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CS5321 Numerical Optimization 13 Linear Programming: The Simplex Method
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CS5321 Numerical Optimization 15 Fundamentals of Algorithms for Nonlinear Constrained Optimization Outline E, I are index sets for equality and inequality constraints ...
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CS5321 Numerical Optimization 18 Sequential Quadratic Programming (Active Set methods) Local SQP model The problem minxf (x) subject to c(x)=0 can be modeled as a ...
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CS5321 Numerical Optimization 14 Linear Programming: The Interior Point Method Interior point methods for LP There are many variations of IPM for LP Primal IPM, dual ...
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CS5321 Numerical Optimization 05 Conjugate Gradient Methods Conjugate gradient methods For convex quadratic problems, the steepest descent method is slow in ...
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