LECTURE 6: CONVERGENCE OF AN ALGORITHM
1. Concept of convergence
2. Rate of convergence
LECTURE 7: CONSTRAINED OPTIMIZATION - INTRODUCTION
1. Basic terminologies
2. KKT conditions – motivation
3. Background knowledge
LECTURE 8: CONSTRAINED OPTIMIZATION – OPTIMALITY CONDITIONS
1. Basic concepts
2. Necessary conditions – KKT conditions
3. Sufficient conditions
LECTURE 9: CONSTRAINED OPTIMIZATION – SENSITIVITY ANALYSIS AND DUALITY
1. Basic concepts
2. Sensitivity analysis
3. Duality theory
LECTURE 10: CONSTRAINED OPTIMIZATION – LAGRANGIAN DUAL PROBLEM
1. Lagrangian dual problem
2. Duality gap
3. Saddle point solution
LECTURE 11: SOLUTION METHODS FOR CONSTRAINED OPTIMIZATION
1. Primal approach
2. Penalty and barrier methods
3. Dual approach
4. Primal-dual approach
LECTURE 12: QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING (QCQP)
1. Motivation
2. Convex QCQP
3. General QCQP
4. On-Going Research
2021-03-12 10:26:31
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Optimization Toolbox，MATALB优化工具箱函数整理和仿真实例
2020-01-03 11:21:40
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Model predictive control of a mobile robot using linearization。MPC的线性优化
2019-12-21 21:29:14
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斯坦福大学大型非线性求解器：snopt，2018年11月申请，有效期6个月，附件包括安装方法及windows系统（32位和64位）下的*.dll文件。
2019-12-21 20:28:30
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Miroslav Balda为非线性最小误差优化写的文档，包括梯度法，牛顿法，LM法，QUASI-NEWTON等
2019-12-21 20:19:36
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VINS 的功能模块可包括五个部分:数据预处理、初始化、后端非线性优化、闭环检测及闭环优化。代码中主要开启了四个线程,分别是:前端图像跟踪、后端非线性优化(其中初始化和 IMU 预积分在这个线程中)、闭环检测、闭环优化。
2019-12-21 19:37:25
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CVX-一款在matlab中，用于解决计算包括凸优化等问题，支持线性优化和二次方优化以及半正定算法。-CVX is a modeling system for constructing and solving disciplined convex programs (DCPs). CVX supports a number of standard problem types, including linear and quadratic programs (LPs/QPs), second-order cone programs (SOCPs), and semidefinite programs (SDPs).
2019-12-21 19:17:50
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