© 2010

Optimization—Theory and Practice


  • Optimization is used in almost all branches of applied sciences today

  • Text appeals to a wide readership because of its real life applications

  • Self-contained text with a rich collection of detailed examples and two-color graphics to assist the reader in full comprehension

  • Book includes many exercises, often supplemented by helpful hints or Matlab/Maple supplements


Table of contents

  1. Front Matter
    Pages i-xviii
  2. Wilhelm Forst, Dieter Hoffmann
    Pages 1-34
  3. Wilhelm Forst, Dieter Hoffmann
    Pages 35-86
  4. Wilhelm Forst, Dieter Hoffmann
    Pages 87-150
  5. Wilhelm Forst, Dieter Hoffmann
    Pages 151-212
  6. Wilhelm Forst, Dieter Hoffmann
    Pages 213-240
  7. Wilhelm Forst, Dieter Hoffmann
    Pages 241-298
  8. Wilhelm Forst, Dieter Hoffmann
    Pages 299-340
  9. Wilhelm Forst, Dieter Hoffmann
    Pages 341-363
  10. Back Matter
    Pages 365-402

About this book


Optimization is an important field in its own right but also plays a central role in numerous  applied sciences, including operations research, management science, economics, finance, and engineering.

Optimization — Theory and Practice offers a modern and well-balanced presentation of various  optimization techniques and their applications.  The book's  clear structure, sound theoretical basics complemented by insightful illustrations and instructive examples, makes it an ideal introductory textbook and provides the reader with a comprehensive foundation in one of the most fascinating and useful branches of mathematics.

Notable features include:

  • Detailed explanations of theoretic results accompanied by supporting algorithms and exercises, often supplemented by helpful hints or MATLAB®/MAPLE® code fragments;
  • an overview of the MATLAB® Optimization Toolbox and demonstrations of its uses with selected examples;
  • accessibility to readers with a knowledge of multi-dimensional calculus, linear algebra, and basic numerical methods.

Written at an introductory level, this book is intended for advanced undergraduates and graduate students, but may also be used as a reference by academics and professionals in mathematics and the applied sciences.


MATLAB Maple Newton's method Quasi-Newton method algebra algorithms global optimization linear algebra linear optimization operations research optimization tar

Authors and affiliations

  1. 1.Fak. Mathematik und, WirtschaftswissenschaftenUniversität UlmUlmGermany
  2. 2., FB Mathematik und StatistikUniversität KonstanzKonstanzGermany

About the authors

Dr. Wilhelm Forst is a professor in the Department of Numerical Analysis at the University of Ulm, Germany.

Dr. Dieter Hoffmann is a professor at the University of Konstanz, Germany.

Drs. Forst and Hoffman previously co-authored two German language books for Springer-Verlag: Funktionentheorie explore with Maple (2002) and Ordinary Differential Equations (2005).

Bibliographic information

Industry Sectors
Finance, Business & Banking


From the book reviews:

“The book is a marvelous introduction to a wonderful part of mathematics. It is appealing, easy to understand and at the same time serious mathematics is covered. … It is certainly a good choice for required text in an introductory course on optimization.” (Péter Hajnal, Acta Scientiarum Mathematicarum (Szeged), Vol. 78 (1-2), 2012)

“Few mathematics books manage to serve simultaneously the needs of many different types of readers, but this book by Frost (Ulm Univ., Germany) and Hoffmann (Univ. of Konstanz, Germany) offers satisfaction to everyone interested in optimization … . book is fresh in conception and lucid in style and will appeal to anyone … . invites the readers to think for themselves. … Summing Up: Highly recommended. All levels/libraries.” (D. V. Feldman, Choice, Vol. 48 (9), May, 2011)

“Strong aspect of this book is the discussion of interior point methods for linear and semidefinite programming. … The book contains many illustrations, some of which are particularly helpful in visualizing the mathematical theory. … The required level of mathematical maturity makes it more suitable for a first graduate course in optimization. This book may be of interest to instructors who are looking for a textbook that emphasizes the mathematical theory of optimization, optimality conditions, and interior point methods for linear and semidefinite programming.” (Brain Borchers, The Mathematical Association of America, October, 2010)

"The book is an excellent introduction to the world of continuous optimization. The authors are successful in balancing the theoretical background and the usable algorithms and optimization methods...The authors deserve an appreciation of the connection between theory and usage of mathematical tools as Matlab and Maple... [It] can be stated that this book constitutes a valuable guide for researchers and advanced students to the field of optimization." (J. Janáček, Zentralblatt)