A First Course in Optimization Theory / Edition 1

A First Course in Optimization Theory by Rangarajan K. Sundaram is a comprehensive textbook in optimization theory that presents the fundamental concepts and methods of optimization for graduate students and researchers in economics and related disciplines. The book covers linear and nonlinear programming, convex analysis, and duality theory, and provides a rigorous treatment of optimization theory, including the theory of constrained optimization, the Kuhn-Tucker conditions, and the Karush-Kuhn-Tucker conditions.

The book is divided into nine chapters, with each chapter covering a different topic in optimization theory. It begins with a discussion of linear programming and then covers nonlinear programming, convex analysis, duality theory, and dynamic programming. The book also includes chapters on stochastic and integer programming and concludes with a chapter on numerical methods for optimization.

One of the strengths of the book is its focus on applications in economics and related disciplines. The author provides numerous examples throughout the book that demonstrate the relevance of optimization theory to economics, finance, and other fields. The book also includes exercises at the end of each chapter to help readers master the material and develop their problem-solving skills.

A First Course in Optimization Theory is well-written and accessible, making it an ideal textbook for graduate students in economics and related disciplines. It is also a valuable reference for researchers and practitioners who want to learn more about optimization theory and its applications. Overall, this book is a useful resource for anyone who wants to gain a deeper understanding of optimization theory and its applications.

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