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Optimization : insights and applications

Author: Jan Brinkhuis; V M Tikhomirov
Publisher: Princeton, N.J. : Princeton University Press, ©2005.
Series: Princeton series in applied mathematics.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

Presents an introduction to optimization through the use of illustrations and applications. This book focuses on analytically solving optimization problems with a finite number of continuous  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jan Brinkhuis; V M Tikhomirov
ISBN: 0691102872 9780691102870
OCLC Number: 59148268
Description: xxiv, 658 p. : ill. ; 25 cm.
Contents: Necessary conditions : what is the point? --
Ch. 1. Fermat : one variable without constraints --
Ch. 2. Fermat : two or more variables without constraints --
Ch. 3. Lagrange : equality constraints --
Ch. 4. Inequality constraints and convexity --
Ch. 5. Second order conditions --
Ch. 6. Basic algorithms --
Ch. 7. Advanced algorithms --
Ch. 8. Economic applications --
Ch. 9. Mathematical applications --
Ch. 10. Mixed smooth-convex problems --
Ch. 11. Dynamic programming in discrete time --
Ch. 12. Dynamic optimization in continuous time --
App. A. On linear algebra : vector and matrix calculus --
App. B. On real analysis --
App. C. The Weierstrass theorem on existence of global solutions
Series Title: Princeton series in applied mathematics.
Responsibility: Jan Brinkhuis, Vladimir Tikhomirov.
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"The authors provide a very nice and interesting textbook on the theory and the application of mathematical optimization... The book is written as well as for beginners and for experts... Both types Read more...

 
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