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Ross Baldick, "Applied Optimization: Formulation and Algorithms for Engineering Systems"

The starting point in the formulation of any numerical problem is to take an intuitive idea about the problem in question and to translate it into precise mathematical language. This book provides step-by-step descriptions of how to formulate numerical problems so that they can be solved by existing software. It examines various types of numerical problems and develops techniques for solving them. A number of engineering case studies are used to illustrate in detail the formulation process. The case studies motivate the development of efficient algorithms that involve, in some cases, transformation of the problem from its initial formulation into a more tractable form.

Summary: Solid book on optimization but wordy

Rating: 4

Applied Optimization, first edition, Cambridge University Press, 2006

This review is based on my fondness for the practical side things.

I feel that the title is somewhat misleading. When I read the words "Applied Optimization" I expected there to be several worked out examples of "real" problems, perhaps with many figures and illustrations explaining them.

However, the author mainly works with a few select quadratic problems. These problems are carried over from the first chapters to the last ones, and in doing so they are solved by all the methods explained in the book. This is actually one of the strong points of the book, since the selection of quadratic problems on two variables makes it possible to graph the contour sets and graphically look at the solution. However, I don't consider this to be "applied" enough; it is basically studying the same problem, or small variations of it, from different angles.

It does include "real" problems, like least-cost production, and optimal power flow, but I find the description of these poor. It's impossible to understand these problems without knowing the theory beforehand. Therefore, the author should avoid explaining the problems and focus only on the optimization aspects.

In an attempt to be explicative, the book is too wordy for my taste; sometimes a lot is being said without any real progress being made. For instance, the author clarifies that "Q" in power systems is not the same "Q" as in "LQ" or "QR" factorizations. The Kirchhoff laws of electric circuits are explained *with words*, instead of the more natural approach of using circuit diagrams and a few equations, like any book on circuit analysis would do. The explaining and proving of theorems is also a waste of space for a book under the "applied" banner.

The first three parts seem like a lot of introductory material (definitions, theorems, linear equations, Newton-Raphson, basic minimization), while the more interesting material (constrained minimization, Lagrange multipliers, interior-point algorithms, real problems) is in the last two parts.

The book is nearly 750 pages long, but it also includes appendices (mathematical background, definitions, proofs) that can be downloaded from the editor's website. In contrast, some books on optimization are 600 pages or less long, appendices included.

The bibliography section at the end of the book is pretty complete. The author constantly cites his references and you can take a look at the books mentioned there if this one does not satisfy you.

As for the layout, it is a beautiful book typeset in LaTeX. It has consistent mathematical notation and crisp clean figures made in Matlab. The only weird thing to note is that for some reason the sectional headings are centered instead of aligned to the left.

In summary:

In order for the book to be an introductory text (1) it should be less verbose, (2) it should be more concise, and (3) it should present more worked out examples.

In order for the book to be an advanced text (1) it should be less verbose, and (2) it should cover more material in the same number of pages.

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Rating:
2.5 out of 5 by Book123