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

Program

12:30-13:00
Repetition from last time: extrema of functions of several variables.
13:00-15:00
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.
15:00-16:15
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.