Algorithms for Optimization
The traces of optimization can be found in the development of calculus. As far back as 1629, Pierre de Fermat showed that the necessary condition for an extremum (minima or maxima) for a real-valued function of one variable is that the derivative must be zero. A class of extremum problem, that has been the favourite of giants like Jean Bernoulli, Leonhar Euler, Andrien Legendre and Carl Gustav Jacobi since the end of the eighteenth century and the beginning of nineteenth century, is known as the calculus of variation.
KeywordsVariational Inequality Optimal Control Problem Gradient Method Newton Method Conjugate Gradient Method
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