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Nonlinear Programming: Analysis and Methods pdf
Comprehensive and complete, this overview provides a single-volume treatment of key algorithms and theories. The author provides clear explanations of all theoretical aspects, with rigorous proof of most results.
The two-part treatment begins with the derivation of optimality conditions and discussions of convex programming, duality, generalized convexity, and analysis of selected nonlinear programs. The second part concerns techniques for numerical solutions and unconstrained optimization methods, and it presents commonly used algorithms for constrained nonlinear optimization problems. This graduate-level text requires no advanced mathematical background beyond elementary calculus, linear algebra, and real analysis.
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