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Necessary conditions : what is the point? | 1 | |
Ch. 1 | Fermat : one variable without constraints | 3 |
Ch. 2 | Fermat : two or more variables without constraints | 85 |
Ch. 3 | Lagrange : equality constraints | 135 |
Ch. 4 | Inequality constraints and convexity | 199 |
Ch. 5 | Second order conditions | 261 |
Ch. 6 | Basic algorithms | 273 |
Ch. 7 | Advanced algorithms | 325 |
Ch. 8 | Economic applications | 363 |
Ch. 9 | Mathematical applications | 391 |
Ch. 10 | Mixed smooth-convex problems | 417 |
Ch. 11 | Dynamic programming in discrete time | 441 |
Ch. 12 | Dynamic optimization in continuous time | 475 |
App. A | On linear algebra : vector and matrix calculus | 503 |
App. B | On real analysis | 519 |
App. C | The Weierstrass theorem on existence of global solutions | 537 |
App. D | Crash course on problem solving | 547 |
App. E | Crash course on optimization theory : geometrical style | 553 |
App. F | Crash course on optimization theory : analytical style | 561 |
App. G | Conditions of extremum from Fermat to Pontryagin | 583 |
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