Email the Author
You can use this page to email Mauricio 'Pacha' Vargas Sepúlveda about A Primer in Optimization.
About the Book
This tiny book presents the theory of optimization for mathematical programming problems: the minimization of functions defined on Rn subject to a finite number of equality and inequality constraints.
The notes are organized as follows:
- Chapter 1: Hyperplane separation theorems and Farkas' lemma.
- Chapter 2: Necessary and sufficient conditions (both first and second order) for a given point to be an optimal solution.
- Chapter 3: Cost minimization worked examples.
- Chapter 4: Utility maximization worked examples.
- Chapter 5: Envelope theorem.
The goals are:
- Cover what I consider are some gaps between Varian (1992) and/or Jehle (2011) compared to Mas-Colell (1995).
- Provide a concise reference for students by presenting the results using consistent notation and terminology.
- Provide a basis for more advanced topics in optimization, such as convex analysis and variational calculus.
About the Author
I am a PhD student in Political Science at the University of Toronto. My research interests include International Relations, Canadian Politics and Public Policy, with a focus on the politics of trade agreements and sanctions. I have a Master of Arts in Political Science from the University of Toronto, a Master of Science in Statistics from the Catholic University of Chile, and an Engineering degree from the University of Chile. I can provide my CV (academic/professional) upon request. You can reach me at m.sepulveda+removethis@mail.utoronto.ca (please remove the +removethis).
See my website (pacha.dev) and my blog (pacha.dev/blog).