Sumários

Optimization Algorithms

10 outubro 2022, 17:00 • Hélder Carriço Rodrigues

 Revision of previous concepts.

Basic Mathematical Programming algorithm.
Line search.
Methods not requiring gradient information: HOOKE-JEEVES, Rosenbrock. 
Methods requiring gradient information: Steepest descent, conjugate gradient methods (FR), quasi-Newton methods (DFP).

Optimization Problem II

3 outubro 2022, 17:00 • Hélder Carriço Rodrigues

Admissible set and Constraints

Admissible and descent directions.

Necessary conditions for constrained problems.

Farkas Lemma

KKT conditions.

Lagrange multipliers.

Optimization Problem I

26 setembro 2022, 17:00 • Hélder Carriço Rodrigues


Optimization Problem.

The objective function and design variables

Equality and inequality constraints. 

Local and global minimum. 

Admissible and descent directions.

Necessary and sufficient conditions for unconstrained optimization problems.