Introducing constrained optimization through two simple examples

Optimization is all around us. Various physical entities are constantly solving some form of optimization problem: water running downhill (finding state of least energy), light rays trying traveling between two points (finding route of shortest time), or electric currents finding paths of least resistance. Optimization is also used extensively i... Read more

Introduction to Calculus of Variations

Calculus of variations (COV) sits in the gap between calculus and optimization. In regular calculus, we learn to find max or min of functions. COV is not about finding optimal values for a given function but about finding a whole function that optimize a given objective. This is a higher-level goal and is what makes the subject both challenging ... Read more

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