Lectures on Modern Convex Optimization
Aharon Ben‐Tal, Arkadi Nemirovski · Society for Industrial and Applied Mathematics eBooks · 2001
Mathematical Programming deals with optimization programs of the form minimize f(x) subject to gi(x) ≤ 0, i = 1,...,m, [x ⊂ Rn] (P) and includes the following general areas: 1. Modelling: methodologies for posing various applied problems as optimization programs; 2. Optimization Theory, focusing on existence, uniqueness and on characterization of optimal solutions to optimization programs; 3. Optimization Methods: development and analysis of computational algorithms for various classes of optimization programs; 4. Implementation, testing and application of modelling methodologies and computational algorithms. Essentially, Mathematical Programming was born in 1948, when George Dantzig has invented