Optimization : : Insights and Applications / / Vladimir Tikhomirov, Jan Brinkhuis.

• Superior document: Title is part of eBook package: De Gruyter Princeton Series in Applied Mathematics eBook-Package
• VerfasserIn: Brinkhuis, Jan,; Tikhomirov, Vladimir,
• Place / Publishing House: Princeton, NJ : : Princeton University Press, , [2011]; ©2006
• Year of Publication: 2011
• Edition: Course Book
• Language: English
• Series: Princeton Series in Applied Mathematics ; 13
• Physical Description: 1 online resource (680 p.) :; 106 line illus.

This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical an...

Table of Contents

• Frontmatter
• Contents
• Preface
• Necessary Conditions: What Is the Point?
• Chapter 1. Fermat: One Variable without Constraints
• Chapter 2. Fermat: Two or More Variables without Constraints
• Chapter 3. Lagrange: Equality Constraints
• Chapter 4. Inequality Constraints and Convexity
• Chapter 5. Second Order Conditions
• Chapter 6. Basic Algorithms
• Chapter 7. Advanced Algorithms
• Chapter 8. Economic Applications
• Chapter 9. Mathematical Applications
• Chapter 10. Mixed Smooth-Convex Problems
• Chapter 11. Dynamic Programming in Discrete Time
• Chapter 12. Dynamic Optimization in Continuous Time
• Appendix A. On Linear Algebra: Vector and Matrix Calculus
• Appendix B. On Real Analysis
• Appendix C. The Weierstrass Theorem on Existence of Global Solutions
• Appendix D. Crash Course on Problem Solving
• Appendix E. Crash Course on Optimization Theory: Geometrical Style
• Appendix F. Crash Course on Optimization Theory: Analytical Style
• Appendix G. Conditions of Extremum from Fermat to Pontryagin
• Appendix H. Solutions of Exercises of Chapters 1–4
• Bibliography
• Index