A must-have reference | A First Course in Optimization Theory

Outstanding... a MUST | A First Course in Optimization Theory | Rangarajan K. Sundaram

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	• A First Course in Optimization Theory Rangarajan K. Sundaram Cambridge University Press, 1996 - 375 pages average customer review:based on 11 reviews view larger image
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highly recommended

a good book...

a good book with lots of preliminary math review, but exercises are not that well

A must-have reference

If you're a graduate student in economics, or perhaps computer science, buy this book as soon as possible. It will make your life much, much easier. Lagrangeans and Kuhn-Tucker optimization are the bread and butter of microeconomics, and yet few professors will bother to go into them in detail. This book succeeds in making these abstract mathematical procedures feel tangible and intuitive, defining them rigorously, explaining their usefulness and providing examples. This is one of very few books that I keep on my shelf for reference.

For a broader (and equally necessary) introduction to the math that you'll need for advanced study in economics, I recommend Simon and Blume's Mathematics for Economists.

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Outstanding... a MUST

Excellent introduction to optimization techniques with a special emphasis to induce the student to an active and positive attitude towards the rigoruous demonstration of every proposition behind theorems and economic models.
This is not a book for beginners, but an excellent one that helps to develop the abilities required to understand modern textbooks and papers on micro and macroeconomics.
With an excellent presentation, and interesting end-of-chapter exercises, this book cannot be out of every economist's toolbox.

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Very self contained

This is a very readable introduction to optimisation that should appeal to a wide audience, althouh it is mainly aimed at economics students.
The subject is presented from very elementatry notions up, so if you have gaps in your calculus, this book is very likely to fill them.
The author bends over backwards to make the proofs clear.
It must be stressed that this is just an introduction, so people looking for an explanation of numerical methods such as Newton's method or derived methods won't find them here.

I originally got a book with missing pages near the end and found this out rather late. The publisher replaced my copy.

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Great Review of Optimization for Graduates

This book is a great review prior to starting graduate study in economics. Its accessible even if you've never studied optimization before, and covers many of the main optimization concepts used in first semester graduate coursework.

This book introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

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reviews: page 1, 2, 3

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