ECE 595ML Lecture 4.3: Introduction to Optimization - Constrained Optimization

By Stanley H. Chan

Electrical and Computer Engineering, Purdue University, West Lafayette, IN

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Abstract

Outline:

  • Constrained Optimization
    • Lagrangian
    • Examples

References

Reading list:

  • Nocedal-Wright, Numerical Optimization. (Chapter 12.1)

Cite this work

Researchers should cite this work as follows:

  • Stanley H. Chan (2020), "ECE 595ML Lecture 4.3: Introduction to Optimization - Constrained Optimization," https://nanohub.org/resources/32214.

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Time

Location

WTHR 200, Purdue University, West Lafayette, IN

ECE 595ML Lecture 4.3: Introduction to Optimization - Constrained Optimization
  • Lecture 4.3: Intro to Optimization - Constrained 1. Lecture 4.3: Intro to Optimiza… 0
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  • Outline 2. Outline 12.212212212212213
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  • Constrained Optimization 3. Constrained Optimization 20.75408742075409
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  • Example: Illustrating Lagrangian 4. Example: Illustrating Lagrangi… 206.94027360694028
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  • Example: Illustrating Lagrangian 5. Example: Illustrating Lagrangi… 371.93860527193863
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  • Example: Illustrating Lagrangian 6. Example: Illustrating Lagrangi… 441.50817484150821
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  • Example: 2-minimization with contraint 7. Example: 2-minimization with c… 624.89155822489158
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  • Example: 2-minimization with contraint 8. Example: 2-minimization with c… 677.977977977978
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  • Special Case 9. Special Case 685.48548548548547
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  • In practice ... 10. In practice ... 826.55989322655989
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  • Reading List 11. Reading List 853.95395395395394
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