Chapter 1 Linear Programming
1.1 Transportation of Commodities
We consider a market consisting of a certain number of providers
and demanders of a commodity and a network of routes between the
provide
Optimization I; Chapter 2
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Chapter 2 Theory of Constrained Optimization
2.1 Basic notations and examples
We consider nonlinear optimization problems (NLP) of the form
minimize f (x)
over x lRn
subje
Optimization I; Chapter 3
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Chapter 3 Quadratic Programming
3.1 Constrained quadratic programming problems
A special case of the NLP arises when the objective functional f is quadratic
and the constr
Optimization I; Chapter 4
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Chapter 4 Sequential Quadratic Programming
4.1 The Basic SQP Method
4.1.1 Introductory Denitions and Assumptions
Sequential Quadratic Programming (SQP) is one of the most
Chapter 5 Convex Optimization in Function Space
5.1 Foundations of Convex Analysis
Let V be a vector space over lR and : V lR be a norm on V .
We recall that (V, ) is called a Banach space, if it is c