Comment by sfpotter
Can anyone provide a comparison of this book to Nocedal and Wright's book?
Can anyone provide a comparison of this book to Nocedal and Wright's book?
It's a bit like the old Numerical Recipes book in that regard.
(but better)
Breadth vs. Depth.
Alg4Opt covers more topics, providing the motivation behind the algorithm, sometimes a basic derivation, and a concrete implementation. It has citations in the margin for more info.
Nocedal and Wright will go more in-depth on derivation, proving theorems, etc. Implementations are pseudocode, and fewer topics are covered.
Next time mention the name of the book first.
Numerical Optimization (Jorge Nocedal, Stephen J. Wright).
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).