Search for tag: "multipliers"

2021-10-01: Representation and projection of cones and polyhedra

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)…

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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…

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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…

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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…

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