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owlbite | 3 months ago

This book provides a high level overview of many methods without (on a quick skim) really hinting at the practical usage. Basically this reads as a encyclopedia to me, whereas Nocedal and Wright is more of an introductory graduate course going into significantly more detail on a smaller selection of algorithms (generally those that are more commonly used).

Picking on what I'd consider one of the major workhorse methods of continous constrained optimization, Interior Point Methods get a 2-3 page super high level summary in this book. Nocedal and Wright give an entire chapter on the topic (~25 pages) (which of course still is probably insufficient detail to implement anything like a competitive solver).

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ted_dunning|2 months ago

It's a bit like the old Numerical Recipes book in that regard.

(but better)