ABSTRACT

Introduction to the Theory of Optimization in Euclidean Space is intended to provide students with a robust introduction to optimization in Euclidean space, demonstrating the theoretical aspects of the subject whilst also providing clear proofs and applications.

Students are taken progressively through the development of the proofs, where they have the occasion to practice tools of differentiation (Chain rule, Taylor formula) for functions of several variables in abstract situations.

Throughout this book, students will learn the necessity of referring to important results established in advanced Algebra and Analysis courses.

Features

  • Rigorous and practical, offering proofs and applications of theorems
  • Suitable as a textbook for advanced undergraduate students on mathematics or economics courses, or as reference for graduate-level readers
  • Introduces complex principles in a clear, illustrative fashion
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chapter Chapter 1|48 pages

Introduction

chapter Chapter 2|85 pages

Unconstrained Optimization

chapter Chapter 3|68 pages

Constrained Optimization-Equality Constraints

chapter Chapter 4|111 pages

Constrained Optimization-Inequality Constraints