Nonlinear Programming

This extensive rigorous texbook, developed through instruction at MIT, focuses on nonlinear and other types of optimization: iterative algorithms for constrained and unconstrained optimization, Lagrange multipliers and duality, large scale problems, and the interface between continuous and discrete optimization. Among its special features, the book: 1) provides extensive coverage of iterative optimization methods within a unifying framework; 2) provides a detailed treatment of interior point methods for linear programming; 3) covers in depth duality theory from both a variational and a geometrical/convex analysis point of view; 4) includes much new material on a number of topics, such as neural network training, discrete-time optimal control, and large-scale optimization; 5) includes a large number of examples and exercises detailed solutions of many of which are posted on the internet. Archived website: http://vlsicad.eecs.umich.edu/BK/Slots/cache/www.athenasc.com/nonlinbook.html