Optimization by Kenneth Lange

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Optimization by Kenneth Lange

Summary

Offering an introduction to optimization, this book intends to strike a balance between presentation of mathematical theory and development of numerical algorithms. It reviews classical methods for the exact solution of optimization problems. It also summarizes relevant concepts from mathematical analysis.

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Optimization by Kenneth Lange

Lange is a Springer author of other successful books. This is the first book that emphasizes the applications of optimization to statistics. The emphasis on statistical applications will be especially appealing to graduate students of statistics and biostatistics.
From the reviews: "..An excellent, imaginative, and authoritative text on the difficult topic of modeling the problems of multivariate outcomes with different scaling levels, different units of analysis, and different study designs simultaneously." Biometrics, March 2005 "...As a textbook, Optimization does provide a valuable introduction to an important branch of applicable mathematics." Technometrics, August 2005 "...I found Optimization to be an extremely engaging textbook...the text is ideal for graduate students or researchers beginning research on optimization problems in statistics. There is little doubt that someone who worked through the text as part of a reading course or specialized graduate seminar would benefit greatly from the author's perspective..." Journal of the American Statistical Association, December 2005 "This is a book on optimization theory that includes some of the background mathematics necessary to understand ... . provides a good overview of graduate-level topics in optimization, including some of the supporting mathematics and some applications. ... The book has some every nice exercise sets to illuminate and extend the material covered in the textbook, as well as an extensive bibliography. ... a valuable introduction to an important branch of applicable mathematics." (Marvin H.J. Gruber, Technometrics, Vol. 47 (3), August, 2005)
SKU Unavailable
ISBN 13 9780387203324
ISBN 10 038720332X
Title Optimization
Author Kenneth Lange
Series Springer Texts In Statistics
Condition Unavailable
Publisher Springer-Verlag New York Inc.
Year published 2004-06-17
Number of pages 268
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable