Unit 5: Constrained Optimization, Linear Programming
Constraints
- Constraint Types
- Constrained Optimization
- Duality
- Penalty Methods
- Interior Point Methods
- Augmented Lagrange Method
Resources:
- Chapter 10 [KW]
Exercises: Constraints
Linear Constrained Optimization
- Simplex Algorithm
- Problem Formulation
- Dual Certificates
Resources:
- Chapter 11 [KW]