Media Summary: Primal and Dual Problems, Weak Duality theorem, Duality gap. Convexity of dual problem, geometric interpretation of weak duality theorem, dual of linear program. Markov decision problems, memoryless and stationary policies, Bellman operator, value iteration algorithm.
Ece 5759 Nonlinear Optimization Lec 26 - Detailed Analysis & Overview
Primal and Dual Problems, Weak Duality theorem, Duality gap. Convexity of dual problem, geometric interpretation of weak duality theorem, dual of linear program. Markov decision problems, memoryless and stationary policies, Bellman operator, value iteration algorithm. Application of Banach Contraction mapping principle to convergence of Lagrangian method. This Duality, Traveling salesman problem, Geometric Multiplier: Introduction. Banach contraction mapping theorem and its application to proving convergence of
Duality, Saddle-point theorem, Branch and Bound Method. Penalty and augmented Lagrangian method, augmented Lagrangian method for inequality constrained problems.
