A First Course in Optimization Theory

最適化理論の教科書．基本的な理論は，KKTの二次の条件や無限Horizonの動的計画問題も含めて，一通り載っている．証明もきちんと書いてある．きちんと書いてあるが，数学ができる人じゃないと読むのはすごく辛いでしょう．なお，かなり経済学よりなので，具体的なデータを入れた後に実質的に解けるかどうかにはほとんど感知していません． 読む人にもよるのでしょうが，例題や証明や論理の流れがどうも直感的には把握しにくいものになっていると思います．評者の場合は，数式番号が入っておらず，当然ながら読みながらの相互参照を促す説明もほとんどないことにストレスがたまりました．

Good

If you're a graduate student in economics, or perhaps computer science, buy this book as soon as possible. It will make your life much, much easier. Lagrangeans and Kuhn-Tucker optimization are the bread and butter of microeconomics, and yet few professors will bother to go into them in detail. This book succeeds in making these abstract mathematical procedures feel tangible and intuitive, defining them rigorously, explaining their usefulness and providing examples. This is one of very few books that I keep on my shelf for reference. For a broader (and equally necessary) introduction to the math that you'll need for advanced study in economics, I recommend Simon and Blume's Mathematics for Economists .

I have read the material and is fairly well written and easy to understand, but the author does not provide the tiniest hint on how to solve the exercises nor does it provide any (not even nor odd) answers at the end of the book, which is a great shame!

Best graduate-level optimization textbook to start getting familiar with optimization and its applications in economics and business!