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.
|