Books by Claude Lemarechal

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way.

From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous proofs to tables of numerical calculations....

This book covers the fundamentals of convex analysis, a refinement of standard calculus with equalities and approximations replaced by inequalities. Reviews minimization algorithms, which provide immediate application to optimization and operations research.