Optimization : Insights and Applications /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Brinkhuis, Jan (Autor), Tikhomirov, Vladimir (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2011]
Edición:Course Book
Colección:Princeton Series in Applied Mathematics ; 13
Temas:
Econometrics > Mathematical models.
MATHEMATICS / General.
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • 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

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