Exploring Ece 5759 Nonlinear Optimization Lec 25

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  • Newsvendor problem, solving multi-stage stochastic program with recourse using dynamic
  • Weak duality theorem. See https://www.youtube.com/watch?v=kc2h8fWfVps for weak duality theorem.
  • Primal-Dual Method, Second order Lagrangian Method for equality constrained
  • Banach contraction mapping theorem and its application to proving convergence of
  • Application of Banach Contraction mapping principle to convergence of Lagrangian method. This

In-Depth Information on Ece 5759 Nonlinear Optimization Lec 25

Duality, Traveling salesman problem, Geometric Multiplier: Introduction. Visualization Lemma and Weak Duality theorem. Geometric multiplier theory. Primal and Dual Problems, Weak Duality theorem, Duality gap.

Markov decision problems, memoryless and stationary policies, Bellman operator, value iteration algorithm.

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