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A First Course in Optimization Theory

A First Course in Optimization Theory Author Rangarajan K. Sundaram
ISBN-10 0521497701
Release 1996-06-13
Pages 357
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Divided into three separate parts, this book introduces students to optimization theory and its use in economics and allied disciplines. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

A First Course in Optimization

A First Course in Optimization Author Charles L. Byrne
ISBN-10 9781482226584
Release 2014-08-11
Pages 315
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Give Your Students the Proper Groundwork for Future Studies in Optimization A First Course in Optimization is designed for a one-semester course in optimization taken by advanced undergraduate and beginning graduate students in the mathematical sciences and engineering. It teaches students the basics of continuous optimization and helps them better understand the mathematics from previous courses. The book focuses on general problems and the underlying theory. It introduces all the necessary mathematical tools and results. The text covers the fundamental problems of constrained and unconstrained optimization as well as linear and convex programming. It also presents basic iterative solution algorithms (such as gradient methods and the Newton–Raphson algorithm and its variants) and more general iterative optimization methods. This text builds the foundation to understand continuous optimization. It prepares students to study advanced topics found in the author’s companion book, Iterative Optimization in Inverse Problems, including sequential unconstrained iterative optimization methods.

A First Course in Combinatorial Optimization

A First Course in Combinatorial Optimization Author Jon Lee
ISBN-10 0521010128
Release 2004-02-09
Pages 211
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A First Course in Combinatorial Optimization is a text for a one-semester introductory graduate-level course for students of operations research, mathematics, and computer science. It is a self-contained treatment of the subject, requiring only some mathematical maturity. Topics include: linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and network flows. Central to the exposition is the polyhedral viewpoint, which is the key principle underlying the successful integer-programming approach to combinatorial-optimization problems. Another key unifying topic is matroids. The author does not dwell on data structures and implementation details, preferring to focus on the key mathematical ideas that lead to useful models and algorithms. Problems and exercises are included throughout as well as references for further study.

Optimization in Economic Theory

Optimization in Economic Theory Author Avinash K. Dixit
ISBN-10 0198772106
Release 1990
Pages 188
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Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students.

Optimization Theory with Applications

Optimization Theory with Applications Author Donald A. Pierre
ISBN-10 9780486136950
Release 2012-07-12
Pages 640
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Broad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.

Mathematical Methods and Models for Economists

Mathematical Methods and Models for Economists Author Angel de la Fuente
ISBN-10 0521585295
Release 2000-01-28
Pages 835
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A textbook for a first-year PhD course in mathematics for economists and a reference for graduate students in economics.

A First Course in Functional Analysis

A First Course in Functional Analysis Author Rabindranath Sen
ISBN-10 9781783083244
Release 2014-11-01
Pages 486
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This book provides the reader with a comprehensive introduction to functional analysis. Topics include normed linear and Hilbert spaces, the Hahn-Banach theorem, the closed graph theorem, the open mapping theorem, linear operator theory, the spectral theory, and a brief introduction to the Lebesgue measure. The book explains the motivation for the development of these theories, and applications that illustrate the theories in action. Applications in optimal control theory, variational problems, wavelet analysis and dynamical systems are also highlighted. ‘A First Course in Functional Analysis’ will serve as a ready reference to students not only of mathematics, but also of allied subjects in applied mathematics, physics, statistics and engineering.

A First Course in Order Statistics

A First Course in Order Statistics Author Barry C. Arnold
ISBN-10 9780898716481
Release 2008-09-25
Pages 279
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This updated classic text will aid readers in understanding much of the current literature on order statistics: a flourishing field of study that is essential for any practising statistician and a vital part of the training for students in statistics. Written in a simple style that requires no advanced mathematical or statistical background, the book introduces the general theory of order statistics and their applications. The book covers topics such as distribution theory for order statistics from continuous and discrete populations, moment relations, bounds and approximations, order statistics in statistical inference and characterisation results, and basic asymptotic theory. There is also a short introduction to record values and related statistics. The authors have updated the text with suggestions for further reading that may be used for self-study. Written for advanced undergraduate and graduate students in statistics and mathematics, practising statisticians, engineers, climatologists, economists, and biologists.

Applied Optimization

Applied Optimization Author Ross Baldick
ISBN-10 9781107394087
Release 2009-01-18
Pages 786
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The starting point in the formulation of any numerical problem is to take an intuitive idea about the problem in question and to translate it into precise mathematical language. This book provides step-by-step descriptions of how to formulate numerical problems and develops techniques for solving them. A number of engineering case studies motivate the development of efficient algorithms that involve, in some cases, transformation of the problem from its initial formulation into a more tractable form. Five general problem classes are considered: linear systems of equations, non-linear systems of equations, unconstrained optimization, equality-constrained optimization and inequality-constrained optimization. The book contains many worked examples and homework exercises and is suitable for students of engineering or operations research taking courses in optimization. Supplementary material including solutions, lecture slides and appendices are available online at

Combinatorial Optimization

Combinatorial Optimization Author Bernhard Korte
ISBN-10 9783662560396
Release 2018-03-13
Pages 698
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This comprehensive textbook on combinatorial optimization places special emphasis on theoretical results and algorithms with provably good performance, in contrast to heuristics. It is based on numerous courses on combinatorial optimization and specialized topics, mostly at graduate level. This book reviews the fundamentals, covers the classical topics (paths, flows, matching, matroids, NP-completeness, approximation algorithms) in detail, and proceeds to advanced and recent topics, some of which have not appeared in a textbook before. Throughout, it contains complete but concise proofs, and also provides numerous exercises and references. This sixth edition has again been updated, revised, and significantly extended. Among other additions, there are new sections on shallow-light trees, submodular function maximization, smoothed analysis of the knapsack problem, the (ln 4+ɛ)-approximation for Steiner trees, and the VPN theorem. Thus, this book continues to represent the state of the art of combinatorial optimization.

Foundations of Optimization

Foundations of Optimization Author Osman Güler
ISBN-10 0387684077
Release 2010-08-03
Pages 442
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This book covers the fundamental principles of optimization in finite dimensions. It develops the necessary material in multivariable calculus both with coordinates and coordinate-free, so recent developments such as semidefinite programming can be dealt with.

Nonlinear Optimization

Nonlinear Optimization Author Andrzej Ruszczynski
ISBN-10 9781400841059
Release 2011-09-19
Pages 464
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Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern topics such as optimality conditions and numerical methods for problems involving nondifferentiable functions, semidefinite programming, metric regularity and stability theory of set-constrained systems, and sensitivity analysis of optimization problems. Based on a decade's worth of notes the author compiled in successfully teaching the subject, this book will help readers to understand the mathematical foundations of the modern theory and methods of nonlinear optimization and to analyze new problems, develop optimality theory for them, and choose or construct numerical solution methods. It is a must for anyone seriously interested in optimization.

A First Course in Numerical Analysis

A First Course in Numerical Analysis Author Anthony Ralston
ISBN-10 048641454X
Release 2001
Pages 606
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Outstanding text, oriented toward computer solutions, stresses errors in methods and computational efficiency. Problems — some strictly mathematical, others requiring a computer — appear at the end of each chapter.

Elements of Dynamic Optimization

Elements of Dynamic Optimization Author Alpha C. Chiang
ISBN-10 9781478608349
Release 1999-12-22
Pages 327
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In this text, Dr. Chiang introduces students to the most important methods of dynamic optimization used in economics. The classical calculus of variations, optimal control theory, and dynamic programming in its discrete form are explained in the usual Chiang fashion, with patience and thoroughness. The economic examples, selected from both classical and recent literature, serve not only to illustrate applications of the mathematical methods, but also to provide a useful glimpse of the development of thinking in several areas of economics.

A First Course in the Numerical Analysis of Differential Equations

A First Course in the Numerical Analysis of Differential Equations Author A. Iserles
ISBN-10 9780521734905
Release 2009
Pages 459
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lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

An Introduction to Mathematical Analysis for Economic Theory and Econometrics Author Dean Corbae
ISBN-10 9781400833085
Release 2009-02-17
Pages 688
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Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory

Practical Mathematical Optimization

Practical Mathematical Optimization Author Jan Snyman
ISBN-10 9780387243498
Release 2005-12-15
Pages 258
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This book presents basic optimization principles and gradient-based algorithms to a general audience, in a brief and easy-to-read form. It enables professionals to apply optimization theory to engineering, physics, chemistry, or business economics.