Continuous Optimization and Applications: Graduate Course - Lecture 17
Presenters
July 16, 2007
Keywords:
- continuous optimization
- constrained optimization
- linear programming
- quadratic programming
- mathematical programming, MATLAB
- Lagrangian formulations
- duality in optimization
- Lagrange dual function
- weak and strong duality
- Slater's constraint qualification
- complementary slackness
- KTT optimality conditions
- sensitivity analysis
- generalized inequalities
- convex functions, concave functions
- convex cones, polyhedral cones
- convex geometry
- convex analysis
- implicit constraints
MSC:
- 65Kxx
- 65K05
- 65K10
- 49-xx
- 49Nxx
- 49N05
- 49N15
- 49N10
- 49Kxx
- 49K40
- 49Mxx
- 49M20
- 49M29
- 52A40
- 52A41
- 52-xx
- 90C20
- 90C22
- 90C25
- 90Cxx
