This book develops in depth nonlinear programming, a central algorithmic method for optimization. The treatment focuses on constrained and unconstrained iterative algorithms, Lagrange multiplier theory, duality theory, and large scale optimization methods.
Among its special features, the book:
The author is Professor of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and has been teaching the material of this book in introductory graduate courses for over twenty years.
Partial solutions manual available for instructors from the author.
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Professor Bertsekas also welcomes comments.