Practical Methods of Optimization

I prefer Dennis and Schnabel's _Numerical Methods for Unconstrained Optimization and Nonlinear Equations_ for Newton-derived methods in unconstrained optimization, but Fletcher's book has the added material on constrained optimization (Part 2) that makes it more complete if one wants a single reference that covers the gamut of optimization.


Help you know what's under the hood   July 28, 2001
B. H. (NY USA)
24 out of 27 found this review helpful

This is a very well-written book. It achieved both mathematical clearness and simplicity. I especially like the first part, unconstrained optimization. On the one hand, unconstrained optimization is very widely used. On the other hand, there isn't much content in it. Yet, there aren't many books explaining this small area clearly. This book starts with describing the structures of all methods, which gives you a sort of bird's eye view. It then devotes one chapter to each of the 3 major families of optimization methods. Comparing with another popular book, Numerical Recipes, which is orgnized by individual algorithms, this book will cerntainly gives the reader better understanding of the essence of all the algorithms. And as the name says, it's about 'practial' methods. You'll have no problem to implement the algorithms in the book and there are also many working examples to help you see how an algorithm works and help verify the implementation.


A classic and must-have for researchers using optimization   December 16, 2004
A mathematically-oriented reader (USA)
7 out of 8 found this review helpful

I recommend this book for anybody needing to learn the basics of optimization as well as a reference for people already in the field. Dr. Fletcher covers the basics, advantages, and disadvantages of optimization methods capitalizing on his long experience on the field. I find the book to be clearly written and easy to follow. Although notation is clearly explained when introduced, the author gives a notation summary at the begining of the book. This makes the book usefull as a learning as well as a reference. Although the book has not changed since the second edition, the optimization methods it describes are still the most-widely-applicable ones.


Excellent intermediate resource   September 13, 2006
kelly londry (Ann Arbor, Michigan)
1 out of 1 found this review helpful

This book is very thorough in its treatment of select nonlinear programming techniques for both unconstrained and constrained problems. The author provides an in-depth coverage of several useful methods, including newton, quasi-newton, least-squares, penalty, augmented lagrangian, quadratic, SQP, and even discontinuous nonlinear programming. Much emphasis is placed upon various quadratic approximation methods. It should be noted that several other well-known methods are not treated in any significant detail. The author seems to have made a conscious choice to concentrate on a set of core techniques at the expense of some others. In my view, this decision makes this book an excellent reference for those wishing to better understand the nuances and implementation details for the chosen methods. For the same reason, this book is probably not as well-suited as an introduction to the broader range of optimization methods. Since there are plenty of other books to choose from for this purpose, the author's choice to focus on some core methods enables his book to stand apart quite uniquely.

While the book's content is excellent, the presentation could be improved somewhat. More examples and illustrations would help on this count, as would a better arrangement of headings and sub-headings. Since it appears that the author's intended audience are those who already have some primary knowledge of the field, this shortcoming is not significant. This is a book designed to take such readers to the next level, which it does quite well.


Best book   February 14, 2007
Kristjan Jonasson (Iceland)
Still the best book on numerical optimization 30 years after it was written.