Optimization
Lecture Slides
- Class 1 - Preliminaries and convex analysis
- Class 2 - Polyhedra and linear programming
- Class 3 - Separation theorems, linear programming (LP) duality and its applications
- Class 4 - LP: correctness and complexity of the Simplex Method
- Class 5 - Unconstrained nonlinear optimization
- Class 6 - Optimization over convex sets, projected gradient Methods
- Class 7 - A survey of derivative-free, global nonconvex optimization and integer programming
- Class 8 - The Karush-Kuhn-Tucker optimality conditions and convex programming duality