1 The optimization problem. - 1. 1 Introduction. - 1. 2 Problem definition. - 1. 3 Optimization in one dimension. - 1. 4 Optimization in n dimensions. - 2 Single variable optimization. - 2. 1 Review of methods. - 2. 2 The Fibonacci search. - 2. 3 The Golden Section search. - 2. 4 The Algorithm of Davies Swann and Campey. - 3 Multi-variable optimization. - 3. 1 Introduction. - 3. 2 Search methods. - 3. 3 Gradient methods. - 4 Advanced methods. - 4. 1 Introduction. - 4. 2 General considerations. - 4. 3 Advanced search methods. - 4. 4 Advanced gradient methods. - 4. 5 Minimax methods. - 5 Constrained optimization. - 5. 1 Introduction. - 5. 2 The Kuhn-Tucker conditions. - 5. 3 Constrained optimization techniques. - 5. 4 Direct search methods with constraints. - 5. 5 Small step gradient methods. - 5. 6 Sequential unconstrained methods. - 5. 7 Large step gradient methods. - 5. 8 Lagrangian methods. - 5. 9 General considerations. - 5. 10 Conclusion. - References. - Further reading. Language: English