方述成-非线性规划讲义(完整).zip

上传者: czbkjava | 上传时间: 2021-03-12 10:26:31 | 文件大小: 69.13MB | 文件类型: ZIP
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

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