Review of practical optimization: algorithms and engineering applications by Andreas Antoniou and Wu-Sheng Lu (Springer Verlag, 2007)

Review6 of Practical Optimization: Algorithms and Engineering Applications Author of book: Andreas Antoniou and Wu–Sheng Lu Springer Verlag, 2007, 669 pages Reviewed by Brian Borchers The author of an introductory textbook on optimization is faced with the difficult challenge of introducing a subject that is inherently interdisciplinary both in its theoretical basis and its applications. Optimization makes use of theory from mathematical analysis, numerical analysis, and computer science, and it has applications in areas as diverse as engineering design, statistics, finance, and public policy analysis. Students taking courses in optimization often come from wildly disparate backgrounds in mathematics, computer science, engineering, or business. Introductory textbooks typically focus on some combination of the mathematical theory of optimization, algorithms for various classes of optimization problems, or optimization modeling and applications. Although a more theoretical approach may be appropriate for an audience of mathematics students, most successful textbooks on optimization have focused primarily on algorithms, with examples drawn from various areas of application. The subtitle, “Algorithms and Engineering Applications” aptly describes the approach of this book. Antoniou and Lu have written an introductory textbook on optimization that provides broad coverage of algorithmic techniques of optimization as well as applications of these techniques to problems in electrical engineering. The book is targeted at an audience of electrical engineering graduate students who can be expected to have a mathematical background that includes vector calculus and linear algebra but little or no analysis. Many examples are used to illustrate important mathematical concepts. The authors are not afraid to state definitions and theorems, but they feel no obligation to provide proofs of all of the theorems. The applications presented in the book motivate the development of the algorithms and provide material for exercises. This is a very good way to introduce this audience to optimization. However, this specialized approach might not be appropriate for other audiences. The authors first consider unconstrained optimization problems of the form