Videos

Continuous Optimization and Applications: Graduate Course - Lecture 28

July 20, 2007
Keywords:
  • continuous optimization
  • constrained optimization
  • linear programming
  • quadratic programming
  • mathematical programming, MATLAB
  • duality in optimization
  • Newton's method-like algorithms
  • portfolio optimization
  • compensating slackness
  • Markowitz portfolio theory
  • convex constraints
MSC:
  • 91G10
  • 91G60
  • 91Gxx
  • 65Kxx
  • 65K05
  • 65K10
  • 49-xx
  • 49Kxx
  • 49K40
  • 49Mxx
  • 49M20
  • 49M29
  • 49Nxx
  • 49N05
  • 49N15
  • 49N10
  • 52A40
  • 52A41
  • 52-xx
  • 90C20
  • 90C22
  • 90C25
  • 90Cxx
Abstract
(Unavailable)
Supplementary Materials