Logo

Notes on Optimization by Pravin Varaiya

Small book cover: Notes on Optimization

Notes on Optimization
by

Publisher: Van Nostrand
ISBN/ASIN: 0442783760
ISBN-13: 9780442783761
Number of pages: 140

Description:
The author's objective was to present, in a compact and unified manner, the main concepts and techniques of mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is sufficient for the reader to follow the Notes.

Home page url

Download or read it online for free here:
Download link
(760KB, PDF)

Similar books

Book cover: Discrete OptimizationDiscrete Optimization
by - Utrecht University
From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.
(3466 views)
Book cover: Convex Optimization: Algorithms and ComplexityConvex Optimization: Algorithms and Complexity
by - arXiv.org
This text presents the main complexity theorems in convex optimization and their algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural and stochastic optimization.
(413 views)
Book cover: Linear Complementarity, Linear and Nonlinear ProgrammingLinear Complementarity, Linear and Nonlinear Programming
by
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.
(6330 views)
Book cover: Optimal Stopping and ApplicationsOptimal Stopping and Applications
by - UCLA
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
(6555 views)