Teoria e metodi dell'ottimizzazione

Testi di riferimento

1. J. Nocedal, S.J. Wright, Numerical Optimization, Springer, 1999

2. M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear Programming: Theory and Algorithms, Wiley, 1993

3. D.P. Bertsekas, Nonlinear Programming, Athena, 2004

4. J.-B. Hiriart-Urruty, C. Lemaréchal, Convex Analysis And Minimization Algorithms, Springer, 1996

5. A. Beck, First-Order Methods in Optimization, SIAM, 2017

Altri testi

1. S.P. Boyd, L.Vandenberghe, Convex Optimization, Cambridge University Press, 2004
   (avaliable online here)

2. O.L. Mangasarian, Nonlinear Programming, SIAM 1994

3. D.P. Bertsekas, Convex Optimization Theory, Athena, 2009

4. D.P. Bertsekas, Convex Optimization Algorithms, Athena, 2015

5. R.T. Rockafellar, Convex Analysis, Princeton University Press, 1970

6. I. Griva, S.G. Nash, A. Sofer, Linear and Nonlinear Optimization, SIAM, 2009

7. C.T. Kelley, Iterative Methods for Optimization, SIAM, 1999
   (available online here)

8. F.H. Clarke, Optimization and Nonsmooth Analysis, SIAM 1990

9. M. Bartholomew-Biggs, Nonlinear Optimization with Financial Applications, Springer, 2005

10. M. Bartholomew-Biggs, Nonlinear Optimization with Engineering Applications, Springer, 2008

11. G. Cornuejols, R. Tutuncu, Optimization Methods in Finance, Cambridge University Press, 2006

12. L. Grippo, M. Sciandrone, Metodi di ottimizzazione non vincolata, Springer, 2011