Numerical Optimization by Jorge Nocedal

Algorithms and Applications

A comprehensive textbook on continuous optimization that develops both the mathematical foundations and practical algorithms for solving unconstrained and constrained nonlinear problems; topics include line-search and trust-region methods, quasi-Newton and conjugate-gradient techniques (including limited-memory variants) for large-scale problems, sequential quadratic programming and interior-point approaches for constrained problems, as well as convergence theory, implementation details, numerical stability, and illustrative computational experiments.

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