Abstract
This chapter summarizes a handful of basic principles that permit the exact solution of many optimization problems. Misled by the beautiful examples of elementary calculus, students are disappointed when they cannot solve optimization problems analytically. More experienced scholars know that exact solutions are the exception rather than the rule. However, they cherish these exceptions because they form the basis of most iteration schemes in optimization.
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Lange, K. (2010). Optimization Theory. In: Numerical Analysis for Statisticians. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5945-4_11
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DOI: https://doi.org/10.1007/978-1-4419-5945-4_11
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