Optimization and Calculus of Variations: Basic Optimization Theory

Lecture, three hours. Introduction to basic optimization theory, recognition of solutions, and geometry of optimization. Some convex analysis, separation hyperplane, and duality theory. Basic optimization algorithms and their rates of convergence. S/U or letter grading.

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Course

Instructor
Guido Montufar
Previously taught
24F 23F 22F 21F 20F 18F

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