Chapter 06: Constrained Optimization
In this chapter we take a look into constrained optimization approaches.
-
Chapter 6.01: Introduction
In this subchapter we introduce the concept of constrained optimization and have a look into the hierarchy of convex constrained problems.
-
Chapter 6.02: Linear Programming
In this subchapter we take a look into the concept of Linear Programming, its underlying statistical estimation and its geometric intuition.
-
Chapter 6.04: Duality in optimization
In this subchapter we want to raise awareness to the concept of duality in optimization.
-
Chapter 6.05: Nonlinear programs and Lagrangian
In this subchapter we take a look at nonlinear programs and lagrangian, the geometric intuition for lagrangian duality and its properties and examples.