Lecture

Optimization with Constraints: KKT Conditions

In course

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Description

This lecture covers the optimization with constraints using the Karush-Kuhn-Tucker (KKT) conditions, including interior point methods and proofs related to the KKT conditions. The lecture also discusses the invertibility of matrices in the context of numerical analysis.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_q7tkbqhv

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Ontological neighbourhood

Computer engineering

Computer networks: Local area networks

Computer data storage: File systems

Mathematics

Mathematical logic: Set theory

Algebra: Linear algebra

Analysis: Numerical analysis

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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