Numerical optimization: theory and algorithms
Institution: ENSTA ParisTech, University of Paris-Saclay
Level: 4th year engineering students / 1st year master students
Time: 30h (September 2014 -> January 2015)
Description: first and second order optimality conditions, Karush-Kuhn-Tucker conditions, Lagrangian and Fenchel duality, subgradient, project
First order stationary points in red, feasible set in blue.