Optimization I. 2018 A

(C16OPT1)(Trolebús: MAT-610)



LEC # TOPICS LECTURE NOTES HOMEWORKS
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1.1.- Introduction

Notation and Definitions; Norms and Matrix norms; Gradient, Hessian, Differentiation rules and Directional derivative; Taylor's formula; Big O and little o notation.

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1.2.-Fundamentals of Unconstrained Optimization

Introduction; Type of extrema; Necessary and Sufficient Conditions; Classification of stationary point.

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1.3.-Convex sets

Convex sets and cones; some common and important examples; operations that preserve convexity.

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1.4.-Convex sets

Convex sets and cones; some common and important examples; operations that preserve convexity.

(PDF) dd
2

Introduction

Notation and Definitions; Norms and Matrix norms; Gradient, Hessian, Differentiation rules and Directional derivative; Taylor's formula; Big O and little o notation.

(PDF)

Convex sets

Convex sets and cones; some common and important examples; operations that preserve convexity.

(PDF)