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Which textbooks on optimization can you recommend? In particular, I am looking for the book that is for optimization what Russel+Norvig is for AI and what Jurafsky+Martin is for NLP, i.e. presents the basics, the (consolidated) state of the art, tons of examples, gives a nice overview plus pointers to advanced literature, goes deep enough for a real understanding (both for theory and applications). Best regards, Z. |
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I'd recommend Numerical Optimization, by Nocedal and Wright. It was first recommended to me by Tammy Kolda, who's done a fair amount of original work in optimization herself. Her assessment was that it was the best book for someone who knows math but not optimization, and I agree; I dip into it all the time. 2
+1 for that. I don't understand why people are so positive about Convex Optimization. It's a great book, for sure, but it covers such a small part of the optimization literature. Nocedal and Wright provides (to my taste) much more breadth and depth.
(Jul 02 '10 at 17:44)
Jurgen
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I go with osdf's answer about "Convex Optimization", by Boyd and Vandenberghe. A good complement to that book might be "Nonlinear Programming" by Dimitri Bertsekas. |
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You can find some useful references in Numerical Recipes. Always take that book with a grain of salt, yadda yadda, but I find it very useful to get a superficial (and mostly wrong) understanding of the motivations of some methods and/or to get a quick and dirty implementation started. |
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Andreas Antoniou, Wu-Sheng Lu: Practical optimization:algorithms and engineering applications |
