Spring term The main topics here are classical numerical methods to solve unconstrained and constrained optimization problems. Numerical optimization methods: introduction, convergence speed, classes of methods, black box model, one-dimensional optimization (ru , en ) Unconstrained optimization problems Gradient descent (ru, en) Newton method (ru , en ) Conjugate gradient method (ru , en ) Least-squares problem (ru) , en )] Linear programming Simplex method (ru , en ) Primal interior point method (ru , en ) Constrained optimization problems Projected gradient method and Frank-Wolfe method (ru, en) Interior point methods (ru, en) Penalty methods and augmented Lagrangian methods (ru, en)
