Numerical Optimization. Instructor: Prof. Shirish K. Shevade, Department of Computer Science and Automation, IISc Bangalore. This course is about studying optimization algorithms, and their applications in different fields.
Mathematical Background: Convex sets and functions, Need for constrained methods in solving constrained problems.
Unconstrained optimization: Optimality conditions, Line Search Methods, Quasi-Newton Methods, Trust Region Methods, Conjugate Gradient Methods, Least Squares Problems.
Constrained Optimization: Optimality Conditions and Duality, Convex Programming Problem, Linear Programming Problem, Quadratic Programming, Dual Methods, Penalty and Barrier Methods, Interior Point Methods. (from nptel.ac.in)
|Lecture 40 - Barrier and Penalty Methods, Augmented Lagrangian Method and ...|
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