Unit 5: Constrained Optimization, Linear Programming

March 31: Lecture 13 — Constraints

  • Constraint Types
  • Constrained Optimization
  • Duality
  • Penalty Methods
  • Interior Point Methods
  • Augmented Lagrange Method

Resources:

April 3: Exercise 6 — Constraints

April 7: Lecture 14 — Linear Constrained Optimization

  • Simplex Algorithm
  • Problem Formulation
  • Dual Certificates

Resources:

April 10: Exercise 7 — Linear Programming