Class 2



  1. Fundamentals Unconstrained Opt. cont... (Chapter 2 - complete chapter except for R-Rates of Convergence) pgs 11-17,19-24,26-29
    1. Recognizing Solutions
      1. Definitions: gradient, Hessian, Taylor's Theorem, order notation (big and little O)
      2. directional derivative, curvature, linear model, direction of steepest descent
      3. first and second order necessary optimality conditions
      4. second order sufficient optimality conditions
      5. convexity and global minimima, characterizations of convex functions
    2. Application
      1. Prove the arithmetic-geometric mean (AGM) inequality using unconstrained minimization