Continuous Optimization and Applications: Graduate Course - Lecture 26
Presenters
July 19, 2007
Keywords:
- logarithmic barrier function
- feasible constraints
- convex optimization
- differentiability and convexity
- continuous optimization
- constrained optimization
- linear programming
- quadratic programming
- mathematical programming, MATLAB
- semi-definite programming
- semi-definite relaxation
- dual points in SDP
- Lagrangian formulations
- centering problem
- barrier method
- Newton's method-like algorithms
- backtracking line search algorithm
- central path problem
- predictor-corrector algorithms
MSC:
- 65Kxx
- 65K05
- 65K10
- 49-xx
- 49Kxx
- 49K40
- 49Mxx
- 49M20
- 49M29
- 49Nxx
- 49N05
- 49N10
- 49N15
- 52-xx
- 52A41
- 52A40
- 90Cxx
- 90C20
- 90C22
- 90C25
