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Recommended book for Optimisation?

  1. Dec 16, 2012 #1
    I'm looking to do a course on Optimisation, however there was no prescribed textbook and I'm a bit wary of doing a course without a textbook to reference. There was a generalised list given, of like 10 textbooks, but this is a bit too much, especially with 3 other subjects to do!

    Here is the general outline, perhaps someone can recommend 1 - 2 books?

     
  2. jcsd
  3. Dec 17, 2012 #2
  4. Dec 17, 2012 #3
    I definitely agree with Nick Alger with regards to Nocedal and Wright. It is a fantastic book for doing numerical compution: very clear, well motivated and explained, and very comprehensive.

    On the other hand, neither of the above suggested books covers optimal control or Pontryagin's principle. Perhaps the most obvious reference here is Pontryagin's The Mathematical Theory of Optimal Processes. It is not exactly user friendly though, but is great if you need a reference for some examples or the actual proof of the PMP. Enid Pinch has a book Optimal Control and the Calculus of Variations which isn't too bad. You can find free course notes online (see attached). Finally, while unlikely, there is (in my opinion) the ultimate control theory book of all time, Jurdjevic's book Geometric Control Theory, though this might be too advanced.
     

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