Optimization: Foundations and Applications

FOUNDATIONS: LINEAR METHODS.

Matrix Algebra.

Systems of Linear Equations.

FOUNDATIONS: NONLINEAR METHODS.

Unconstrained Maximization and Minimization.

Constrained Maximization and Minimization.

APPLICATIONS: ITERATIVE METHODS FOR NONLINEAR PROBLEMS.

Solving Nonlinear Equations.

Solving Unconstrained Maximization and Minimization Problems.

APPLICATIONS: CONSTRAINED OPTIMIZATION IN LINEAR MODELS.

Linear Programming: Fundamentals.

Linear Programming: Extensions.

Linear Programming: Interior Point Methods.

APPLICATIONS: CONSTRAINED OPTIMIZATION IN NONLINEAR MODELS.

Nonlinear Programming: Fundamentals.

Nonlinear Programming: Duality and Computational Methods.

Problems.

References.