Lecture Notes on Optimization

This is an online version of the classic set of Pravin Varaiya's classic set of lecture notes on optimization analysis.

[1]  Harvey J. Greenberg,et al.  Surrogate Mathematical Programming , 1970, Oper. Res..

[2]  E. M. L. Beale,et al.  Nonlinear Programming: A Unified Approach. , 1970 .

[3]  Rufus Isaacs,et al.  Differential Games , 1965 .

[4]  Arthur E. Bryson,et al.  Applied Optimal Control , 1969 .

[5]  G. Morton,et al.  Notes on Linear Programming , 1951 .

[6]  M. Shubik,et al.  Convex structures and economic theory , 1968 .

[7]  W. Fleming.  Functions of Several Variables , 1965 .

[8]  A. V. Balakrishnan,et al.  Computing Methods in Optimization Problems , 1965 .

[9]  Stuart E. Dreyfus,et al.  Applied Dynamic Programming , 1965 .

[10]  David G. Luenberger,et al.  Quasi-Convex Programming , 1968 .

[11]  T. Koopmans.  Objectives, Constraints, and Outcomes in Optimal Growth Models , 1967 .

[12]  H. Kelley.  Method of Gradients , 1962 .

[13]  H. Kushner.  Introduction to stochastic control , 1971 .

[14]  R. Solow,et al.  The Economist's Approach to Pollution and Its Control. , 1971, Science.

[15]  R. Bellman,et al.  Linear Programming and Economic Analysis. , 1960 .

[16]  R. Rohrer,et al.  Automated Design of Biasing Circuits , 1971 .

[17]  Lucien W. Neustadt,et al.  A General Theory of Extremals , 1969, J. Comput. Syst. Sci..

[18]  P. Wolfe.  THE SIMPLEX METHOD FOR QUADRATIC PROGRAMMING , 1959 .

[19]  Ronald A. Howard,et al.  Dynamic Programming and Markov Processes , 1960 .

[20]  Howard Raiffa,et al.  Games And Decisions , 1958 .

[21]  L. S. Pontryagin,et al.  Mathematical Theory of Optimal Processes , 1962 .

[22]  George B. Dantzig,et al.  Linear programming and extensions , 1965 .

[23]  A. F. Veinott,et al.  On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming , 1967 .

[24]  Charles A. Desoer,et al.  Notes for a second course on linear systems , 1970 .

[25]  S. Mitter,et al.  The conjugate gradient method for optimal control problems , 1967 .

[26]  R. Bellman.  Dynamic programming. , 1957, Science.

[27]  Olvi L. Mangasarian,et al.  Nonlinear Programming , 1969 .

[28]  Douglas Gale.  A Geometric Duality Theorem with Economic Applications , 1967 .

[29]  F. J. Gould.  Extensions of Lagrange Multipliers in Nonlinear Programming , 1969 .

[30]  S. Mcreynolds.  The successive sweep method and dynamic programming , 1967 .

[31]  E. Polak,et al.  Theory of optimal control and mathematical programming , 1969 .

[32]  Arthur M. Geoffrion,et al.  Primal Resource-Directive Approaches for Optimizing Nonlinear Decomposable Systems , 1970, Oper. Res..

[33]  M. A. Girshick,et al.  Theory of games and statistical decisions , 1955 .

[34]  L. Neustadt.  The existence of optimal controls in the absence of convexity conditions , 1963 .

[35]  L. J. Savage,et al.  The Foundation of Statistics , 1956 .

[36]  Robert E. Larson,et al.  State increment dynamic programming , 1968 .

[37]  James S. Meditch,et al.  Stochastic Optimal Linear Estimation and Control , 1969 .

[38]  E. Polak,et al.  Computational methods in optimization : a unified approach , 1972 .

[39]  Michael Athans,et al.  Optimal Control , 1966 .

[40]  Charles R. Frank,et al.  Production theory and indivisible commodities , 1971 .

[41]  Patrick Rivett,et al.  Principles of Operations Research , 1972 .

[42]  David Q. Mayne,et al.  Differential dynamic programming , 1972, The Mathematical Gazette.