Lecture 27: Optimization using Dual Problems, Dual problems for Linear and Quadratic Programming

In this lecture on Nonlinear Programming, we continue our exploration of the weak duality theorem and its applications in constructing dual problems for linear and quadratic programming problems. We will cover the steps involved in constructing dual problems, how to interpret the solutions, and the implications of the weak duality theorem on the optimality of solutions.

This lecture series is from the Nonlinear Programming course that ran at The Ohio State University under the course number ECE 5759. The course builds on linear algebra and calculus to derive various algorithms for optimization in static and dynamic systems. The course is aimed at first-year graduate students, though senior undergraduate students with advanced knowledge of mathematics can also grasp the concepts discussed in the course.
If you are interested in other courses taught by him, you can view them here: