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M2 Learning Objectives

This document provides learning objectives for a module on optimization using calculus. The module introduces classical optimization techniques that use calculus to find optimal points for continuous differentiable functions. It covers stationary points, concavity and convexity, necessary and sufficient conditions for optimizing single and multivariable functions with and without constraints. Examples are provided for each type of optimization problem. The module also introduces the Lagrangian function, Hessian matrix, and Kuhn-Tucker conditions.

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8 views

M2 Learning Objectives

This document provides learning objectives for a module on optimization using calculus. The module introduces classical optimization techniques that use calculus to find optimal points for continuous differentiable functions. It covers stationary points, concavity and convexity, necessary and sufficient conditions for optimizing single and multivariable functions with and without constraints. Examples are provided for each type of optimization problem. The module also introduces the Lagrangian function, Hessian matrix, and Kuhn-Tucker conditions.

Uploaded by

swapna44
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Optimization Methods: Optimization using Calculus - Learning Objectives

Module 2: Optimization using Calculus Learning Objectives Optimization problems with continuous differentiable functions can be solved using the classical methods of optimization. These analytical methods employ differential calculus to locate the optimum points. The classical optimization techniques fail to have an application where the functions are not continuous and not differentiable, and this happens with many practical problems. However a study of these calculus based methods is a foundation for development of most of the numerical techniques presented in later modules. In this module a brief introduction to stationary points is followed by a presentation of the necessary and sufficient conditions in locating the optimum solution of a single variable and two variable functions. Convexity and concavity of these functions are explained. Then the reader is introduced to the optimization of functions or single and multivariable functions (with and without equality constraints). A few examples are discussed for each type. An insight is also given to the Lagrangian function and Hessian matrix formulation. Finally we take a look at the Kuhn-Tucker conditions with examples. This module will help the reader to know about 1. Stationary points as maxima, minima and points of inflection 2. Concavity and convexity of functions 3. Necessary and sufficient conditions for optimization for both single and multivariable functions 4. The Hessian matrix 5. Optimization of multivariable function with and without equality constraints 6. Kuhn-Tucker conditions

D Nagesh Kumar, IISc, Bangalore

M2LO

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