Optimization

A broad and practical overview of how optimization can be applied, especially to machine learning, inverse problems, and control.

Optimization is a foundational field of engineering applied math, underpinning nearly all modern industry and technology. This book provides an integrated applied and mathematical viewpoint to bring optimization to engineers and scientists, focusing on modern applications. Online supplements include Python code examples and video lectures.Optimization is a foundational topic in mathematics, underpinning nearly all of our modern industrial and technological world. Assuming only basic knowledge of linear algebra and calculus, this book provides a rapid, yet thorough, overview of applied mathematical optimization for advanced undergraduates, beginning graduate students, or practitioners in science and engineering. The text opens with an “Optimization Bootcamp”, introducing methods at a beginning level, before progressing to deep-dives into advanced topics and research-ready methods. The focus throughout is on modern applications of machine learning, inverse problems, and control. Rich pedagogy includes Python code with simple working examples and advanced case studies. Every section is accompanied by YouTube lectures to encourage interaction with the material. Using intuitive explanations, this book makes the material as simple and interesting as possible, while still having the depth, breadth and precision required to empower use in research and real-world applications.