An introduction to first and second order conditions for finite and infinite dimensional optimization problems with mention of available software. Topics include Lagrange multipliers, Kuhn-Tucker conditions, convexity and calculus of variations. Basic numerical search methods and software packages which implement them will be discussed.
An introduction to first and second order conditions for finite and infinite dimensional optimization problems with mention of available software. Topics include Lagrange multipliers, Kuhn-Tucker conditions, convexity and calculus of variations. Basic numerical search methods and software packages which implement them will be discussed.