Rangarajan K. Sundaram

A First Course in Optimization Theory

• Gebundenes Buch

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 376
• Erscheinungstermin: 1. Juni 1996
• Englisch
• Abmessung: 260mm x 183mm x 25mm
• Gewicht: 903g
• ISBN-13: 9780521497190
• ISBN-10: 0521497191
• Artikelnr.: 22252293

Inhaltsangabe

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
Bibliography.