Optimal Control

Introduction to Optimization

Preview

55 min

Introduction to Optimization (Contd.)

Optimality Conditions for function of several variables

Optimality Conditions for function of several variables (Contd.)

Unconstrained optimization problem (Numerical Techniques)

Solution of unconstarined optimization problem using conjugate gradient method

Solution of unconstarined optimization problem using conjugate gradient method.

Solution of contraint optimization problems - karush - kuhn Tucker (KKT) conditions

Solution of contraint optimization problems - karush - kuhn Tucker (KKT)

Problem Solution Session

Post optimality analysis, convex function and its properties

Post optimality analysis, convex function and its properties (Contd.)

Quadratic optimization problem using Linear Programming

Matrix form of the Simplex Method

Matrix form of the Simplex Method (Contd.)

Solution of Linear Programming using Simplex Method - Algebraic Approach

Solution of Linear Programming using Simplex Method - Algebraic Approach (Contd.)

Solution of LP problems with Two - Phase Method

Solution of LP problems with Two - Phase Method (Contd.)

Standard Primal and Dual problems

Relationship between Primal and Dual Variables

Solution of Quadratic Programming problem using Simplex Method

Interior point method for solving optimization problems

Interior point method for solving optimization problems (Contd.)

Solution Non linear Programming Problem using Exterior Penalty Function Method