Numerical Optimization by Shirish K. Shevade (IISc Bangalore)

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source: nptelhrd   2012年7月2日
Computer - Numerical Optimization by Dr. Shirish K. Shevade, Department of Computer Science and Engineering, IISc Bangalore. For more details on NPTEL visit http://nptel.iitm.ac.in

Mod-01 Lec-01 Introduction 53:32
Mod-02 Lec-02 Mathematical Background 55:45
Mod-02 Lec-03 Mathematical Background (contd) 58:52
Mod-03 Lec-04 One Dimensional Optimization - Optimality Conditions 56:02
Mod-03 Lec-05 One Dimensional Optimization (contd) 1:08:20
Mod-04 Lec-06 Convex Sets 43:59
Mod-04 Lec-07 Convex Sets (contd) 56:11
Mod-05 Lec-08 Convex Functions 56:26
Mod-05 Lec-09 Convex Functions (contd) 1:16:30
Mod-06 Lec-10 Multi Dimensional Optimization - Optimality Conditions, Conceptual Algorithm 36:35
Mod-06 Lec-11 Line Search Techniques 57:01
Mod-06 Lec-12 Global Convergence Theorem 57:37
Mod-06 Lec-13 Steepest Descent Method 57:11
Mod-06 Lec-14 Classical Newton Method 57:36
Mod-06 Lec-15 Trust Region and Quasi-Newton Methods 57:03
Mod-06 Lec-16 Quasi-Newton Methods - Rank One Correction, DFP Method 57:31
Mod-06 Lec-17 Quasi-Newton Methods - Rank One Correction, DFP Method 54:41
Mod-06 Lec-18 Conjugate Directions 56:25
Mod-06 Lec-19 Quasi-Newton Methods - Rank One Correction, DFP Method 55:40
Mod-07 Lec-20 Constrained Optimization - Local and Global Solutions, Conceptual Algorithm 56:58
Mod-07 Lec-21 Feasible and Descent Directions 57:04
Mod-07 Lec-22 First Order KKT Conditions 58:22
Mod-07 Lec-23 Constraint Qualifications 56:33
Mod-07 Lec-24 Convex Programming Problem 55:20
Mod-07 Lec-25 Second Order KKT Conditions 55:11
Mod-07 Lec-26 Second Order KKT Conditions (contd) 50:53
Mod-08 Lec-27 Weak and Strong Duality 55:22
Mod-08 Lec-28 Geometric Interpretation 55:48
Mod-08 Lec-29 Lagrangian Saddle Point and Wolfe Dual 1:22:33
Mod-09 Lec-30 Linear Programming Problem 30:47
Mod-09 Lec-31 Geometric Solution 57:23
Mod-09 Lec-32 Basic Feasible Solution 57:17
Mod-09 Lec-33 Optimality Conditions and Simplex Tableau 57:42
Mod-09 Lec-34 Simplex Algorithm and Two-Phase Method 58:01
Mod-09 Lec-35 Duality in Linear Programming 58:20
Mod-09 Lec-36 Interior Point Methods - Affine Scaling Method 58:10
Mod-09 Lec-37 Karmarkar's Method 1:24:30
Mod-10 Lec-38 Lagrange Methods, Active Set Method 29:28
Mod-10 Lec-39 Active Set Method (contd) 57:49
Mod-10 Lec-40 Barrier and Penalty Methods, Augmented Lagrangian Method and Cutting Plane Method 32:48
Mod-10 Lec-41 Summary 20:43

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