Mod-07 Lec-20 Constrained Optimization - Local and Global Solutions, Conceptual Algorithm

Course Lectures

• Mod-01 Lec-01 Introduction

  Dr. Shirish K. Shevade

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• Mod-02 Lec-02 Mathematical Background

  Dr. Shirish K. Shevade

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• Mod-02 Lec-03 Mathematical Background (contd)

  Dr. Shirish K. Shevade

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• Mod-03 Lec-04 One Dimensional Optimization - Optimality Conditions

  Dr. Shirish K. Shevade

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• Mod-03 Lec-05 One Dimensional Optimization (contd)

  Dr. Shirish K. Shevade

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• Mod-04 Lec-06 Convex Sets

  Dr. Shirish K. Shevade

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• Mod-04 Lec-07 Convex Sets (contd)

  Dr. Shirish K. Shevade

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• Mod-05 Lec-08 Convex Functions

  Dr. Shirish K. Shevade

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• Mod-05 Lec-09 Convex Functions (contd)

  Dr. Shirish K. Shevade

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• Mod-06 Lec-10 Multi Dimensional Optimization - Optimality Conditions, Conceptual Algorithm

  Dr. Shirish K. Shevade

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• Mod-06 Lec-11 Line Search Techniques

  Dr. Shirish K. Shevade

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• Mod-06 Lec-12 Global Convergence Theorem

  Dr. Shirish K. Shevade

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• Mod-06 Lec-13 Steepest Descent Method

  Dr. Shirish K. Shevade

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• Mod-06 Lec-14 Classical Newton Method

  Dr. Shirish K. Shevade

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• Mod-06 Lec-15 Trust Region and Quasi-Newton Methods

  Dr. Shirish K. Shevade

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• Mod-06 Lec-16 Quasi-Newton Methods - Rank One Correction, DFP Method

  Dr. Shirish K. Shevade

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• Mod-06 Lec-17 Quasi-Newton Methods - Rank One Correction, DFP Method

  Dr. Shirish K. Shevade

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• Mod-06 Lec-18 Conjugate Directions

  Dr. Shirish K. Shevade

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• Mod-06 Lec-19 Quasi-Newton Methods - Rank One Correction, DFP Method

  Dr. Shirish K. Shevade

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• Mod-07 Lec-20 Constrained Optimization - Local and Global Solutions, Conceptual Algorithm

  Dr. Shirish K. Shevade

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• Mod-07 Lec-21 Feasible and Descent Directions

  Dr. Shirish K. Shevade

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• Mod-07 Lec-22 First Order KKT Conditions

  Dr. Shirish K. Shevade

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• Mod-07 Lec-23 Constraint Qualifications

  Dr. Shirish K. Shevade

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• Mod-07 Lec-24 Convex Programming Problem

  Dr. Shirish K. Shevade

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• Mod-07 Lec-25 Second Order KKT Conditions

  Dr. Shirish K. Shevade

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• Mod-07 Lec-26 Second Order KKT Conditions (contd)

  Dr. Shirish K. Shevade

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• Mod-08 Lec-27 Weak and Strong Duality

  Dr. Shirish K. Shevade

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• Mod-08 Lec-28 Geometric Interpretation

  Dr. Shirish K. Shevade

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• Mod-08 Lec-29 Lagrangian Saddle Point and Wolfe Dual

  Dr. Shirish K. Shevade

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• Mod-09 Lec-30 Linear Programming Problem

  Dr. Shirish K. Shevade

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• Mod-09 Lec-31 Geometric Solution

  Dr. Shirish K. Shevade

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• Mod-09 Lec-32 Basic Feasible Solution

  Dr. Shirish K. Shevade

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• Mod-09 Lec-33 Optimality Conditions and Simplex Tableau

  Dr. Shirish K. Shevade

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• Mod-09 Lec-34 Simplex Algorithm and Two-Phase Method

  Dr. Shirish K. Shevade

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• Mod-09 Lec-35 Duality in Linear Programming

  Dr. Shirish K. Shevade

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• Mod-09 Lec-36 Interior Point Methods - Affine Scaling Method

  Dr. Shirish K. Shevade

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• Mod-09 Lec-37 Karmarkar's Method

  Dr. Shirish K. Shevade

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• Mod-10 Lec-38 Lagrange Methods, Active Set Method

  Dr. Shirish K. Shevade

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• Mod-10 Lec-39 Active Set Method (contd)

  Dr. Shirish K. Shevade

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• Mod-10 Lec-40 Barrier and Penalty Methods, Augmented Lagrangian Method and Cutting Plane Method

  Dr. Shirish K. Shevade

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• Mod-10 Lec-41 Summary

  Dr. Shirish K. Shevade

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• Mod-01 Lec-07 Food and Drinks

  Dr. Shirish K. Shevade

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