This work is one of my favorite all-around optimization books. It covers a lot of ground and it is very well written from a pedegogical point of view. Covered are a full range of linear and nonlinear methods, and for both constrained and unconstrained problem types. Also treated are geometric, dynamic, and integer programming techniques. Many of the algorithms within the book are presented with step-by-step examples which greatly assist the reader.



One downside is that I found the explanations of SQP and GRG methods to be confusing and insufficient. As these two techniques are among the more efficient and robust for many NLP problems (which are essential for engineering applications), this was disappointing. I hope Professor Rao will write a fourth edition with improvements in these particular areas. Otherwise, this book stands out as a useful and practical reference for both students and practicing engineers. If I had to have only one general book on optimization, this would be it. Other useful favorites are "Numerical Optimization" by Nocedal and Wright, "Practical Methods of Optimization" by Fletcher, and "Numerical Methods for Unconstrained Optimization and Nonlinear Equations" by Dennis and Schnabel.