Exploring Ece 5759 Nonlinear Optimization Lec 9

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  • Newsvendor problem, solving multi-stage stochastic program with recourse using dynamic
  • Banach Contraction Mapping Theorem.
  • Projections on some simple sets, Frank Wolfe method, Gradient projection method.
  • Dynamic
  • Duality, Traveling salesman problem, Geometric Multiplier: Introduction.

In-Depth Information on Ece 5759 Nonlinear Optimization Lec 9

Gradient projection method, scaled gradient projection method. Examples of constrained Quasi Newton method, DFP and BFGS method, connection to conjugate direction method. Projection theorem and Frank-Wolfe method.

Two metric projection method, manifold suboptimization method.

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