Interior-point method

Formal sciences
Theoretical computer science
Algorithms and data structures
Combinatorial optimization

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Page 1 of 4

Optimisation with Constraints: Interior Point Algorithm

Explores optimization with constraints using KKT conditions and interior point algorithm on two examples of quadratic programming.

Linear Programming: Two-phase Simplex Algorithm

Covers the application of the two-phase Simplex algorithm to solve linear programming problems.

Nonlinear Programming: Part I

Covers the fundamentals of Nonlinear Programming and its applications in Optimal Control, exploring techniques, examples, optimality definitions, and necessary conditions.

Projected Gradient Descent and Quadratic Penalty

Covers Projected Gradient Descent and Quadratic Penalty methods for optimization problems.

Primal-dual Methods for Composite Minimization

Covers primal-dual methods for composite minimization, stochastic algorithms, nonconvex problems, and quadratic penalty techniques.

Local Sensitivity Analysis: Feasibility and Optimality

Explores local sensitivity analysis in linear programming, examining how changes impact optimality and feasibility.

Quadratic Penalty Methods: Sound Problems

Explores Quadratic Penalty Methods for optimization with enforced constraints using penalty functions.

Primal-dual optimization: Theory and Computation

Explores primal-dual optimization, conjugation of functions, strong duality, and quadratic penalty methods in data mathematics.

Trajectory Optimization with CALIPSO

Introduces CALIPSO, a solver for trajectory optimization with constraints in robotics, showcasing methods and examples.

Optimality Conditions in Linear Optimization

Covers optimality conditions, strong duality, and complementarity slackness in linear optimization.