Final Exam

Monday, May 4

12:50 - 2:50 pm

Neckers 218

Here is a list of topics to study.

• Global and local minimizers/maximizers (Sections 1.1 and 1.2)

• Positive definite matrices and optimization (Section 1.3)

• Eigenvalues and positive definite matrices (Section 1.5)

• Convex functions, Jensen's inequality, criteria for convexity (Section. 2.3)

• Convexity and the arithmetic - geometric mean inequality (Section. 2.4)

• Newton's method for function minimization (Section 3.1)

• Least squares fit and overdetermined linear systems (Section 4.1)

• Solving normal equations using the QR- factorization (Section 4.1)

• Minimum norm solution of the underdetermined linear systems (Section 4.3)

• Lagrange multipliers (Section 7.2)

• Quadratic programming (Section 7.3)

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