Optimization Theory: A Concise Introduction by Jiongmin Yong

Optimization Theory: A Concise Introduction by Jiongmin Yong

Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some classical and basic results of optimization theory, including nonlinear programming with Lagrange multiplier method, the Karush-Kuhn-Tucker method, Fritz John's method, problems with convex or quasi-convex constraints, and linear programming with geometric method and simplex method.A slim book such as this which touches on major aspects of optimization theory will be very much needed for most readers. We present nonlinear programming, convex programming, and linear programming in a self-contained manner. This book is for a one-semester course for upper level undergraduate students or first/second year graduate students. It should also be useful for researchers working on many interdisciplinary areas other than optimization.

Jingrui Sun received his PhD in Mathematics from the University of Science and Technology of China in 2015. From 2015 to 2017, he was a Postdoctoral Fellow at the Hong Kong Polytechnic University and then a Research Fellow at the National University of Singapore. From 2017 to 2018, he was a Visiting Assistant Professor at the University of Central Florida, USA. Since the spring of 2019, he has been an Assistant Professor at the Southern University of Science and Technology, China. Dr. Sun has broad interests in the area of control theory and its applications. Aside from his primary research on stochastic optimal control and differential games, he is exploring forward and backward stochastic differential equations, stochastic analysis, and mathematical finance.

Jiongmin Yong received his PhD from Purdue University in 1986 and is currently a Professor of Mathematics at the University of Central Florida, USA. His main research interests include stochastic control, stochastic differential equations, and optimal control of partial differential equations. Professor Yong has co-authored the following influential books: Stochastic Control: Hamiltonian Systems and HJB Equations (with X. Y. Zhou, Springer 1999), Forward-Backward Stochastic Differential Equations and Their Applications (with J. Ma, Springer 1999), and Optimal Control Theory for Infinite-Dimensional Systems (with X. Li, Birkhauser 1995). His current interests include time-inconsistent stochastic control problems.

SKU	Unavailable
ISBN 13	9789813237643
ISBN 10	9813237643
Title	Optimization Theory: A Concise Introduction
Author	Jiongmin Yong
Condition	Unavailable
Binding Type	Hardback
Publisher	World Scientific Publishing Co Pte Ltd
Year published	2018-07-12
Number of pages	236
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.