Newton's Method (Cont.), Newton Step At Infeasible Points, Solving KKT Systems, Equality Constrained Analytic Centering, Complexity Per Iteration Of Three Methods Is Identical, Network Flow Optimization, Analytic Center Of Linear Matrix Inequality, Interior-Point Methods, Logarithmic Barrier
Concentrates on recognizing and solving convex optimization problems that arise in engineering.
Topics include: Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interiorpoint methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Prerequisites: Good knowledge of linear algebra. Exposure to numerical computing, optimization, and application fields helpful but not required; the engineering applications will be kept basic and simple.
Transcript | Equality Constrained Minimization | Interior-point Methods
