Media Summary: Gauss-Newton's method and Conjugate direction method. Examples of projection, conditional gradient (Frank Wolfe) method. Quasi Newton method, DFP and BFGS method.
Ece 5759 Nonlinear Programming Lec 8 - Detailed Analysis & Overview
Gauss-Newton's method and Conjugate direction method. Examples of projection, conditional gradient (Frank Wolfe) method. Quasi Newton method, DFP and BFGS method. Markov decision problems, discounted cost, average cost, total cost problems, optimality of Markov policies. A version of maximum principle in discrete time control system. Pontryagin minimum principle, Bellman's principle of optimality, Dynamic
Convergence of gradient descent methods, rate of convergence of gradient descent methods. Lagrange multiplier theorem and its proof using the penalty approach. Gradient projection method, scaled gradient projection method.
