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Title: Practical Optimization by Philip E. Gill, Walter Murray, Margaret H. Wright ISBN: 0-12-283952-8 Publisher: Academic Press Pub. Date: 28 January, 1982 Format: Paperback Volumes: 1 List Price(USD): $77.95

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Average Customer Rating: 3 (1 review)

Rating: 3
Summary: Was good in its day
Comment: After some initial use, this book sat unused in my library for many years. We were reacquainted recently when I needed help in solving a nonlinear optimization problem with some tricky aspects.

Rather than being a cookbook of optimization algorithms, it is a thoughtful text about optimization problems and the algorithms used to solve them written by experienced researchers who contributed algorithms for the renowned Numerical Algorithms Group (NAG). It leads one through the classification tree of algorithms (much as you'd do at, e.g., NIST's Guide to Available Mathematical Software), but with chapters and sections devoted to each category or subcategory so you can fully understand the approach and its behavior in detail. This book therefore complements the more typical algorithm- and package- (e.g., Matlab) oriented treatments.

Strengths: a) Good comparisons of similar methods with advice on when to use each. b) Nice discussions, brought alive by many graphs and simple but subtle example problems to illustrate each algorithm and its idiosyncracies.

Weaknesses: a) Sections don't stand alone. I found myself flipping back to early chapters where certain formalisms are introduced. b) The book is dated. The 70's approaches to solving a constrained problem by using penalty functions with a series of unconstrained optimizations have largely been supplanted by new methods based on the Kuhn-Tucker equations. c) There is no coverage, obviously, of other important modern techniques (simulated annealing, genetic algorithms, neural nets) developed after the book was written in 1981.

In summary: It was good in its day, and may still be helpful in understanding the classic algorithms and choosing the best. You'll need to look elsewhere, however, for a modern treatment.

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