Applied Optimization

The starting point in the formulation of any numerical problem is to take an intuitive idea about the problem in question and to translate it into precise mathematical language. This book provides step-by-step descriptions of how to formulate numerical problems and develops techniques for solving them. A number of engineering case studies motivate the development of efficient algorithms that involve, in some cases, transformation of the problem from its initial formulation into a more tractable form. Five general problem classes are considered: linear systems of equations, non-linear systems of equations, unconstrained optimization, equality-constrained optimization and inequality-constrained optimization. The book contains many worked examples and homework exercises and is suitable for students of engineering or operations research taking courses in optimization. Supplementary material including solutions, lecture slides and appendices are available online at www.cambridge.org/9780521855648.

'Applied Optimization is an excellent text for rigourously introducing graduate and advanced undergraduate engineers to non stochastic optimization. I also think it serves as an excellent reference for engineers in the field who need a clear introduction to this area of mathematics/operations research.' IEEE Control Systems Magazine

ROSS BALDICK is a professor of electrical and computer engineering at the University of Texas at Austin. His current research involves optimization and economic theory applied to electric power system operations and the public policy and technical issues associated with electric transmission under deregulation. He is an associate editor of IEEE Transactions on Power Systems and the chairman of the System Economics Sub-Committee of the IEEE Power Engineering