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.


Solution of exercises 1 and 2 a, b  from Problem Set 6. 

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.


Solution of exercises 2,3 and 10 from Problem Set 5.