Lecture

Optimality Conditions: Quadratic Functions

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Description

This lecture covers the formulation of quadratic functions, necessary and sufficient optimality conditions, and different cases of optimality. It explains how to determine if a problem is strictly convex and find the global optimum. The lecture concludes with a summary.

In MOOC

Optimization: principles and algorithms - Unconstrained nonlinear optimization

What you'll learn Formulation: you will learn from simple examples how to formulate, transform and characterize an optimization problem. Objective function: you will review the mathematical properties of the objective function that are important in optimization. Optimality conditions: you will learn sufficient and necessary conditions for an optimal solution. Solving equations, Newton: this is a reminder about Newton's method to solve nonlinear equations. Newton's local method: you will see how to interpret

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Related concepts (15)

Quadratic function

In mathematics, a quadratic polynomial is a polynomial of degree two in one or more variables. A quadratic function is the polynomial function defined by a quadratic polynomial. Before the 20th century, the distinction was unclear between a polynomial and its associated polynomial function; so "quadratic polynomial" and "quadratic function" were almost synonymous. This is still the case in many elementary courses, where both terms are often abbreviated as "quadratic".

Quadratic equation

In algebra, a quadratic equation () is any equation that can be rearranged in standard form as where x represents an unknown value, and a, b, and c represent known numbers, where a ≠ 0. (If a = 0 and b ≠ 0 then the equation is linear, not quadratic.) The numbers a, b, and c are the coefficients of the equation and may be distinguished by respectively calling them, the quadratic coefficient, the linear coefficient and the constant coefficient or free term.

Quadratic form

In mathematics, a quadratic form is a polynomial with terms all of degree two ("form" is another name for a homogeneous polynomial). For example, is a quadratic form in the variables x and y. The coefficients usually belong to a fixed field K, such as the real or complex numbers, and one speaks of a quadratic form over K. If , and the quadratic form equals zero only when all variables are simultaneously zero, then it is a definite quadratic form; otherwise it is an isotropic quadratic form.

Quadratic irrational number

In mathematics, a quadratic irrational number (also known as a quadratic irrational or quadratic surd) is an irrational number that is the solution to some quadratic equation with rational coefficients which is irreducible over the rational numbers. Since fractions in the coefficients of a quadratic equation can be cleared by multiplying both sides by their least common denominator, a quadratic irrational is an irrational root of some quadratic equation with integer coefficients.

Quadratic reciprocity

In number theory, the law of quadratic reciprocity is a theorem about modular arithmetic that gives conditions for the solvability of quadratic equations modulo prime numbers. Due to its subtlety, it has many formulations, but the most standard statement is: Let p and q be distinct odd prime numbers, and define the Legendre symbol as: Then: This law, together with its supplements, allows the easy calculation of any Legendre symbol, making it possible to determine whether there is an integer solution for any quadratic equation of the form for an odd prime ; that is, to determine the "perfect squares" modulo .

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