Optimization Methods | EPFL Graph Search

Explores optimization methods, including unconstrained problems, linear programming, and heuristic approaches.

Covers the KKT conditions for optimization with constraints, essential for solving constrained optimization problems efficiently.

Discusses variance reduction techniques in stochastic simulation, focusing on allocation strategies and replica generation algorithms.

Explores Lagrange multipliers for optimizing functions in 2 variables, emphasizing global and local extrema.

Explores greedy heuristics, neighborhoods in optimization, and local search algorithms.