Sumários
Class 27
17 dezembro 2019, 15:00 • Juha Hans Videman
Solution of exercises 5 and 8 from Problem Set 6.
Class 26
12 dezembro 2019, 14:00 • Juha Hans Videman
Solution of exercises 2,3,4,6, and 7 from Problem Set 6.
Class 25
10 dezembro 2019, 15:00 • Juha Hans Videman
Barrier Function. Logarithmic Barrier Method. Ill-conditioning of the Hessian of the Barrier function. Quadratic penalty method for inequality and equality constraints. Algorithms and examples. Solution of exercises 7 and 9 from Problem Set 5 and exercise 1 from Problem Set 6.
Class 24
5 dezembro 2019, 14:00 • Juha Hans Videman
Quadratic penalty method. Augmented Lagrangian Method. Properties of the Augmented Lagrangian. Algorithms and examples.