Mathematical Foundations · Multivariable Calculus

Vector Calculus: Classical and Constrained Static Optimization

Public introduction · full guide in Eikos

Introduction

What this guide covers

A formal and exhaustive treatise on the analytical, topological and computational foundations of multivariable extremes: from Fermat and Sylvester's classical theory, to Lagrange varieties, Karush-Kuhn-Tucker cones and Wolfe-Rockafellar duality.

Overview

Topics covered

  • Introduction
  • Vector Calculus: Static Optimization
  • Topological and Differential Calculus Foundations in
  • Set Topology in
  • Fréchet differentiability and operators of multivariate calculus
  • Quadratic Shapes and Classification of Symmetric Matrices

Related concepts

Main connections

  • Linear algebra & matrices
  • Calculus & differentiation
  • Time series & ARIMA
  • Supervised machine learning
  • Mathematical optimization & gradients
  • Conditional probability & independence

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

⟨𝐱,𝐲⟩≡𝐱T𝐲=∑i=1nxiyi,∀𝐱,𝐲∈ℝn.
View LaTeX source\langle \mathbf{x}, \mathbf{y} \rangle \equiv \mathbf{x}^T \mathbf{y} = \sum_{i=1}^n x_i y_i, \qquad \forall \mathbf{x}, \mathbf{y} \in \R^n.