Optimization with Constraints: KKT Conditions

In course

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Description

This lecture covers the optimization with constraints, focusing on the Karush-Kuhn-Tucker (KKT) conditions. The KKT conditions are derived and applied to various optimization problems with equality and inequality constraints. The lecture emphasizes the importance of these conditions in solving constrained optimization problems efficiently.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_6xb46aog

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Ontological neighbourhood

Mathematics

Algebra: Equations, Polynomials, Linear algebra

Theoretical computer science

Algorithms and data structures: Combinatorial optimization, Analysis of algorithms

Computer engineering

Computer programming: Compilers

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