Lecture 1: Math Review

EEE2108: Optimization

서강대학교 전자공학과 2012 학년도 1 학기

Lecture Objectives

• 서강대학교 교수학습센터

Outline

• Getting started• Scripts• Making variables• Manipulating variables• Basic plotting

Real vectors and matrices (§2.1)

Functions and Linear Independence

Rank of a matrix (§2.2)

Inner product and norm (§2.4)

Eigenvalues and eigenvectors (§3.2)

Symmetric matrices (§3.4)

Quadratic functions (§3.4)

Level sets (§5.5)

Derivatives (§5.1–5.2)

Derivatives (§5.1–5.2)

Chain rule (§5.4)

Gradients and level sets (§5.5)

Taylor’s formula (§5.5)

In what direction does a gradient point?