Continuous Optimization and Applications: Graduate Course - Lecture 11
Presenters
July 12, 2007
Keywords:
- Farkas' lemma
- constrained optimization
- continuous optimization
- linear programming
- quadratic programming
- convex geometry
- mathematical programming, MATLAB
- Lagrangian formulations
- positive-semidefinite cone of matrices
- dual cones, dual SDP
- smallest eigenvalue of a matrix
- convex functions, concave functions
- conditions for convexity of differentiable functions
MSC:
- 15B48
- 15B57
- 65Kxx
- 65K05
- 65K10
- 49-xx
- 49Nxx
- 49N10
- 49N15
- 49N05
- 49Kxx
- 49K40
- 49Mxx
- 49M20
- 49M29
- 46N10
- 52-xx
- 52A40
- 52A41
- 90C20
- 90C22
- 90C25