Ph.D. course
April 2009

Problems of Advanced Optimization


2nd Session

Time: Tuesday April 21, 2009,  kl. 09:00
Place: G5-112, Fredrik Bajers Vej 7G, 9220 Aalborg

Program

09:00-09:30
Repetition from last time: maxima of functions of several variables.
09:30-12:00
A rapid introduction in the Lagrange multiplier method. We will use Lawrence Evans' notes, namely paragraph 4.2. Then we employ this tool in order to arrive in a natural way to the Maximum Principle; we will use my personal notes, which can be downloaded from here.
12:30-16:15
Exercise session, based on my notes. You will be asked to fill in the details of the computations.

Created d.14/04/2009 by Horia Cornean.