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Lecture

Optimization Techniques: Local and Global Extrema

In course

MATH-106(b): Analysis II

Étudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs variables. ...

Description

This lecture covers the concepts of optimization, focusing on local and global extrema. The instructor begins by defining local maxima and minima, explaining that a function has a local maximum at a point if its value is greater than that of nearby points. The definitions are similar to those in previous analysis courses. The lecture then introduces the concept of stationary points, where the derivative is zero, and discusses the necessary conditions for local extrema. The instructor emphasizes that having a zero derivative is necessary but not sufficient for identifying extrema. The discussion includes the Hessian matrix and its role in determining the nature of stationary points. The lecture also explores examples of functions with various types of extrema, including saddle points. Finally, the instructor presents theorems related to global extrema on compact sets, reinforcing the importance of continuity and differentiability in optimization problems.

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Instructors (2)

Boris Buffoni

Thomas Mountford

D'origine britannique, né en 1961. Il a reçu la bourse présidentielle des jeunes investisseurs (Presidential Young Investigator Grant) en 1990 et le prix de la Fraternité Sloan (Sloan Fellowship) en 1991. Son travail montre que les valeurs critiques d'une classe large de de systèmes de particules proches sont égales à 1, et que, suite à plusieurs travaux sur la trajectoire du mouvement brownien, incluant une simulation numérique, le nombre d'îlots browniens en 2 dimensions tend vers l'infini quand leurs tailles tendent vers 0. Il reçoit le prix Rosenbaum en 1993 lui ouvrant ainsi les portes du Isaac Newton Institute à Cambridge. Il est également décoré par le prix Rollo Davidson en 1995 et nommé membre honoraire de l'Institute of Mathematical Statistics en 2001. Assistant Profeseur de Mathematique a UCLA 1987- 1991 Associate Professeur de Mathematique a UCLA 1991-1993 Professeur de Mathematique a UCLA 1993-2001 Professeur Departement de mathématiques, EPFL dès 2001

Official source

Ontological neighbourhood

Mathematics

Analysis: Calculus

Related concepts (32)

Stationary point

In mathematics, particularly in calculus, a stationary point of a differentiable function of one variable is a point on the graph of the function where the function's derivative is zero. Informally, it is a point where the function "stops" increasing or decreasing (hence the name). For a differentiable function of several real variables, a stationary point is a point on the surface of the graph where all its partial derivatives are zero (equivalently, the gradient is zero).

Fermat's theorem (stationary points)

In mathematics, Fermat's theorem (also known as interior extremum theorem) is a method to find local maxima and minima of differentiable functions on open sets by showing that every local extremum of the function is a stationary point (the function's derivative is zero at that point). Fermat's theorem is a theorem in real analysis, named after Pierre de Fermat. By using Fermat's theorem, the potential extrema of a function , with derivative , are found by solving an equation in .

Maximum and minimum

In mathematical analysis, the maximum and minimum of a function are, respectively, the largest and smallest value taken by the function. Known generically as extremum, they may be defined either within a given range (the local or relative extrema) or on the entire domain (the global or absolute extrema) of a function. Pierre de Fermat was one of the first mathematicians to propose a general technique, adequality, for finding the maxima and minima of functions.

Inflection point

In differential calculus and differential geometry, an inflection point, point of inflection, flex, or inflection (rarely inflexion) is a point on a smooth plane curve at which the curvature changes sign. In particular, in the case of the graph of a function, it is a point where the function changes from being concave (concave downward) to convex (concave upward), or vice versa.

Critical point (mathematics)

Critical point is a wide term used in many branches of mathematics. When dealing with functions of a real variable, a critical point is a point in the domain of the function where the function is either not differentiable or the derivative is equal to zero. When dealing with complex variables, a critical point is, similarly, a point in the function's domain where it is either not holomorphic or the derivative is equal to zero. Likewise, for a function of several real variables, a critical point is a value in its domain where the gradient is undefined or is equal to zero.

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