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  • Optimization: A Bootcamp for Machine Learning, Inverse Problems, and Control

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Optimization: A Bootcamp for Machine Learning, Inverse Problems, and Control

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Optimization is a foundational topic in mathematics, underpinning nearly all of our modern industrial and technological world. Assuming only basic knowledge of linear algebra and calculus, this book provides a rapid, yet thorough, overview of applied mathematical optimization for advanced undergraduates, beginning graduate students, or practitioners in science and engineering. The text opens with an “Optimization Bootcamp”, introducing methods at a beginning level, before progressing to deep-dives into advanced topics and research-ready methods. The focus throughout is on modern applications of machine learning, inverse problems, and control. Rich pedagogy includes Python code with simple working examples and advanced case studies. Every section is accompanied by YouTube lectures to encourage interaction with the material. Using intuitive explanations, this book makes the material as simple and interesting as possible, while still having the depth, breadth and precision required to empower use in research and real-world applications.

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From the Publisher

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Editorial Reviews

Review

‘Steve Brunton explores optimization with clarity and ambition. Throughout, the book maintains an excellent balance between mathematical insight and practical implementation, with well-chosen examples and Python code that illuminate what is happening beneath the algorithmic surface. This is an accessible text for readers encountering the material for the first time and a valuable reference for researchers wanting to study one of the topics presented in greater depth.’ Richard Murray, Caltech

‘I would strongly recommend Steve Brunton's Optimization Bootcamp to any beginning student of Applied Math, Engineering, or Machine Learning. The book covers many of the most commonly used optimization methods, with practical examples and problems in different fields, from fitting models to data, to designing mechanical structures. Its integrated Python examples send a clear message to the student: This material is meant to be used.’ Stephen Boyd, Stanford University

Book Description

A broad and practical overview of how optimization can be applied, especially to machine learning, inverse problems, and control.

Product details

  • Publisher ‏ : ‎ Cambridge University Press
  • Publication date ‏ : ‎ July 16, 2026
  • Language ‏ : ‎ English
  • Print length ‏ : ‎ 512 pages
  • ISBN-10 ‏ : ‎ 1009755862
  • ISBN-13 ‏ : ‎ 978-1009755863
  • Item Weight ‏ : ‎ 1.1 pounds
  • Dimensions ‏ : ‎ 7 x 1.13 x 10 inches
  • Best Sellers Rank: #56,399 in Books (See Top 100 in Books)
  • Customer Reviews:
    5.0 out of 5 stars (6)

About the author

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Steven L. Brunton
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Steven L. Brunton is the James B. Morrison Professor of Mechanical Engineering at the University of Washington. He is also Adjunct Professor of Applied Mathematics and Computer science, and a Data Science Fellow at the eScience Institute. Steve received the B.S. in mathematics from Caltech in 2006 and the Ph.D. in mechanical and aerospace engineering from Princeton in 2012. His research combines machine learning with dynamical systems to model and control systems in fluid dynamics, biolocomotion, optics, energy systems, and manufacturing. He received the Army and Air Force Young Investigator Program (YIP) awards and the Presidential Early Career Award for Scientists and Engineers (PECASE). Steve is also passionate about teaching math to engineers as co-author of three textbooks and through his popular YouTube channel, under the moniker “eigensteve” (youtube.com/c/eigensteve).