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1 | (10) |
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1.1 Importance of Optimization Problems |
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1 | (1) |
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2 | (3) |
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1.2.1 Unconstrained Optimization and Critical Points |
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2 | (1) |
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1.2.2 Constrained Optimization |
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3 | (1) |
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1.2.3 Variational Problems |
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4 | (1) |
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1.2.4 Optimal Control Problems |
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4 | (1) |
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5 | (2) |
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1.4 Structure and Use of the Book |
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7 | (4) |
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Part I Mathematical Programming |
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11 | (22) |
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2.1 Some Motivating Examples |
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11 | (3) |
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2.2 Structure of Linear Programming Problems |
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14 | (5) |
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2.3 Sensitivity and Duality |
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19 | (3) |
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2.4 A Final Clarifying Example |
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22 | (3) |
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25 | (1) |
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26 | (7) |
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2.6.1 Exercises to Support the Main Concepts |
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26 | (3) |
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29 | (1) |
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30 | (3) |
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33 | (30) |
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3.1 Some Motivating Examples |
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33 | (4) |
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3.2 Structure of Non-linear Programming Problems |
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37 | (1) |
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3.3 Optimality Conditions |
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38 | (9) |
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47 | (5) |
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52 | (3) |
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55 | (1) |
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56 | (7) |
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3.7.1 Exercises to Support the Main Concepts |
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56 | (2) |
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58 | (3) |
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61 | (2) |
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4 Numerical Approximation |
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63 | (26) |
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4.1 Practical Numerical Algorithms for Unconstrained Minimization |
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64 | (3) |
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64 | (1) |
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65 | (2) |
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4.2 A Perspective for Constrained Problems Based on Unconstrained Minimization |
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67 | (6) |
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4.2.1 The Algorithm for Several Constraints |
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70 | (2) |
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4.2.2 An Important Issue for the Implementation |
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72 | (1) |
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4.3 Some Selected Examples |
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73 | (5) |
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78 | (1) |
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78 | (11) |
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4.5.1 Exercises to Support the Main Concepts |
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78 | (3) |
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81 | (2) |
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83 | (2) |
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85 | (4) |
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Part II Variational Problems |
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5 Basic Theory for Variational Problems |
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89 | (26) |
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5.1 Some Motivating Examples |
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89 | (5) |
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5.2 Existence of Optimal Solutions |
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94 | (2) |
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5.3 Optimality Conditions Under Smoothness |
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96 | (5) |
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101 | (3) |
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104 | (1) |
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104 | (11) |
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5.6.1 Exercises to Support the Main Concepts |
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104 | (4) |
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108 | (3) |
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111 | (4) |
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6 Numerical Approximation of Variational Problems |
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115 | (24) |
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6.1 Importance of the Numerical Treatment |
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115 | (1) |
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6.2 Approximation Under Smoothness |
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115 | (4) |
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6.2.1 The Descent Direction |
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116 | (3) |
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6.3 Approximation Under Constraints |
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119 | (2) |
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121 | (7) |
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6.5 The Algorithm in Pseudocode Form |
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128 | (2) |
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130 | (9) |
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6.6.1 Exercises to Support the Main Concepts |
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130 | (1) |
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131 | (2) |
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133 | (1) |
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134 | (5) |
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7 Basic Facts About Optimal Control |
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139 | (28) |
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7.1 Some Motivating Examples |
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139 | (3) |
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7.2 An Easy Existence Result |
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142 | (2) |
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7.3 Optimality Conditions |
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144 | (6) |
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7.4 Pontryaguin's Principle |
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150 | (6) |
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7.5 Other Important Constraints |
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156 | (3) |
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7.6 Sufficiency of Optimality Conditions |
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159 | (1) |
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160 | (1) |
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160 | (7) |
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7.8.1 Exercises to Support the Main Concepts |
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160 | (2) |
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162 | (2) |
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164 | (3) |
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8 Numerical Approximation of Basic Optimal Control Problems, and Dynamic Programming |
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167 | (26) |
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167 | (1) |
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8.2 Reduction to Variational Problems |
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168 | (3) |
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8.3 A Much More Demanding Situation |
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171 | (4) |
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175 | (9) |
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184 | (1) |
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185 | (8) |
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8.6.1 Exercises to Support the Main Concepts |
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185 | (1) |
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185 | (2) |
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187 | (2) |
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189 | (4) |
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9 Hints and Solutions to Exercises |
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193 | |
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193 | (7) |
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9.1.1 Exercises to Support the Main Concepts |
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193 | (3) |
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196 | (1) |
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197 | (3) |
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200 | (8) |
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9.2.1 Exercises to Support the Main Concepts |
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200 | (2) |
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202 | (4) |
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206 | (2) |
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208 | (6) |
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9.3.1 Exercises to Support the Main Concepts |
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208 | (1) |
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209 | (2) |
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211 | (3) |
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214 | (10) |
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9.4.1 Exercises to Support the Main Concepts |
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214 | (3) |
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217 | (3) |
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220 | (4) |
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224 | (7) |
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9.5.1 Exercises to Support the Main Concepts |
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224 | (1) |
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225 | (4) |
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229 | (2) |
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231 | (10) |
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9.6.1 Exercises to Support the Main Concepts |
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231 | (5) |
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236 | (2) |
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238 | (3) |
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241 | |
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9.7.1 Exercises to Support the Main Concepts |
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241 | (1) |
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242 | (3) |
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245 | |