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Lecture Notes on Optimization Book Free Download

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Lecture Notes on Optimization
Pravin Varaiya

Table of Contents

1 Introduction

2 Optimization Over An Open Set

3 Optimization with equality constraints

4 Linear Programming

5 Nonlinear Programming

6 Discrete-time optimal control

7 Continuous-time linear optimal control

8 Coninuous-time optimal control

9 Dynamic programing

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