A first course in optimization theory /
Sundaram, Rangarajan K.
A first course in optimization theory / Rangarajan K. Sundaram. - Cambridge ; New York : Cambridge University Press, 1996. - xvii, 357 p.
1. Mathematical preliminaries; 2. Optimization in Rn; 3. Existence of solutions: the Weierstrass theorem; 4. Unconstrained optima; 5. Equality constraints and the theorem of Lagrange; 6. Inequality constraints and the theorem of Kuhn and Tucker; 7. Convex structures in optimization theory; 8. Quasi-convexity and optimization; 9. Parametric continuity: the maximum theorem; 10. Supermodularity and parametric monotonicity; 11. Finite-horizon dynamic programming; 12. Stationary discounted dynamic programming; Appendix A. Set theory and logic: an introduction; Appendix B. The real line; Appendix C. Structures on vector spaces
0521497191 (hc) 0521497701 (pb)
Mathematical optimization.
Programming (Mathematics)
519.3 / SUN/F
A first course in optimization theory / Rangarajan K. Sundaram. - Cambridge ; New York : Cambridge University Press, 1996. - xvii, 357 p.
1. Mathematical preliminaries; 2. Optimization in Rn; 3. Existence of solutions: the Weierstrass theorem; 4. Unconstrained optima; 5. Equality constraints and the theorem of Lagrange; 6. Inequality constraints and the theorem of Kuhn and Tucker; 7. Convex structures in optimization theory; 8. Quasi-convexity and optimization; 9. Parametric continuity: the maximum theorem; 10. Supermodularity and parametric monotonicity; 11. Finite-horizon dynamic programming; 12. Stationary discounted dynamic programming; Appendix A. Set theory and logic: an introduction; Appendix B. The real line; Appendix C. Structures on vector spaces
0521497191 (hc) 0521497701 (pb)
Mathematical optimization.
Programming (Mathematics)
519.3 / SUN/F