Charles Moss • Applied Optimization *
Purpose: This course is intended to give the students a background in classical optimization models with emphasis on mathematical programming and
applications, and to introduce the students to dynamic optimization.
Textbooks
- Moss, Charles B. (2020) Applied Optimization — Draft Textbook pdf file
Outline
- Static optimization
- Overview of Optimality
- Lecture I: Basic Microeconomic Problem Lecture Notes
- Lecture II: Applications of Mathematical Programming in Agricultural Economics - Part 1 Lecture Notes
- Lecture III: Applications of Mathematical Programming in Agricultural Economics - Part 2 Lecture Notes
- Review of Linear Algebra
- Optimality Conditions
- Lecture VI: An Introduction to Multivariate Unconstrained Optimality Lecture Notes
- Lecture VII: Linear Constraints Lecture Notes
- Lecture VIII: Linear Inequality Lecture Notes
- Lecture IX: Necessary and Sufficient Conditions under Nonlinear Constraints Lecture Notes
- Algorithms
- Lecture X: Quasi-Newton Methods of Optimization Lecture Notes
- Lecture XI: Quasi-Newton Methods of Optimization (Part 2) Lecture Notes
- Lecture XII: Linear Equality and Inequality Constraints Lecture Notes
- Lecture XIII: Algorithms for Nonlinear Constraints Lecture Notes
- Optimization on Computers
- Lecture XIV: Practical Optimization and Computer Code Lecture Notes
- Lecture XV: Overview of Duality in Mathematical Programming Lecture Notes
- Midterm Examination
- Dynamic Optimization
- A Review of Dynamic Mathematics
- Calculus of Variations (6 Lectures)
- Optimal Control (4 Lectures)
- Applications of Optimal Control Theory (3 Lectures)
* This material represents teaching material designed and provided by Charles B. Moss and is not the affiliated with the University of Florida. The University of Florida is not responsible for its content.
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