Introduction to Optimization. Anjela Govan North Carolina State University SAMSI NDHS Undergraduate workshop 2006. What is Optimization?. Optimization is the mathematical discipline which is concerned with finding the maxima and minima of functions, possibly subject to constraints. .
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North Carolina State University
SAMSI NDHS Undergraduate workshop 2006
at local max or local min f’(x)=0
f”(x) > 0 if local min
f”(x) < 0 if local max
direction of fastest increase of f
Example: f(x,y) = 0.5(x2+y2), > 0
Every local min is global min.
can not compute the gradient of f
can not use Gradient Method