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Mathematical Foundation 1. Optimization 2. Linear Algebra 3. Matrix Operation

1. Optimization techniques involve calculating rates of change (derivatives) to determine the minima or maxima of functions. Derivatives measure how a dependent variable changes with respect to changes in an independent variable. The derivative of a single value is undefined. 2. To optimize a single-variable function: take the derivative, set it equal to 0 to find critical points, then take the second derivative to determine if each critical point is a maxima or minima using the second derivative test. 3. Linear algebra and matrix operations are also fundamental mathematical concepts. Eigenvectors and eigenvalues relate to representing linear transformations using matrices.

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Sudeep Verma
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42 views

Mathematical Foundation 1. Optimization 2. Linear Algebra 3. Matrix Operation

1. Optimization techniques involve calculating rates of change (derivatives) to determine the minima or maxima of functions. Derivatives measure how a dependent variable changes with respect to changes in an independent variable. The derivative of a single value is undefined. 2. To optimize a single-variable function: take the derivative, set it equal to 0 to find critical points, then take the second derivative to determine if each critical point is a maxima or minima using the second derivative test. 3. Linear algebra and matrix operations are also fundamental mathematical concepts. Eigenvectors and eigenvalues relate to representing linear transformations using matrices.

Uploaded by

Sudeep Verma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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MATHEMATICAL FOUNDATION

1. Optimization
2. Linear Algebra
3. Matrix Operation

1. Optimization – (i)Rate of change (ii) Step to determine minima or


maxima
Rate of change – If we change X axis value then what is the amount of change in Y axis value
It’s also called as (a) Derivative (b) Gradient (c) Slope

Derivative – Derivative of a single value (constant) is undefined (can be assumed zero)


Derivative Rules – 1) Power Rule 2) Constant Multiple Rule 3) Sum Rule 4) Difference Rule 5)
Product rule 6) Quotient Rule

Step to determine Minima or Maxima – Procedure for optimizing a single argument function
(a) Given y-f(x), find 1st derivative
(b) Set 1st derivative of f(x) to zero to identify the critical value
(c) Find the second derivative of f(x)
1) If the second derivative value > 0 then critical value is Minima
2) If the second derivative value < 0 then critical value is Maxima

Derivatives in optimization - Relative Max Min

What do we observe from these two graphs?


(i) the peaks and troughs occur near the slope of
the function is zero (i.e., where critical points
occur)

(ii) the slopes are positive and negative to the


left and right of the critical points
By using derivatives, we can solve for critical values and determine if these critical values are maxima or minima.

First derivative test - substitute a value which is less and more than the critical value (-1,1).

What is the function doing around the critical value?

* When derivative changes from positive to negative it is maxima.

*When derivative changes from negative to positive it is minima.

Second derivative test - another test to determine whether critical values are maximum (s) / minimum (s)

(i) maximum: second derivative is negative or concave down.

(ii) minimum: second derivative is positive or concave up.

Procedure for optimising a single argument function.

1. Given y = f(x), find f'(x)

2. Set f'(x) = 0 and solve for critical value(s).

3. Either use the first derivative test or second derivative test to verify whether the critical value is Max or relative min
or neither.

E.g., y = g(x) = x^2 – 3x +2


g’(x) = 2x – 3 = 0 2x = 3 x = 3/2

Using the second derivative test -


g’’(x) = 2 > 0
therefore, x = 3/2 is a minima

2. Linear Algebra
3. Matrix Operations
Eigenvectors & Eigenvalues

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