Introduction to Optimization

This lecture covers the basics of linear algebra and calculus in Euclidean spaces, along with the first-order necessary optimality conditions for unconstrained optimization. The instructor provides details on the course logistics, including the use of Moodle for resources and assignments, live sessions on Discord, and the schedule for lectures and exercise sessions. The lecture delves into the two main types of optimization - discrete and continuous, highlighting their applications in various fields such as machine learning, control, and imaging. The importance of optimization as a powerful modeling tool is emphasized, with a focus on finding global and local minima in optimization problems.