Optimization

Introduction

  • The optimization problemThe optimization problem
  • Equivalences of optimization problemsEquivalences of optimization problems
  • MinimizersMinimizers
  • Feasible directions and descent directionsFeasible directions and descent directions
  • Equality constraintsEquality constraints
  • Inequality constraintsInequality constraints
  • Lagrange relaxationLagrange relaxation
  • ConesCones
  • Inequality constraints, alternativeInequality constraints, alternative

Linear optimization

  • The linear optimization problemThe linear optimization problem
  • Standard formStandard form
  • Basic feasible solutionsBasic feasible solutions
  • The Simplex methodThe Simplex method
  • DualityDuality
  • Duality for other formsDuality for other forms

Convex optimization

  • ConvexityConvexity
  • The convex optimization problemThe convex optimization problem
  • Optimality conditionsOptimality conditions

Quadratic optimization

  • The quadratic optimization problemThe quadratic optimization problem
  • Convex quadratic functionsConvex quadratic functions
  • Descent directionsDescent directions
  • No constraintsNo constraints
  • Equality constraintsEquality constraints
  • Least squaresLeast squares
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Table Of Contents
Optimization
Introduction
Linear optimization
Convex optimization
Quadratic optimization