Notes on Optimization
by Pravin Varaiya
Publisher: Van Nostrand 1972
Number of pages: 140
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.
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by C.T. Kelley - Society for Industrial Mathematics
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.
by Thomas S. Ferguson - 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.
by Alexander Bolonkin - viXra.org
This book describes new method of optimization (''Method of Deformation of Functional'') that has the advantages at greater generality and flexibility as well as the ability to solve complex problems which other methods cannot solve.
by Sebastien Bubeck - 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.