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 and Answers
• Second Midterm
• 2005: Questions on the test and Answers
• Final
• 2006: Questions on the test and 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