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Lecture Notes on Optimization [Varaiya] - mklabgr - 06-13-2026
Lecture Notes on Optimization
Pravin Varaiya
Summary
These Notes were developed for a ten-week course I have taught for the past three years to first-year graduate students of the University of California at Berkeley. My objective has been 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. A reasonable knowledge of advanced calculus (up to the Implicit Function Theorem), linear algebra (linear independence, basis, matrix inverse), and linear differential equations (transition matrix, adjoint solution) is sufficient for the reader to follow the Notes.
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