Lectured by Ha Hoang Kha, Ph.D.

Ho Chi Minh City University of Technology

Email: hahoangkha@gmail.com
Unconstrained Optimization
Introduction
Conditions for local minimizers
Content
2
References
E. K. P. Chong and S. H. Zak, An Introduction to
Optimization, Jonh Wiley & Sons, 2001.
3
Optimization Problem
4
Preliminary
5
Example
6
Feasible direction
7
Directional derivative
8
Example
9
First-order necessary condition (FONC)
10
First-order necessary condition (FONC)
11
First-order necessary condition (FONC)
(Cont.)
12
Example
13
Example
14
Example
15
Second-order necessary condition (SONC)
16
Example
17
Example
18
Second-order sufficient condition (SOSC)
19
Example
20