Continuous Optimization and Applications: Graduate Course - Lecture 5
Presenters
July 10, 2007
Keywords:
- continuous optimization
- preconditioning
- mathematical programming, MATLAB
- convex optimization
- (group projects)
- linear programming
- quadratic programming
- dual SDP
- constrained vs unconstrained optimization
- semidefinite programming
- convex cone, dual cone
- separating and supporting hyperplanes
- Lagrange dual function
- Lagrangian formulation
- weak and strong duality
MSC:
- 65Kxx
- 65K05
- 65K10
- 49-xx
- 49-00
- 49-01
- 91Bxx
- 91B30
- 91B32
- 49N15
- 49M29
