Math 592 B - Optimization Theory


Time and place: TBD
Instructor: Werner Horn
Office: SN 404 or SN 114 (x 7794 or 2721),
Office Hrs: TBD
Textbook: Rangarajan Sundaram, Introduction to Optimization Theory
Grades: Regular Assignments 30%, one in class exam 30%, Final Exam 40%


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.