Media Summary: Strong duality under convexity, Slater constraint qualification in convex Pontryagin Maximum principle for discrete time optimal control. A version of maximum principle in discrete time control system.
Ece 5759 Nonlinear Programming Lec 28 - Detailed Analysis & Overview
Strong duality under convexity, Slater constraint qualification in convex Pontryagin Maximum principle for discrete time optimal control. A version of maximum principle in discrete time control system. Convexity of dual problem, geometric interpretation of weak duality theorem, dual of Bellman's principle of optimality and Dynamic Convergence of gradient descent methods, rate of convergence of gradient descent methods.
A Lagrangian method coupled with the method of multipliers. Convergence proof using Banach contraction mapping theorem. Solving a resource allocation problem using PMP and DP. Projection theorem, conditional gradient method, gradient projection method. Application of contraction mapping principle to establish convergence of Lagrangian methods.
