Optimization Techniques - W2023 - Summary and Conclusion Lecture

The course "Optimization Techniques" (ENGG*6140, section 2) at the School of Engineering at the University of Guelph. Instructor: Benyamin Ghojogh
This is the summary and conclusion lecture. We start with additional notes, such as cutting-plane methods, ellipsoid method, and minimax/maximin problems, which were not covered in this course. Then, we summarize the covered concepts and algorithms in this course. We explain how to deal with an optimization problem. Then, we introduce the enlightenment moment of optimization!

Chapters:

0:00 - Introduction to cutting-plane methods
5:05 - Bisection method (binary search)
10:55 - Important cutting-plane methods
12:56 - Introduction to ellipsoid method
17:43 - Minimax and maximin problems
24:31 - Summary of the covered concepts in this course
29:28 - Dealing with optimization problem: first-order optimality condition
37:34 - Dealing with optimization problem: soft and hard penalties
42:50 - Dealing with optimization problem: LP, integer LP, and KKT
45:08 - Dealing with optimization problem: numerical optimization
48:07 - Dealing with optimization problem: distributed, non-smooth, and non-convex
50:34 - Dealing with optimization problem: metaheuristic optimization
53:16 - Dealing with optimization problem: Riemannian optimization
56:52 - KKT and Lagrangian backbone for optimization
1:01:04 - References