Paolo Detti
University of Siena - Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche
Course Type
Type A
Calendar
May 5 h. 14:00-17:00 Aula MCL 16 May 6 h. 9:00-13:00 Aula ex cappella May 12 h. 14:00-17:00 Aula ex cappella May 13 h. 9:00-13:00 Aula ex cappella May 20 h. 9:00-13:00 Aula 103
Room
Program
The course introduces to Constrained Optimization problems and provides an overview of solution algorithms for such problems. The topics of the course are: Introduction to unconstrained and constrained optimization. Optimality conditions for unconstrained and constrained optimization. Relaxations and penalty algorithms for constrained optimization. Duality Theory and Lagrangian relaxation. Convex optimization. Methods for Constrained Optimization with general constraints
