Continuous Optimization and Applications: Graduate Course - Lecture 19
Presenters
July 16, 2007
Keywords:
- Rayleigh principle for eigenvalues
- continuous optimization
- constrained optimization
- linear programming
- quadratic programming
- semidefinite programming
- convex optimization
- level sets
- duality in optimization
- Lagrangian formulations
- hidden constraints
- weak and strong duality
- trust region subproblem
- Slater's constraint qualification
- robust approximation
- stochastic robust approximation
- worst-case robust approximation
- Tikhonov regularization
MSC:
- 65Kxx
- 65K05
- 65K10
- 49-xx
- 49Kxx
- 49K40
- 49Mxx
- 49M20
- 49M29
- 49Nxx
- 49N05
- 49N15
- 49N10
- 52A41
- 52A40
- 90C20
- 90C22
- 90C25
- 90C51
- 90C59
- 90C90
- 90Cxx
