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Optimization Lec02 ClassicalUnconstrained
Optimization Lec02 ClassicalUnconstrained
Optimization Lec02 ClassicalUnconstrained
and Combinatorial
Optimization
DR. AHMED TAYEL
De p a rtment o f E n gi neering M at h em ati cs a n d P hysi cs, Fa c ul ty o f
E n gi neering , Al exandria Un i ve rsi ty
a h m e d .taye l @ a l ex u . e d u . e g
Calculus-based optimization: Part 2
1. Mathematical background.
2. Calculus-based unconstrained optimization.
1. 1- variable case. (Previous lecture)
2. Multi-variable case. (This lecture)
1. Mathematical background
What is a matrix?
a rectangular array of elements, arranged in rows and
columns.
Addition
Subtraction
Multiplication
1 1
1 1
0 2
2 3
2. Calculus-based unconstrained
optimization
(multi-variable case)
Calculus-based unconstrained optimization
(multi-variable case)
Classification of the stationary points
𝐻ቚ 8 =
(0,−3)
𝐻ቚ 4 =
(−3,0)
𝐻ቚ 4 8 =
(− ,− )
3 3
Example:
Maximize 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 + 2 𝑧 + 𝑦 𝑧 − 𝑥 2 − 𝑦 2 − 𝑧 2