A first course in optimization theory/
Rangarajan K. Sundaram
- Cambridge: Cambridge University Press, 2009.
- xvii, 357 p. : ill. ; 25 cm.
1 Mathematical Preliminaries 2 Optimization in Rn 3 Existence of Solution: 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