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

jargon in optimization

example of Karush-Kuhn-Tucker conditions