CS 357: Numerical Methods

Constrained Optimization

Eric Shaffer

Optimization Problems

Optimization Problems

Newton’s Method (for optimization)

Newton’s Method: Example

Newton’s Method: Example

Steepest Descent

Steepest Descent

Steepest Descent: Example

Steepest Descent: Example

Multi-Dimensional Optimization:

Newton’s Method

Multi-Dimensional Optimization:

Newton’s Method

Multi-Dimensional Optimization:

Newton’s Method

Constrained Optimization:Example

First-Order Optimality Condition

Second-Order Optimality Condition

Constrained Optimality

Constrained Optimality

Constrained Optimality

Constrained Optimization: Example

Constrained Optimization: Example