A good book on programming for numerical optimization

Question

I was hoping someone could recommend a good book on programming for numerical optimization--including lots of code examples. I am reading Nocedal and Wright, which is great. One of the recommendations that they make is that it helps to do programming exercises along with studying the methods outlined in the book.

I usually work in python, but I have not been able to find any comprehensive treatments of optimization in python. In most cases, optimization is just a chapter in book, but nothing comprehensive. There are a number of good python surveys to scientific computing, such as Kiusalaas's book Numerical Methods in Engineering and Python, but again only a chapter on optimization.

Now the book does not have to be in Python. I am not as familiar with books that use Matlab or R or C. I can always rewrite the code from one language into Python or another language.

I checked out Rao's book Engineering Optimization but it does not really have much code in it.

Answer 1

I don't know about Python, but if you don't mind MATLAB, the following two books could help you:

• An Introduction to Programming and Numerical Methods in MATLAB (Otto, Denier)
• Foundations of numerical analysis (with MATLAB examples) (Konstantinov)