Objectives for Today

Abstract

Continue with Nonlinear Optimisation • Recap for unconstrained optimisation • Develop understanding of the theory of constrained optimisation – Understand optimality conditions for equality-constrained problems and how they are derived – Understand optimality conditions for inequality-constrained problems and how they are derived – Knowledge of the KKT conditions (necessary and sufficient) • Be able to explain key aspects of algorithms APO Lecture 2 -3 Unconstrained Optimisation n) (f   x x x min APO Lecture 2 -4 • How do we locate a minimum?