Optimization: principles and algorithms


The book is out of print. The publisher has kindly made the PDF file openly available.

The list of errors and typos identified so far in the forst edition of the book is also available to download. In principle, they have been corrected in the second edition.

Optimization: principles and algorithms

This website contains online material related to the book Optimization: principles and algorithms, by Michel Bierlaire [BibTeX ref.]

The algorithms presented in the book have been coded in GNU Octave, a high-level interpreted language, primarily intended for numerical computations, and with Python. These codes are provided for illustration only. They are by no means designed to be efficient, and have not been thoroughly tested under all conditions. All the examples have been run on GNU Octave, version 3.8.1. on a MacBook Pro running OS X Yosemite 10.10.2.

The source code is available from the menu "Modules" or "Files". In the "Modules" menu, it is organized into \ref Algorithms, containing the algorithms themselves, \ref Examples, containing various examples of problems to be solved, and \ref Running, containing the code that calls a given algorithm to solve a given problem. The files are also grouped by chapters of the book.

Corrections of mistakes in the book are listed on the page Errata.

The entire set of Octave files can be downloaded from here.

Bibtex reference

author = {Michel Bierlaire},
title = {Optimization: Principles and Algorithms},
publisher = {EPFL Press},
address = {Lausanne},
edition = {2nd},
ISBN = {9782940222780},
year = {2018}}