【经济学子必备】凸与优化（书2本）

本帖推2本关于凸与优化的书，凸与优化在经济分析中的重要性，本人三言两语说不清，但它们在经济分析中几乎无处不在，这是个事实。其中一本书为Rn空间中的凸与优化（这个估计对大部分本科生和硕士生最有用），另外一本为Banach空间中的凸与优化（这个对博士生有用）。后者是前者的一般化。

书一：
Convexity and Optimization in Rn
Wiley-Interscience | ISBN: 0471352810 | 2001 | PDF | 280 pages | 1 mb
作者为美国普渡大学数学教授。

This book presents the mathematics of finite dimensional constrained optimization problems. It provides a basis for the further mathematical study of convexity, of more general optimization problems, and of numerical algorithms for the solution of finite dimensional optimization problems. For readers who do not have the requisite background in real analysis, the author provides a chapter covering this material. The text features abundant exercises and problems designed to lead the reader to a fundamental understanding of the material.


书二：
Viorel Barbu, Teodor Precupanu, "Convexity and Optimization in Banach Spaces"（4th ed）
Springer | 2012 | ISBN: 940072246X | 380 pages | PDF | 2MB
作者均为University Al. I. Cuza数学系教授

An updated and revised edition of the 1986 title Convexity and Optimization in Banach Spaces, this book provides a self-contained presentation of basic results of the theory of convex sets and functions in infinite-dimensional spaces. The main emphasis is on applications to convex optimization and convex optimal control problems in Banach spaces. A distinctive feature is a strong emphasis on the connection between theory and application. This edition has been updated to include new results pertaining to advanced concepts of subdifferential for convex functions and new duality results in convex programming. The last chapter, concerned with convex control problems, has been rewritten and completed with new research concerning boundary control systems, the dynamic programming equations in optimal control theory and periodic optimal control problems. Finally, the structure of the book has been modified to highlight the most recent progression in the field including fundamental results on the theory of infinite-dimensional convex analysis and includes helpful bibliographical notes at the end of each chapter.
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