Differentiable Optimization and Equation Solving: A Treatise on Algorithmic Science and the Karmarkar Revolution (CMS Books in Mathematics)

An overview of the dramatic reorganization in reaction to N. Karmakar’s seminal 1984 paper on algorithmic linear programming in the area of algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. Aimed at readers familiar with advanced calculus and numerical analysis.