Wets, Roger J-B

An Optimization Primer
  • 出版商: Springer
  • 出版日期: 2023-03-30
  • 售價: $2,700
  • 貴賓價: 9.5 折 $2,565
  • 語言: 英文
  • 頁數: 676
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3030762777
  • ISBN-13: 9783030762773

    • 立即出貨 (庫存=1)

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商品描述

This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization.
The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysiswould be helpful but is not prerequisite.

商品描述(中文翻譯)

這本插圖豐富的書籍向廣泛的讀者介紹了優化的主題，平衡地處理理論、模型和演算法。通過來自統計學習、運籌學、工程、金融和經濟學的眾多範例，文本解釋了如何制定和證明模型，同時考慮到現實世界中的因素，如數據不確定性。它超越了線性、非線性和凸優化的經典主題，還涉及非凸和非光滑問題，以及博弈、廣義方程和隨機優化。

本書在具體問題的背景下教授理論方面，使其成為變分分析、積分函數和近似理論的易於入門的資源。書中包含超過100個練習題和200個完整發展的範例，說明了這些概念的應用。讀者應具備微積分和線性代數的基礎知識，接觸過實分析會有所幫助，但並非先決條件。

作者簡介

Johannes O. Royset, a Professor of Operations Research at the Naval Postgraduate School, is the recipient of the Barchi Prize, the Military OR Journal Award and the Goodeve Medal. He has been a visiting scholar at Stanford University and University of California, Davis as well as an associate editor of SIAM Journal on Optimization, Operations Research and Set-Valued and Variational Analysis. His experience with teaching optimization at the Naval Postgraduate School and University of California, Berkeley extends more than 15 years. He has authored 90 papers and a monograph.
Roger J-B Wets, a Distinguished Professor Emeritus of Mathematics at University of California, Davis, has received the G. B. Dantzig Prize in Mathematical Programming, a Pioneer Award for contributions to stochastic optimization and a Doctor Honoris Causa from the University of Vienna. He has been a Guggenheim Fellow as well as editor of SIAM Journal on Control and Optimization and Journal of Convex Analysis. Wets has published more than 200 papers on the theory and application of optimization. His previous book Variational Analysis received the F. W. Lanchester Prize.

作者簡介(中文翻譯)

約翰尼斯·O·羅伊塞特（Johannes O. Royset）是海軍研究生院（Naval Postgraduate School）運籌學教授，曾獲得巴爾奇獎（Barchi Prize）、軍事運籌學期刊獎（Military OR Journal Award）和古德夫獎章（Goodeve Medal）。他曾在史丹佛大學（Stanford University）和加州大學戴維斯分校（University of California, Davis）擔任訪問學者，並擔任《SIAM優化期刊》（SIAM Journal on Optimization）、《運籌學》（Operations Research）及《集合值與變分分析》（Set-Valued and Variational Analysis）的副編輯。他在海軍研究生院和加州大學伯克利分校教授優化的經驗超過15年，已發表90篇論文和一本專著。

羅傑·J-B·韋茲（Roger J-B Wets）是加州大學戴維斯分校（University of California, Davis）數學榮譽退休教授，曾獲得G.B. 丹齊格獎（G. B. Dantzig Prize）以表彰其在數學規劃方面的貢獻，並因對隨機優化的貢獻獲得先驅獎（Pioneer Award），以及維也納大學（University of Vienna）頒發的榮譽博士學位（Doctor Honoris Causa）。他曾是古根海姆獎學金得主，並擔任《SIAM控制與優化期刊》（SIAM Journal on Control and Optimization）和《凸分析期刊》（Journal of Convex Analysis）的編輯。韋茲在優化理論和應用方面已發表超過200篇論文。他的前一本書《變分分析》（Variational Analysis）獲得F.W. 蘭徹斯特獎（F. W. Lanchester Prize）。

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