HUNTERTUTORING

Nonlinear optimization

Optimization & linear programming · STEM / applied

Unconstrained optimization: critical points and convexity

Objectives

  • Unconstrained optimization: critical points and convexity
  • Gradient descent and Newton's method for multivariable functions
  • Constrained optimization: Lagrange multipliers
  • Karush–Kuhn–Tucker (KKT) conditions (introduction)
  • Convex sets and convex functions (definitions and examples)

Study materials