In this module, the objective is to explore the mathematical ideas needed to tackle optimization problems with constraints. These ideas should enable you to formulate optimization problems for a function of several variables, subject to one or more equality constraints.
Specifically, from a description of the problem, you should be able to
We shall begin with simple examples, where geometric intuition
provides the necessary guidance. The next step will be to translate
the geometric ideas into equivalent analytical descriptions, which in
turn can be generalized to treat more complex problems.
Opportunities exist within the module to delve more deeply into additional mathematical aspects of constrained optimization.