Media Summary: Manifold suboptimization method, Simplex method. Projection theorem, conditional gradient method, gradient projection method. Convexity of dual problem, geometric interpretation of weak duality theorem, dual of
Ece 5759 Nonlinear Programming Lec 12 - Detailed Analysis & Overview
Manifold suboptimization method, Simplex method. Projection theorem, conditional gradient method, gradient projection method. Convexity of dual problem, geometric interpretation of weak duality theorem, dual of Nesterov's accelerated gradient method and Polyak heavy ball method. Application of contraction mapping principle to establish convergence of Lagrangian methods. Pontryagin Maximum principle for discrete time optimal control.
Mirror descent algorithm, Proximal gradient algorithm. Second derivative of the function, Mean value theorem, Taylor series expansion, matrices, eigenvalues, symmetric matrices, ... Pontryagin minimum principle, Bellman's principle of optimality, Dynamic Weak duality theorem. See for weak duality theorem. Euclidean Space, Norms, Inner Product, Sequences, Convergence, Continuous function, differentiation of functions of multiple ...
