A first course in optimization theory / Rangarajan K. Sundaram.
Material type: TextPublication details: Cambridge ; New York : Cambridge University Press, 1996Description: xvii, 357 pISBN: 0521497191 (hc); 0521497701 (pb)Subject(s): Mathematical optimization | Programming (Mathematics)DDC classification: 519.3Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books | Central Library, Sikkim University | 519.3 SUN/F (Browse shelf(Opens below)) | Available | 46736 |
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
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