Lectures related to Lagrangian Duality: Convex Optimization

Related lectures (42)

Convex Relaxation: Negative Type Theorems Log in to Mediaspace to watch this video

Explores convex relaxation and negative type theorems in convex programs.

Portfolio Optimization: Models and Strategies Log in to Mediaspace to watch this video

Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.