First Year PG Course
The Course Covers:
Quadratic forms, Hession matrix, definiteness, basic notions of convex analysis, unconstrained
nonlinear optimization, nonlinear programming problems with equality constants, method of
Lagrange multipliers, nonlinear programming problems with inequality contrasts, Kuhn Tucker
conditions.
Variational calculus, functional, basic variational problem, Euler-Lagrange equation, different
cases of Euler-Lagrange equations constrained variational problem, necessary and sufficient
optimality conditions, functionals depending on higher derivatives, optimal control, optimal
control system with Lagrangian formalism.
- Teacher: Simon Derke