Introduces linear programming basics, including optimization problems, cost functions, simplex algorithm, geometry of linear programs, extreme points, and degeneracy.
Covers the Branch & Bound algorithm for efficient exploration of feasible solutions and discusses LP relaxation, portfolio optimization, Nonlinear Programming, and various optimization problems.
Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.
Explores learning the kernel solution in convex optimization, focusing on predicting outputs using a linear classifier and addressing possible numerical issues.