An Introduction To Optimization

凸优化，线性规划理论经典书籍，不得不下 Optimization is central to any problem involving decision making, whether in engineering or in economics. The task of decision making entails choosing between various alternatives. This choice is governed by our desire to make the "best" decision. The measure of goodness of the alternatives is described by an objective function or performance index. Optimization theory and methods deal with selecting the best alternative in the sense of the given objective function.