Ph.D. course
September 2011

Problems of Advanced Optimization

2nd Session

Time: Tuesday September 6, 2011,  kl. 12:30
Place: G5-112, Fredrik Bajers Vej 7G, 9220 Aalborg


Repetition from last time: extrema of functions of several variables.
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.
Exercise session, based on my notes. You will be asked to fill in the details of the computations.

Created d.30/08/2011 by Horia Cornean.