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Results tagged with optimality-conditions
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user 2513
8
votes
2
answers
211
views
Conditions for minima in calculus of variations
In the calculus of variations (unconstrained), one applies a first-order variation on a general functional of the form
$$\int_{a}^{b}F(x,y,y')\,dx$$
to obtain the first-order necessary condition for …
- 725
11
votes
1
answer
585
views
Solvers and saddle points
It seems like most solvers that can tackle nonlinear nonconvex optimization problems (e.g. IPOPT) operate on ultimately solving for the first-order optimality conditions. Can it therefore be assumed t …
- 725