Unit 5: Constrained Optimization, Linear Programming

April 14: Constraints

• Constraint Types
• Constrained Optimization
• Duality
• Penalty Methods
• Interior Point Methods
• Augmented Lagrange Method

Resources:

• Slides
• Chapter 10 [KW]

April 15: Exercise Session on Constraints

• Sheet 08. Solutions.

April 21: Linear Constrained Optimization

• Simplex Algorithm
• Problem Formulation
• Dual Certificates

Resources:

• Slides
• Chapter 11 [KW]

April 22: Exercises: Linear Programming

• Sheet 09. Solutions