Lecture

Optimization with Constraints: KKT Conditions

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In course

MATH-351: Advanced numerical analysis II

The student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail. ...

Description

This lecture covers the optimization with constraints using the Karush-Kuhn-Tucker (KKT) conditions, including interior point methods and proofs related to the KKT conditions. The lecture also discusses the invertibility of matrices in the context of numerical analysis.

Instructor

Marco Picasso

Expertise Computational Science and Engineering Mission I am teaching analysis and numerical analysis for engineers and mathematicians at bachelor and master levels.My research pertains to the numerical simulation of complex physical systems with partial differential equations.Here is some bibliometry: Google Scholar, Research Gate, Orcid, here is my most recent CV. Ongoing research projects: - Numerical simulation of aluminium electrolysis, collaboration with RioTinto LRF lab, Ycoorsystems SA and Jacques

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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