Notes on Optimization

Presents in a compact and unified manner, the main concepts and techniques of mathematical programming and optimal control to students having diverse technical backgrounds.

**Tag(s):**
Mathematics

**Publication date**: 01 Sep 1998

**ISBN-10**:
n/a

**ISBN-13**:
n/a

**Paperback**:
140 pages

**Views**: 10,654

**Type**: N/A

**Publisher**:
n/a

**License**:
n/a

**Post time**: 03 Jan 2007 08:44:36

Notes on Optimization

Presents in a compact and unified manner, the main concepts and techniques of mathematical programming and optimal control to students having diverse technical backgrounds.

Notes Excerpts:

These Notes were developed for a ten-week course for first-year graduate students of the University of California at Berkeley. The objective has been 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 (up to the Implicit Function Theorem), linear algebra (linear independence, basis, matrix inverse), and linear differential equations (transition matrix, adjoint solution) is sufficient for the reader to follow the Notes.

The treatment of the topics presented here is deep. Although the coverage is not encyclopedic, an understanding of this material should enable the reader to follow much of the recent technical literature on nonlinear programming, (deterministic) optimal control, and mathematical economics. The examples and exercises given in the text form an integral part of the Notes and most readers will need to attend to them before continuing further. To facilitate the use of these Notes as a textbook, the author has incurred the cost of some repetition in order to make almost all chapters self-contained. However, Chapter V must be read before Chapter VI, and Chapter VII before Chapter VIII.

These Notes were developed for a ten-week course for first-year graduate students of the University of California at Berkeley. The objective has been 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 (up to the Implicit Function Theorem), linear algebra (linear independence, basis, matrix inverse), and linear differential equations (transition matrix, adjoint solution) is sufficient for the reader to follow the Notes.

The treatment of the topics presented here is deep. Although the coverage is not encyclopedic, an understanding of this material should enable the reader to follow much of the recent technical literature on nonlinear programming, (deterministic) optimal control, and mathematical economics. The examples and exercises given in the text form an integral part of the Notes and most readers will need to attend to them before continuing further. To facilitate the use of these Notes as a textbook, the author has incurred the cost of some repetition in order to make almost all chapters self-contained. However, Chapter V must be read before Chapter VI, and Chapter VII before Chapter VIII.

Tweet

About The Author(s)

Pravin Varaiya is a Nortel Networks Distinguished Professor Emeritus of the Graduate School Department of Electrical Engineering and Computer Science at the UC Berkeley. From 1975 to 1992 he was also Professor of Economics at Berkeley. From 1994 to 1997 he was Director of the California PATH program, a multi-university research program dedicated to the solution of California's transportation problems.

Varaiya has held a Guggenheim Fellowship and a Miller Research Professorship. He received Honorary Doctorates from L'Institut National Polytechnique de Toulouse and L'Institut National Polytechnique de Grenoble, and the Field Medal and Bode Lecture Prize of the IEEE Control Systems Society. He is a Fellow of IEEE, a member of the National Academy of Engineering, and a Fellow of the American Academy of Arts and Sciences.

Varaiya has held a Guggenheim Fellowship and a Miller Research Professorship. He received Honorary Doctorates from L'Institut National Polytechnique de Toulouse and L'Institut National Polytechnique de Grenoble, and the Field Medal and Bode Lecture Prize of the IEEE Control Systems Society. He is a Fellow of IEEE, a member of the National Academy of Engineering, and a Fellow of the American Academy of Arts and Sciences.

Book Categories

Computer Science
16
Introduction to Computer Science
32
Introduction to Computer Programming
52
Algorithms and Data Structures
25
Artificial Intelligence
24
Computer Vision
30
Machine Learning
6
Neural Networks
22
Game Development and Multimedia
25
Data Communication and Networks
5
Coding Theory
16
Computer Security
9
Information Security
35
Cryptography
3
Information Theory
17
Computer Organization and Architecture
22
Operating Systems
2
Image Processing
11
Parallel Computing
4
Concurrent Programming
24
Relational Database
3
Document-oriented Database
14
Data Mining
16
Big Data
17
Data Science
23
Digital Libraries
22
Compiler Design and Construction
26
Functional Programming
11
Logic Programming
26
Object Oriented Programming
21
Formal Methods
70
Software Engineering
3
Agile Software Development
7
Information Systems
5
Geographic Information System (GIS)

Mathematics
68
Mathematics
14
Algebra
1
Abstract Algebra
27
Linear Algebra
3
Number Theory
8
Numerical Methods
2
Precalculus
10
Calculus
3
Differential Equations
5
Category Theory
11
Proofs
20
Discrete Mathematics
24
Theory of Computation
15
Graph Theory
2
Real Analysis
1
Complex Analysis
15
Probability
47
Statistics
7
Game Theory
5
Queueing Theory
13
Operations Research
16
Computer Aided Mathematics

Supporting Fields
21
Web Design and Development
1
Mobile App Design and Development
28
System Administration
2
Cloud Computing
10
Electric Circuits
6
Embedded System
28
Signal Processing
4
Network Science
3
Project Management

Operating System
Programming/Scripting
6
Ada
13
Assembly
34
C / C++
8
Common Lisp
2
Forth
35
Java
13
JavaScript
1
Lua
15
Microsoft .NET
1
Rexx
12
Perl
6
PHP
68
Python
12
R
1
Rebol
13
Ruby
2
Scheme
3
Tcl/Tk

Miscellaneous