Sumários
Lecture 10
23 Outubro 2018, 21:30 • José Pedro Gaivão
Exercises.
Equality constraints: Lagrange multipliers, sufficient condition for optimality under convexity.
Examples.
Lecture 9
19 Outubro 2018, 18:00 • José Pedro Gaivão
Optimization with equality constraints:
- Lagrange multipliers
- Necessary condition for the existence of local optimal points
- Examples
Lecture 8
16 Outubro 2018, 21:30 • José Pedro Gaivão
Exercises.
Unconstrained optimization.
Critical points.
Second-order condition.
Lecture 7
12 Outubro 2018, 18:00 • José Pedro Gaivão
- Kakutani fixed point theorem.
- Introduction to optimization problems.
Lecture 6
9 Outubro 2018, 21:30 • José Pedro Gaivão
Correspondences. Examples
Closed graph property.