Sumários
Class 23
13 janeiro 2023, 10:30 • Juha Hans Videman
Solution of exercises 2 b,c, 4, 6, 7 and 8 from Problem Set 6.
Class 22
9 janeiro 2023, 08:00 • Juha Hans Videman
Barrier Function. Logarithmic Barrier Method. Ill-conditioning of the Hessian of the Barrier function. Examples.
Class 21
6 janeiro 2023, 10:30 • Juha Hans Videman
Direct solution of the KKT system associated with a minimisation problem with equality constraints by Newton's method. Quadratic penalty method. Augmented Lagrangian Method. Algorithms, convergence theorems and examples.
Solution of exercise 11 from Problem Set 5 and exercise 3 from Problem Set 6.
Class 20
2 janeiro 2023, 08:00 • Juha Hans Videman
KKT conditions. Set of feasible directions. Critical cone. Second order necessary and sufficient conditions of optimality. Sufficiency of the KKT conditions for convex problems. Examples
Class 19
19 dezembro 2022, 08:00 • Juha Hans Videman
Linear Independence Constraint Qualification. Regular and irregular points. KKT conditions. Set of feasible directions. Critical cone. Second order necessary and sufficient conditions of optimality. Examples.