A01=Jan Brinkhuis
A01=Vladimir Tikhomirov
Addition
Admissible set
Algorithm
Approximation
Author_Jan Brinkhuis
Author_Vladimir Tikhomirov
Bellman equation
Calculation
Category=PBU
Coefficient
Combination
Continuous function
Continuous function (set theory)
Convex cone
Convex function
Convex set
Derivative
Differentiable function
Differential calculus
Dimension
Dimension (vector space)
Direction vector
Division by zero
Duality (optimization)
Dynamic programming
Ellipsoid method
Empty set
Envelope theorem
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Equation
Existential quantification
Explicit formulae (L-function)
Hyperplane
Interior point method
Karush-Kuhn-Tucker conditions
Lagrange multiplier
Lagrangian mechanics
Linear approximation
Linear combination
Linear equation
Linear function
Linear map
Linear programming
Linear subspace
Loss function
Mathematical optimization
Mathematics
Maxima and minima
Newton's method
Optimal control
Optimization problem
Partial derivative
Polynomial
Probability
Quadratic function
Quantity
Real number
Result
Scientific notation
Sign (mathematics)
Smoothness
Solution set
Special case
Stationary point
Stationary process
Subset
Summation
Symmetric matrix
Tangent space
Theorem
Trade-off
Utility
Variable (mathematics)
Weierstrass theorem
Product details
- ISBN 9780691102870
- Weight: 1106g
- Dimensions: 152 x 235mm
- Publication Date: 18 Sep 2005
- Publisher: Princeton University Press
- Publication City/Country: US
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization. The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising. A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.
Jan Brinkhuis is Associate Professor of Finance and Mathematical Methods and Techniques at the Econometric Institute of Erasmus University, Rotterdam. Vladimir Tikhomirov holds the Chair of Optimal Control in the Department of Mechanics and Mathematics at the Lomonosov Moscow State University.
