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Title: Elegant and astonishing
Review: Professor Luenberger unites many areas of optimization using a few principles from functional analysis. The explanations are clear and the proofs are compact and elegant. This book is your tool for understanding the deep connection between linear programming, convex optimization, game theory, optimal control and series approximation (e.g. Fourier series).Luenberger's book has over 4517 citations as of March 2012. In my opinion, the material in this book is essential for any graduate student or professional who intends to contribute to the literature in optimization or optimal control.
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