Hi Researchers/Experts,
I am starting a journey towards understanding and working out problems in optimization/Local an global optimization. Should I start from Operational research (OR) basics upwards or Calculus (Derivatives and so on...) or both. You can also give materials references/papers that can assist me realize this objective.
Thank you
I recommend you to follow a book named "Convex Optimization" written by S. Boyd and L. Vandenberghe. The book is freely available at the link given below:
https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf
That depends on your stamina, I would say, and mathematics background. There are several good monographs/books on the subject to start with, in order to get a feel for the difficulty of the problem, and the importance of actually having to work rather hard to find a globally optimal solution - and to KNOW that you have found one.
Here are some suggested books on the subject:
1. First: a site with several example books and links to sites:
http://www.mat.univie.ac.at/~neum/glopt/intro.html.
2. A classic book on the subject, http://www.amazon.com/Global-Optimization-Deterministic-Reiner-Horst/dp/3540610383
3. Yet another site with example books, in fact a whole book series!
http://www.springer.com/series/6354?detailsPage=titles
4. One of the better overviews of the problem and how to attack it: http://www.amazon.com/Global-Optimization-Algorithms-Applications-Mos-Siam/dp/1611972663
It is a fascinating problem, and one that probably never will be solved completely.
I would recommend the book
HOANG TUY, CONVEX ANALYSIS AND GLOBAL OPTIMIZATION (second revised and enlarged edition), Springer 2016, which will appear very soon.
This is a state-of-the-art presentation of modern global optimization, fully accessible to beginners, not requiring any special prerequisite even on convex analysis.
It is to replace both its first edition (1998) and the 1996 (last) edition of the book GLOBAL OPTIMIZATION (deterministic approaches) by R. Horst and H. Tuy.
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