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Quadratic programming in 40 minutes
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Description of quadratic programs (QP), examples, properties, and displaying the contours of quadratic objective functions.
00:30 Explanation of standard form
09:20 Example on constrained least-squares
15:20 Properties of QP
24:40 Contour of quadratic objective
Errata
02:32 I meant "it could be a set that contains a finite number of members" (not finite values)
30:11 The point of x2^\star is a mistake. That point is not an optimal point because it corresponds to a higher function value. Please check the updated slide on the website.
Instructor: Jitkomut Songsiri, Chulalongkorn University, Thailand
#optimization #CUEE
00:30 Explanation of standard form
09:20 Example on constrained least-squares
15:20 Properties of QP
24:40 Contour of quadratic objective
Errata
02:32 I meant "it could be a set that contains a finite number of members" (not finite values)
30:11 The point of x2^\star is a mistake. That point is not an optimal point because it corresponds to a higher function value. Please check the updated slide on the website.
Instructor: Jitkomut Songsiri, Chulalongkorn University, Thailand
#optimization #CUEE
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