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Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLABAmir Beck
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Click here to buy the print book.
Download the M-files associated with the book.
Additional Exercises
Errata
Lecture slides based on the book (these link will redirect you to GoogleDrive):
- Mathematical Preliminaries (without layers/with layers)
- Unconstrained Optimization (without layers/with layers)
- Least Squares (without layers/with layers)
- The Gradient Method (without layers/with layers)
- Newton's Method (without layers/with layers)
- Convex Sets (without layers/with layers)
- Convex Functions (without layers/with layers)
- Convex Optimization (without layers/with layers)
- Optimization over a Convex Set (without layers/with layers)
- Linearly Constrained Problems (without layers/with layers)
- The Karush-Kuhn-Tucker Conditions (without layers/with layers)
- Duality (without layers/with layers)