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Aug 18

Optimization

Logical structure of definitions

See if this definition of a function is better than others

Least upper bound and largest lower bound

How to study mt3042 Optimisation: a guide to a guide

Geometry related to derivatives

Geometry behind optimization

The Cobb-Douglas function and level sets

Taylor decomposition for unconstrained optimization

Unconstrained optimization on the plane: necessary condition

Unconstrained optimization on the plane: sufficient conditions

Optimization with constraints: economic and financial examples

Importance of implicit function theorem for optimization

Lagrange method: necessary condition

Lagrange method: sufficient conditions

Lagrange method: case of many equality constraints

The Lagrangian multiplier interpretation

The Kuhn-Tucker theorem: a first look

The Kuhn-Tucker theorem ins and outs

Finite Horizon Dynamic Programming

Using convexity in optimization

Cauchy-Schwarz inequality and optimization 1

Cauchy-Schwarz inequality and optimization 2

The economical way to use the Kuhn-Tucker theorem

The right solution to Example 6.5

Solution to exercise 6.1: how to use homogeneity