Media Summary: Review of linear algebra and calculus: norms, range space, null space, sequences, convergence of sequences. Review of Linear Algebra and Taylor series. Maximum principle, necessary conditions for optimality for control problems with running cost.
Ece 5759 Nonlinear Optimization Lec 1 - Detailed Analysis & Overview
Review of linear algebra and calculus: norms, range space, null space, sequences, convergence of sequences. Review of Linear Algebra and Taylor series. Maximum principle, necessary conditions for optimality for control problems with running cost. Newsvendor problem, solving multi-stage stochastic program with recourse using dynamic Newsvendor's problem and two-stage stochastic program with recourse. Gradient descent methods for computing optimal solutions.
Barrier method for inequality constrained problem.
