# Math 592 B - Optimization Theory

## Syllabus:

Time and place: TBD

Instructor: Werner Horn

Office: SN 404 or SN 114 (x 7794 or 2721), werner.horn@csun.edu

Office Hrs: TBD

Textbook: Rangarajan Sundaram, Introduction to Optimization Theory

Grades: Regular Assignments 30%, one in class exam 30%, Final Exam 40%

## Content:

We
will cover essentially the first 9 chapters of the book. It is assumed
that you are familiar with the mathematical preliminaries in chapter 1,
as they should be covered in Math 450 and Math 462. The book is written
by an economist for economists, and since we're mathematicians we will
only spend one hour or so on this stuff, please read the chapter ahead
of time. We will aslo spend not much time on the classical results for
unconstraint and equality constraint optimization. The major part
of the course will be on inequality constraints, convexity and
quasiconvexity.