Lecture 6

11 Fevereiro 2025, 19:00 • Filipe Moura

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First order linear difference equations: autonomous and non-autonomous cases. Cobweb diagrams.

Lecture 5

11 Fevereiro 2025, 17:30 • Filipe Moura

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Difference equations: first order and linear.

4

6 Fevereiro 2025, 19:00 • Filipe Moura

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Constrained optimization. Viable region. Lagrange multipliers. Active and inactive restrictions. KKT conditions. Qualification of constraints.

3

6 Fevereiro 2025, 17:30 • Filipe Moura

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Line search methods. Wolfe conditions. Newton's method.

1

4 Fevereiro 2025, 19:00 • Filipe Moura

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Unconstrained optimization: necessary and sufficient conditions for a maximizer. Convex functions.