Search for tag: "multipliers"

mat133-2021-06-02-minimum-variance-line

Geometry of portfolios. Minimum-variance line (curve). mat133-2021s-notes-2021-06-02.pdf 3D graphics: hw6B_3D_1_X=6_Y=8_Z=0.html hw6B_3D_2_X=6_Y=8_Z=0.html Videos and all other materials are…

From  Matthias Koeppe on June 2nd, 2021 0 likes 24 plays 0  

2020-12-11: Non-convex piecewise linear modeling (MAT 168 Optimization)

Modeling non-convex piecewise linear functions with convex multipliers and SOS 2 constraints. notes-2020-12-11.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

From  Matthias Koeppe on December 11th, 2020 0 likes 8 plays 0  

2020-11-09: Weak LP duality theorem (MAT 168 Optimization)

Introduction to linear optimization duality. Weak duality theorem. notes-2020-11-09.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as Open Educational Resources…

From  Matthias Koeppe on November 9th, 2020 0 likes 20 plays 0