Week - 1 |
A general definition of constrained optimization problems |
Week - 2 |
Convexity properties |
Week - 3 |
Optimality conditions for constrained optimization problems |
Week - 4 |
Fritz John optimality conditions |
Week - 5 |
The Karush-Kuhn-Tucker optimality conditions |
Week - 6 |
Definition of the dual problem and formulation |
Week - 7 |
Duality Theorems |
Week - 8 |
Lagrangian duality |
Week - 9 |
Saddle point optimality |
Week - 10 |
Solution methods in constrained optimization |
Week - 11 |
Subgradient methods; Cutting plane method |
Week - 12 |
Penalty function methods; Augmented Lagrangian penalty functions |
Week - 13 |
Augmented Lagrangians method of multipliers |
Week - 14 |
Modified subgradient method |