Unit 5: Constrained Optimization, Linear Programming
March 31: Lecture 13 — Constraints
- Constraint Types
- Constrained Optimization
- Duality
- Penalty Methods
- Interior Point Methods
- Augmented Lagrange Method
Resources:
- Slides
- Chapter 10 [KW]
April 3: Exercise 6 — Constraints
April 7: Lecture 14 — Linear Constrained Optimization
- Simplex Algorithm
- Problem Formulation
- Dual Certificates
April 10: Exercise 7 — Linear Programming
- Sheet 06