Introduction to Ece 5759 Nonlinear Optimization Lec 38
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Ece 5759 Nonlinear Optimization Lec 38 Comprehensive Overview
Newsvendor problem, solving multi-stage stochastic program with recourse using dynamic Dynamic Markov decision problems, memoryless and stationary policies, Bellman operator, value iteration algorithm.
Lagrange multiplier theorem and its proof using the penalty approach.
Summary & Highlights for Ece 5759 Nonlinear Optimization Lec 38
- Multi-armed bandit problems, lower bound on the achievable regret, UCB1 Algorithm.
- Method of multipliers.
- Duality, Traveling salesman problem, Geometric Multiplier: Introduction.
- Duality gap in convex problems.
- Geometric multiplier theory.
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