Continuous Optimization and Applications: Graduate Course - Lecture 28
Presenters
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
