#calculus-of-variations

49. Calculus of Variations and Optimal Control; Optimization

This volume studies optimization of functionals and systems. It connects analysis, geometry, control theory, and computation. Part I. Foundations of Optimization Chapter 1. Optimization Problems 1.1 Definitions and examples 1.2 Objective functions and constraints 1.3 Local and global optima 1.4 Existence of solutions 1.5 Examples Chapter 2. Convexity 2.1 Convex sets 2.2 Convex functions 2.3 Properties 2.4 Jensen’s inequality 2.5 Applications Chapter 3. Optimality Conditions 3.1 First-order conditions 3.2 Second-order...