Numerical Optimization

  • Jorge Nocedal
  • Stephen J. Wright

About this book


This is a book for people interested in solving optimization problems. Because of the wide (and growing) use of optimization in science, engineering, economics, and industry, it is essential for students and practitioners alike to develop an understanding of optimization algorithms. Knowledge of the capabilities and limitations of these algorithms leads to a better understanding of their impact on various applications, and points the way to future research on improving and extending optimization algorithms and software. Our goal in this book is to give a comprehensive description of the most powerful, state-of-the-art, techniques for solving continuous optimization problems. By presenting the motivating ideas for each algorithm, we try to stimulate the reader’s intuition and make the technical details easier to follow. Formal mathematical requirements are kept to a minimum. Because of our focus on continuous problems, we have omitted discussion of important optimization topics such as discrete and stochastic optimization.


Quasi-Newton method algorithms linear optimization nonlinear optimization optimization quadratic programming

Editors and affiliations

  • Jorge Nocedal
    • 1
  • Stephen J. Wright
    • 2
  1. 1.ECE DepartmentNorthwestern UniversityEvanstonUSA
  2. 2.Mathematics and Computer Science DivisionArgonne National LaboratoryArgonneUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York, Inc. 1999
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98793-4
  • Online ISBN 978-0-387-22742-9
  • Series Print ISSN 1431-8598
  • Buy this book on publisher's site