Lecture 14

8 Novembro 2019, 18:00 • José Pedro Gaivão

Exercises. 

Inequality constraints: Kuhn-Tucker necessary conditions. Suficient conditions under convexity assumptions.

Examples.

---

Lecture 13

5 Novembro 2019, 21:30 • José Pedro Gaivão

Examples.

Second-order condition for local optimal point in equality constraints.

---

Lecture 12

29 Outubro 2019, 21:30 • José Pedro Gaivão

Necessary conditions for a local optimal point with equality constraints. Constraint qualification. Examples. 

Sufficient conditions under convexity. 

---

Lecture 11

25 Outubro 2019, 18:00 • José Pedro Gaivão

Exercises. 

Convex and concave functions. Properties.

Introduction to equality constraints: Lagrange multipliers.

---

Lecture 10

22 Outubro 2019, 21:30 • José Pedro Gaivão

Classfication of critical points: local optimal points and saddle points.

Second partial derivative test. Sylvester's criterion.

---