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Computer Science and Engineering  Numerical Optimization
   
 
Title: Numerical Optimization
Department: Computer Science and Engineering
Author: Dr. Shirish K. Shevade
University: IISc Bangalore
Type: WebLink
Abstract:
Introduction. Mathematical Background, including convex sets and functions. Need for constrained methods in solving constrained problems.

Unconstrained optimization: Optimality conditions, Line Search Methods, Quasi-Newton Methods, Trust Region Methods. Conjugate Gradient Methods. Least Squares Problems.

Constrained Optimization: Optimality Conditions and Duality. Convex Programming Problem. Linear Programming Problem. Quadratic Programming. Dual Methods, Penalty and Barrier Methods, Interior Point Methods.
 
   
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