A First Course in Optimization Theory

Author: Rangarajan K. Sundaram
Publisher: Cambridge University Press
ISBN: 1139643150
Category : Business & Economics
Languages : en
Pages : 335

Book Description
This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students. 'Cookbook' procedures are accompanied by a discussion of when such methods are guaranteed to be successful, and, equally importantly, when they could fail. Each result in the main body of the text is also accompanied by a complete proof. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

A First Course in Optimization

Author: Charles Byrne
Publisher: CRC Press
ISBN: 1482226588
Category : Business & Economics
Languages : en
Pages : 313

Book Description
Give Your Students the Proper Groundwork for Future Studies in OptimizationA First Course in Optimization is designed for a one-semester course in optimization taken by advanced undergraduate and beginning graduate students in the mathematical sciences and engineering. It teaches students the basics of continuous optimization and helps them better

A First Course in Optimization Theory

Author: Rangarajan K. Sundaram
Publisher: Cambridge University Press
ISBN: 9780521497701
Category : Business & Economics
Languages : en
Pages : 382

Book Description
Divided into three separate parts, this book introduces students to optimization theory and its use in economics and allied disciplines. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

A First Course in Combinatorial Optimization

Author: Jon Lee
Publisher: Cambridge University Press
ISBN: 9780521010122
Category : Business & Economics
Languages : en
Pages : 232

Book Description
A First Course in Combinatorial Optimization is a text for a one-semester introductory graduate-level course for students of operations research, mathematics, and computer science. It is a self-contained treatment of the subject, requiring only some mathematical maturity. Topics include: linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and network flows. Central to the exposition is the polyhedral viewpoint, which is the key principle underlying the successful integer-programming approach to combinatorial-optimization problems. Another key unifying topic is matroids. The author does not dwell on data structures and implementation details, preferring to focus on the key mathematical ideas that lead to useful models and algorithms. Problems and exercises are included throughout as well as references for further study.

Optimization Theory with Applications

Author: Donald A. Pierre
Publisher: Courier Corporation
ISBN: 0486136957
Category : Mathematics
Languages : en
Pages : 644

Book Description
Broad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.

Optimization

Author: Mohan C. Joshi
Publisher: Alpha Science Int'l Ltd.
ISBN: 9781842651964
Category : Computers
Languages : en
Pages : 348

Book Description
Gives a detailed mathematical exposition to various optimization techniques. This book includes topics such as: Single and multi-dimensional optimization, Linear programming, Nonlinear constrained optimization and Evolutionary algorithms.

Convex Analysis and Nonlinear Optimization

Author: Jonathan Borwein
Publisher: Springer Science & Business Media
ISBN: 0387312560
Category : Mathematics
Languages : en
Pages : 316

Book Description
Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.

Optimization in Economic Theory

Author: Avinash K. Dixit
Publisher: Oxford University Press, USA
ISBN: 9780198772101
Category : Economics, Mathematical
Languages : en
Pages : 204

Book Description
Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students.

Optimization—Theory and Practice

Author: Wilhelm Forst
Publisher: Springer Science & Business Media
ISBN: 0387789766
Category : Mathematics
Languages : en
Pages : 420

Book Description
Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science. This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.

Duality in Optimization and Variational Inequalities

Author: C.j. Goh
Publisher: CRC Press
ISBN: 1420018868
Category : Mathematics
Languages : en
Pages : 330

Book Description
This comprehensive volume covers a wide range of duality topics ranging from simple ideas in network flows to complex issues in non-convex optimization and multicriteria problems. In addition, it examines duality in the context of variational inequalities and vector variational inequalities, as generalizations to optimization. Duality in Optimizati