A First Course in Optimization Theory by Rangarajan K. Sundaram

By Rangarajan K. Sundaram

This ebook, first released in 1996, introduces scholars to optimization idea and its use in economics and allied disciplines. the 1st of its 3 elements examines the lifestyles of options to optimization difficulties in Rn, and the way those ideas should be pointed out. the second one half explores how suggestions to optimization difficulties switch with alterations within the underlying parameters, and the final half offers an intensive description of the elemental rules of finite- and infinite-horizon dynamic programming. every one bankruptcy incorporates a variety of specific examples explaining either the speculation and its functions for first-year master's and graduate scholars. 'Cookbook' systems are followed by means of a dialogue of while such tools are certain to prevail, and, both importantly, after they may well fail. every one lead to the most physique of the textual content can also be observed by means of an entire evidence. A initial bankruptcy and 3 appendices are designed to maintain the booklet mathematically self-contained.

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