Math 368: Optimization
R. Clark Robinson
Winter 2006
Course assignments
Homework and reading assignments
Book: "A First Course in Optimization Theory" by Rangarajan Sundaram, Cambridge University Press, ISBN 0-521-49770-1
Lecture notes
Basic Optimization Problem and Mathematical Basics
Chapter 3: Weierstrass Theorem
Chapter 4: Unconstrained Optima
Chapter 5: Constrained Extrema
Chapter 6: Inequality Constraints
Chapter 7: Convex Structures
Chapter 9: Parametric Continuity and Semi-Continuous Correspondences
Example of best response for a finite normal form game
Chapter 11: Finite-Horizon Dynamic
Chapter 12: Infinite-Horizon Dynamic Programming
Resources about opitmization course at London School of Economics
MacTutor History of Mathematics Archive
contains a wealth of biographical information on mathematicians who are mentioned in our text, as well as interesting articles on the development of various mathematical concepts.
Information about tests
First Midterm
2006:
Questions on the test
and
Answers
2005:
Questions on the test
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Answers
Second Midterm
2005:
Questions on the test
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Answers
Final
2006:
Questions on the test
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Answers
2005:
Questions on take-home final
and
Answers
R. Clark Robinson
Office: Lunt 209
E-mail address: clark at math.northwestern.edu
Phone: 491-3738