Coordinator: Prof. Antonio Vicino
Home |  Engineering Library |  DIISM |  Santa Chiara  | Login Privacy e Cookie policy

Info

Structure



Algorithms For Constrained Optimizations

 

Prof.
Laura Palagi
Dipartimento di Informatica e Sistemistica - Università la Sapienza di Roma
Course Type
Group 1
Calendar
4,8 Luglio e 11,15 Luglio
Room
Program
Optimality conditions for constrained optimization problems (KKT). The linear case. Second order conditions. Algorithms for unconstrained optimization: line search, Armijo’s method. Monotonic and nonmonotonic gradient methods. Newton-type methods. Constrained optmization algorithms. Conditional gradient (Frank-Wolfe). Projected gradient. Decomposition methods with simple constraints. Transformation into unconstrained optimization problems. Local Newton algorithms. Introduction to filter and RQP methods.





 

Courses

PhD Students/Alumni


Dip. Ingegneria dell'Informazione e Scienze Matematiche - Via Roma, 56 53100 SIENA - Italy