Primal-dual Optimization

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Convex Optimization Tutorial: KKT Conditions

Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.

Duality: Economic Interpretation

Explores duality in linear programming, strong duality, complementary slackness, and the economic interpretation of dual variables as prices.

Lagrangian Duality: Theory and Applications

Explores Lagrangian duality in convex optimization, discussing strong duality, dual solutions, and practical applications in second-order cone programs.

Lagrangian Duality: Convex Optimization

Explores Lagrangian duality in convex optimization, transforming problems into min-max formulations and discussing the significance of dual solutions.

Linear Programming: Two-phase Simplex Algorithm

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

Linear Programming: Weighted Bipartite Matching

Covers linear programming, weighted bipartite matching, and vertex cover problems in optimization.

Primal-dual Optimization: Extra-Gradient Method

Explores the Extra-Gradient method for Primal-dual optimization, covering nonconvex-concave problems, convergence rates, and practical performance.

Linear Programming Duality

Explores linear programming duality, covering constraints, variables, solutions, and the relationship between primal and dual LP.

Dual Translations in Linear Programming

Explores dual translations in linear programming, emphasizing primal and dual formulations and the significance of invertible submatrices.

Linear Programming Techniques in Reinforcement Learning

Covers the linear programming approach to reinforcement learning, focusing on its applications and advantages in solving Markov decision processes.