Lecture

Constrained optimization: the basics

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In course

MATH-329: Continuous optimization

This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. ...

Description

This lecture covers the basics of constrained optimization, starting with the definition of a tangent direction and the consideration of a set S. The instructor introduces the problem of finding the minimum subject to constraints, illustrating with examples and trust-region subproblems. The lecture progresses to defining the set of acceptable directions and establishing necessary optimality conditions. The concept of a local minimum is explored through theorems and lemmas, leading to the discussion of Taylor expansions and proofs related to local minima.

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Instructor

Nicolas Boumal

Teaching & PhD PhD Students Andreea-Alexandra Musat Past EPFL PhD Students Christopher Criscitiello, Quentin Rebjock Courses Continuous optimization MATH-329 This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. Linear Algebra MATH-111(e) The purpose of the course is to introduce

Official source

Ontological neighbourhood

Mathematics

Mathematical logic: Set theory

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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