Sumários
Gradient based algorithms
3 novembro 2016, 14:30 • José Miranda Guedes
Steepest descent. Conjugate gradient methods. Flectcher-Reeves conjugate gradient. Examples.
line search methods
31 outubro 2016, 11:00 • José Miranda Guedes
Golden section. Bisection method. Newton method. examples.
Optimization alghoritms for unconstrained problems
27 outubro 2016, 14:30 • José Miranda Guedes
Descent direction. One dimensional optimization. Line search. Equal interval search. Dicothonomus search. Examples.
Constrained problems. Global optimality
24 outubro 2016, 11:00 • José Miranda Guedes
Meaning of Lagrange multipliers. Sensitivity theorem. Example of irregular point. Convex sets. Convex functions. Global minimum theorem. Necessary and suficient second order conditions.
Optimization with Inequality constraints
20 outubro 2016, 14:30 • José Miranda Guedes
KKT conditions for problems with equality and inequality constraints. Slack variables. Examples.