In an optimisation problem , the objective is to locate a maximum or minimum (or extremum ) of some function, often called the objective function . The techniques of solving problems where the objective function depends only on one variable are introduced in an elementary calculus course soon after the concept of derivative of a function of one variable is discussed. The optimisation of functions of several variables is discussed after the concept of partial derivatives of such functions has been introduced.
KeywordsPartial Derivative Quadratic Form Local Maximum Jacobian Matrix Hessian Matrix
Unable to display preview. Download preview PDF.
- 27.Thomas, GB, Finney, RL. Calculus and Analytic Geometry, 9th ed. Addison-Wesley, Reading, MA, 1996.Google Scholar
- 10.Edwards, CH, Jr. Advanced Calculus of Several Variables. Academic Press, New York, 1973.Google Scholar
- 6.Cheng, S. Internet article: Tests for local extrema in Lagrange multiplier method. http://planetmath.org?op=getobj&from=objects&id=7336
- 3.Berberian, SK. A First Course in Real Analysis. Springer Verlag, New York, 1974.Google Scholar
- 23.Shirali, S, Vasudeva, HL. Mathematical Analysis. Narosa Publishing House, New Delhi, 2006.Google Scholar