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Numerical Optimization

IISc Bangalore, , Prof. Shirish K. Shevade

Overview

Contents:
Introduction : Optimization, Types of Problems and Algorithms
Background : Linear Algebra and Analysis,Convex Sets and Convex Functions.

Unconstrained Optimization : Basic properties of solutions and algorithms, Global convergence.

Basic Descent Methods : Line Search Methods, Steepest Descent and Newton Methods,Modified Newton methods, Globally convergent Newton Method,Nonlinear Least Squares Problem and Algorithms,Conjugate Direction Methods,Trust-Region Methods.

Constrained Optimization : First Order Necessary Conditions, Second Order Necessary Conditions, Duality, Constraint Qualification,Convex Programming Problem and Duality.

Linear Programming : The Simplex Method, Duality and Interior Point Methods, Karmarkar's algorithm,Transportation and Network flow problem.

Quadratic Programming : Active set methods, Gradient Projection methods and sequential quadratic programming.
Dual Methods : Augmented Lagrangians and cutting-plane methods,Penalty and Barrier Methods,Interior Point Methods.

Includes

Lecture 29: Lagrangian Saddle Point and Wolfe Dual

4.1 ( 11 )


Lecture Details

Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, IISc Bangalore. For more details on NPTEL visit httpnptel.iitm.ac.in

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Comments
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Sam

Excellent course helped me understand topic that i couldn't while attendinfg my college.

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Dembe

Great course. Thank you very much.

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