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Introduction to Optimization

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Agenda

  • What is optimization?
  • A method for optimizing
  • Practice

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What is Optimization?

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What is Optimization?

  • Finding the “best” possible result
  • But “best” could mean different things to different people
  • This is an extensive area of mathematics with ongoing active research
  • For now, we start simply, and then grow

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What is Optimization?

  • Consider the two graphs
  • One has a maximum
  • The other a minimum
  • In both cases the extremum has derivative zero

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What is Optimization?

  • What about this graph?
  • There are local max/mins (extrema)
  • In both cases, the derivative is zero

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What is Optimization?

  • The previous graphs lead to a method (described shortly)
  • We will be looking for where the first derivative of some function vanishes
  • This might be an extrema
  • This might solve the optimization problem we are trying to solve
    • In this course, that’s mostly going to be true!

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A Method For Optimizing

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A Method for Optimizing

  • Back to Polya! (recall P2 Introduction to Problem Solving)
  • Understand the problem
    • What are you trying to optimize?
    • Can you draw a diagram?
    • Define all your variables
    • Make one or more functions to describe the problem
  • Simplify the problem (somehow)

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A Method for Optimizing

  • If you’ve done this correctly (for this course only!)
    • You should have one function with one variable
  • Now optimize it!
    • Find the first derivative
    • Use the First Derivative Test
    • Where are the extrema?
    • Where do they apply to your problem and does this solve your problem?

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A Method for Optimizing

  • Finally, you’ve solved the problem!
  • Reflect
    • Is there another way?
    • Are you finished?

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Practice

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Practice

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Credits

Special thanks to all the people who made and released these awesome resources for free:

  • Presentation template by SlidesCarnival
  • Photographs by Unsplash

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