Basic Knowledge

Unconstrained Optimization

• SGD

• Newton Methods

• Newton Conjugate Gradient Method

Constrained Optimization

• Low-Dimensional Linear Program

• Low-Dimensional Quadratic Program

• Constrained Optimization via Sequential Unconstrained Optimization

  • Penalty Methods

  • Barrier Methods

  • Lagrangian Relaxation

• Generally Constrained Optimization

  • Karush-Kuhn-Tucker(KKT) Conditions

  • PHR Augmented Lagrangian Method

Conic Programming

• Conic Augmented Lagrangian

优化问题构建和求解技巧

• Smoothing Techniques