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Introduction
1.1 Problems in Rn
1.1.1 Calculus
1.1.2 Nash equilibrium
1.1.3 Eigenvalues
1.2 Ordinary diﬀerential equations
1.2.1 Rotationally symmetric minimal surface
1.2.2 Brachistochrone
1.2.3 Geodesic curves
1.2.5 Euler’s polygonal method
1.2.6 Optimal control
1.3 Partial diﬀerential equations
1.3.1 Dirichlet integral
1.3.2 Minimal surface equation
1.3.3 Capillary equation
1.3.4 Liquid layers
1.3.5 Extremal property of an eigenvalue
1.3.6 Isoperimetric problems
1.4 Exercises
2.1 Optima, tangent cones
2.1.1 Exercises
2.2 Necessary conditions
2.2.1 Equality constraints
2.2.2 Inequality constraints
2.2.3 Supplement
2.2.4 Exercises
2.3 Suﬃcient conditions
2.3.1 Equality constraints
2.3.2 Inequality constraints
2.3.3 Exercises
2.4 Kuhn-Tucker theory
2.4.1 Exercises
2.5 Examples
2.5.1 Maximizing of utility
2.5.2 V is a polyhedron
2.5.3 Eigenvalue equations
2.5.4 Unilateral eigenvalue problems
2.5.5 Noncooperative games
2.5.6 Exercises
2.6 Appendix: Convex sets
2.6.1 Separation of convex sets
2.6.2 Linear inequalities
2.6.3 Projection on convex sets
2.6.4 Lagrange multiplier rules
2.6.5 Exercises
2.7 References
3.1 Optima, tangent cones, derivatives
3.1.1 Exercises
3.2 Necessary conditions
3.2.2 Systems of equations
3.2.3 Free boundary conditions
3.2.4 Transversality conditions
3.2.5 Nonsmooth solutions
3.2.6 Equality constraints; functionals
3.2.7 Equality constraints; functions
3.2.8 Unilateral constraints
3.2.9 Exercises
3.3 Suﬃcient conditions; weak minimizers
3.3.1 Free problems
3.3.2 Equality constraints
3.3.3 Unilateral constraints
3.3.4 Exercises
3.4 Suﬃcient condition; strong minimizers
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11/15/2011

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