A continuation of an introduction to unconstrained optimization within a course on "Optimal and Robust Control" (B3M35ORR, BE3M35ORR) taught at Faculty of Electrical Engineering, Czech Technical University in Prague. We derive first- and second-order necessary and sufficient conditions of optimality for functions of vector arguments and discuss some caveats when extending the results based on directional derivative (derivative along a fixed direction) to the full vector case.
22 авг 2024