Optimization Books, Documents, and Lectures

Title Year Description
Applied Intertemporal Optimization Applied Intertemporal Optimization 2006 Description Notes written with the objective provide a toolbox for solving maximization problems and for working with their solutions in economic models.
Convex Optimization Convex Optimization 2004 Description A book written to help the reader develop a working knowledge of convex optimization, i.e., to develop the skills and background needed to recognize, formulate, and solve convex optimization problems.
Global Optimization Algorithms Global Optimization Algorithms 2007 Description This e-book is devoted to global optimization algorithms, which are methods. Focuses on topics such as : evolutionary algorithms, genetic algorithms, learning classifier systems , and more.
Lecture Notes on Dynamic Optimization - Richard Woodward (Texas A&M) Lecture Notes on Dynamic Optimization - Richard Woodward (Texas A&M) 2006 Description A nice collection of lecture notes for an optimization course at Texas A&M University
Notes on Optimization Notes on Optimization 1971 Description The object of these notes is to present, in a compact and unified manner, the main concepts and techniques of mathematical programming and optimal control to students having diverse technical backgrounds.