Practical Optimization
by Philip E. Gill, Walter Murray, Margaret H. Wright
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Book Summary Information
Author: Margaret H. Wright, Philip E. Gill, Walter MurrayEdition: Paperback
Audio: English (Unknown); English (Original Language); English (Published)
Published: 1982-01-28
ISBN: 0122839528
Number of pages: 420
Publisher: Emerald Group Publishing Limited
Book Reviews of Practical Optimization
Book Review: Old, but still helpful
Summary: 4 Stars
This is a clear, useable introduction to basic techniques for numerical optimization. It addresses the classic kinds of optimization targets: differentiable (mostly) and unimodal (mostly), with or without constraints of various kinds.
Maybe that sounds a little naive and optimistic by today's standards. It still describes a large class of useful problems, though, and may help with end-stage refinement of local optima found other ways. Even genetic optimization algorithms can benefit from classical techniques - a Lamarckian mutation operator may actively seek local improvement instead of relying purely on random perturbation.
Gill covers a variety of techniques, using the first or second derivatives or discrete approximations. He also presents a simplex technique, not to be confused with the simplexes used in linear optimizations. Throughout, he puts strong emphasis on numerical stability and on the relative strengths and weaknesses of each approach, all the way back to the linear systems that approximate each step of the analysis.
It's not a recent book, but that is part of its value. Many of its techniques are almost lost. They have been included by specialists into canned analysis tools, hidden from sight, and forgotten even by the people who use them. I often need to go back to these basics, and very few more recent books are as clear or complete, over this book's range of topics.
Gill has written clearly enough for a careful programmer to implement the algorithms. There is not much here for theoreticians or cut&paste hackers, but it's a useful reference for someone willing to put the time into understanding.
//wiredweird
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