Lecture Notes on Optimization（★★★★）
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Main Contents:
1 INTRODUCTION 1
2 OPTIMIZATION OVER AN OPEN SET 7
3 Optimization with equality constraints 15
4 Linear Programming 27
5 Nonlinear Programming 49
6 Discrete-time optimal control 75
7 Continuous-time linear optimal control 83
8 Coninuous-time optimal control 95
9 Dynamic programing
1 INTRODUCTION 1
2 OPTIMIZATION OVER AN OPEN SET 7
3 Optimization with equality constraints 15
4 Linear Programming 27
5 Nonlinear Programming 49
6 Discrete-time optimal control 75
7 Continuous-time linear optimal control 83
8 Coninuous-time optimal control 95
9 Dynamic programing
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